Pith. sign in

REVIEW

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 1810.03051 v2 pith:34IDXPP6 submitted 2018-10-06 cs.LG cs.CVstat.ML

Provable Subspace Tracking from Missing Data and Matrix Completion

classification cs.LG cs.CVstat.ML
keywords subspacest-missdatarobustsolutionassumptionscompletionguarantees
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
0 comments
read the original abstract

We study the problem of subspace tracking in the presence of missing data (ST-miss). In recent work, we studied a related problem called robust ST. In this work, we show that a simple modification of our robust ST solution also provably solves ST-miss and robust ST-miss. To our knowledge, our result is the first `complete' guarantee for ST-miss. This means that we can prove that under assumptions on only the algorithm inputs, the output subspace estimates are close to the true data subspaces at all times. Our guarantees hold under mild and easily interpretable assumptions, and allow the underlying subspace to change with time in a piecewise constant fashion. In contrast, all existing guarantees for ST are partial results and assume a fixed unknown subspace. Extensive numerical experiments are shown to back up our theoretical claims. Finally, our solution can be interpreted as a provably correct mini-batch and memory-efficient solution to low-rank Matrix Completion (MC).

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.