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Statistics > Machine Learning

arXiv:1703.02721 (stat)
[Submitted on 8 Mar 2017]

Title:On Approximation Guarantees for Greedy Low Rank Optimization

Authors:Rajiv Khanna, Ethan Elenberg, Alexandros G. Dimakis, Sahand Negahban
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Abstract:We provide new approximation guarantees for greedy low rank matrix estimation under standard assumptions of restricted strong convexity and smoothness. Our novel analysis also uncovers previously unknown connections between the low rank estimation and combinatorial optimization, so much so that our bounds are reminiscent of corresponding approximation bounds in submodular maximization. Additionally, we also provide statistical recovery guarantees. Finally, we present empirical comparison of greedy estimation with established baselines on two important real-world problems.
Subjects: Machine Learning (stat.ML); Information Theory (cs.IT); Machine Learning (cs.LG)
Cite as: arXiv:1703.02721 [stat.ML]
  (or arXiv:1703.02721v1 [stat.ML] for this version)
  https://doi.org/10.48550/arXiv.1703.02721

Submission history

From: Rajiv Khanna [view email]
[v1] Wed, 8 Mar 2017 06:20:10 UTC (1,180 KB)
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