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A Riemannian gossip approach to decentralized matrix completion (1605.06968v1)
Published 23 May 2016 in cs.NA, cs.LG, and math.OC
Abstract: In this paper, we propose novel gossip algorithms for the low-rank decentralized matrix completion problem. The proposed approach is on the Riemannian Grassmann manifold that allows local matrix completion by different agents while achieving asymptotic consensus on the global low-rank factors. The resulting approach is scalable and parallelizable. Our numerical experiments show the good performance of the proposed algorithms on various benchmarks.