Numerical Analysis Seminar: Boaz Nadler, Weizmann Institute, Completing Large low rank Matrices with only few observed entries: A one-line algorithm with provable guarantees
SAS 4201Suppose we observe very few entries from a large matrix. Can we predict the missing entries, say assuming the matrix is (approximately) low rank ? We describe a very simple method to solve this matrix completion problem. We show our method is able to recover matrices from very few entries and/or with ill conditioned matrices,…