论文标题
在线高级矩阵完成
Online high rank matrix completion
论文作者
论文摘要
矩阵完成的最新进展通过利用低维(非线性)潜在结构来促进全级矩阵中的数据。在本文中,我们为高级矩阵完成(HRMC)开发了一个新的模型,以及批处理和在线方法,以适合模型和样本外扩展程序以完成新数据。该方法通过(隐式)使用内核技巧(隐式)将数据映射到高维多项式特征空间中。重要的是,即使原始数据矩阵全级别,数据在此特征空间中占据了低维子空间。我们引入了该低维子空间和在线拟合程序的明确参数化,以降低计算复杂性与最新技术相比。在线方法还可以处理流或顺序数据,并适应非平稳的潜在结构。我们提供有关采样率的指导,需要这些方法才能成功。合成数据和运动捕获数据的实验结果验证了所提出的方法的性能。
Recent advances in matrix completion enable data imputation in full-rank matrices by exploiting low dimensional (nonlinear) latent structure. In this paper, we develop a new model for high rank matrix completion (HRMC), together with batch and online methods to fit the model and out-of-sample extension to complete new data. The method works by (implicitly) mapping the data into a high dimensional polynomial feature space using the kernel trick; importantly, the data occupies a low dimensional subspace in this feature space, even when the original data matrix is of full-rank. We introduce an explicit parametrization of this low dimensional subspace, and an online fitting procedure, to reduce computational complexity compared to the state of the art. The online method can also handle streaming or sequential data and adapt to non-stationary latent structure. We provide guidance on the sampling rate required these methods to succeed. Experimental results on synthetic data and motion capture data validate the performance of the proposed methods.