Matrix Completion for Structured Observations
This addresses a common data imputation challenge in applications like recommendation systems, but it is incremental as it builds on existing nuclear norm minimization with a specific adjustment.
The paper tackles the problem of matrix completion when observed and missing entries have structural differences, such as in the Netflix challenge where unwatched movies may indicate lower interest, and proposes adjusting nuclear norm minimization with regularization for unobserved entries, showing it outperforms standard methods in certain settings.
The need to predict or fill-in missing data, often referred to as matrix completion, is a common challenge in today's data-driven world. Previous strategies typically assume that no structural difference between observed and missing entries exists. Unfortunately, this assumption is woefully unrealistic in many applications. For example, in the classic Netflix challenge, in which one hopes to predict user-movie ratings for unseen films, the fact that the viewer has not watched a given movie may indicate a lack of interest in that movie, thus suggesting a lower rating than otherwise expected. We propose adjusting the standard nuclear norm minimization strategy for matrix completion to account for such structural differences between observed and unobserved entries by regularizing the values of the unobserved entries. We show that the proposed method outperforms nuclear norm minimization in certain settings.