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Rank Aggregation via Nuclear Norm Minimization

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 Added by David Gleich
 Publication date 2011
and research's language is English




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The process of rank aggregation is intimately intertwined with the structure of skew-symmetric matrices. We apply recent advances in the theory and algorithms of matrix completion to skew-symmetric matrices. This combination of ideas produces a new method for ranking a set of items. The essence of our idea is that a rank aggregation describes a partially filled skew-symmetric matrix. We extend an algorithm for matrix completion to handle skew-symmetric data and use that to extract ranks for each item. Our algorithm applies to both pairwise comparison and rating data. Because it is based on matrix completion, it is robust to both noise and incomplete data. We show a formal recovery result for the noiseless case and present a detailed study of the algorithm on synthetic data and Netflix ratings.



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This work investigates the geometry of a nonconvex reformulation of minimizing a general convex loss function $f(X)$ regularized by the matrix nuclear norm $|X|_*$. Nuclear-norm regularized matrix inverse problems are at the heart of many applications in machine learning, signal processing, and control. The statistical performance of nuclear norm regularization has been studied extensively in literature using convex analysis techniques. Despite its optimal performance, the resulting optimization has high computational complexity when solved using standard or even tailored fast convex solvers. To develop faster and more scalable algorithms, we follow the proposal of Burer-Monteiro to factor the matrix variable $X$ into the product of two smaller rectangular matrices $X=UV^T$ and also replace the nuclear norm $|X|_*$ with $(|U|_F^2+|V|_F^2)/2$. In spite of the nonconvexity of the factored formulation, we prove that when the convex loss function $f(X)$ is $(2r,4r)$-restricted well-conditioned, each critical point of the factored problem either corresponds to the optimal solution $X^star$ of the original convex optimization or is a strict saddle point where the Hessian matrix has a strictly negative eigenvalue. Such a geometric structure of the factored formulation allows many local search algorithms to converge to the global optimum with random initializations.
In this paper, we investigate tensor recovery problems within the tensor singular value decomposition (t-SVD) framework. We propose the partial sum of the tubal nuclear norm (PSTNN) of a tensor. The PSTNN is a surrogate of the tensor tubal multi-rank. We build two PSTNN-based minimization models for two typical tensor recovery problems, i.e., the tensor completion and the tensor principal component analysis. We give two algorithms based on the alternating direction method of multipliers (ADMM) to solve proposed PSTNN-based tensor recovery models. Experimental results on the synthetic data and real-world data reveal the superior of the proposed PSTNN.
275 - Zhiyuan Zha , Xin Yuan , Bei Li 2017
Rank minimization methods have attracted considerable interest in various areas, such as computer vision and machine learning. The most representative work is nuclear norm minimization (NNM), which can recover the matrix rank exactly under some restricted and theoretical guarantee conditions. However, for many real applications, NNM is not able to approximate the matrix rank accurately, since it often tends to over-shrink the rank components. To rectify the weakness of NNM, recent advances have shown that weighted nuclear norm minimization (WNNM) can achieve a better matrix rank approximation than NNM, which heuristically set the weight being inverse to the singular values. However, it still lacks a sound mathematical explanation on why WNNM is more feasible than NNM. In this paper, we propose a scheme to analyze WNNM and NNM from the perspective of the group sparse representation. Specifically, we design an adaptive dictionary to bridge the gap between the group sparse representation and the rank minimization models. Based on this scheme, we provide a mathematical derivation to explain why WNNM is more feasible than NNM. Moreover, due to the heuristical set of the weight, WNNM sometimes pops out error in the operation of SVD, and thus we present an adaptive weight setting scheme to avoid this error. We then employ the proposed scheme on two low-level vision tasks including image denoising and image inpainting. Experimental results demonstrate that WNNM is more feasible than NNM and the proposed scheme outperforms many current state-of-the-art methods.
Minimizing the rank of a matrix subject to constraints is a challenging problem that arises in many applications in control theory, machine learning, and discrete geometry. This class of optimization problems, known as rank minimization, is NP-HARD, and for most practical problems there are no efficient algorithms that yield exact solutions. A popular heuristic algorithm replaces the rank function with the nuclear norm--equal to the sum of the singular values--of the decision variable. In this paper, we provide a necessary and sufficient condition that quantifies when this heuristic successfully finds the minimum rank solution of a linear constraint set. We additionally provide a probability distribution over instances of the affine rank minimization problem such that instances sampled from this distribution satisfy our conditions for success with overwhelming probability provided the number of constraints is appropriately large. Finally, we give empirical evidence that these probabilistic bounds provide accurate predictions of the heuristics performance in non-asymptotic scenarios.
Tensor nuclear norm (TNN) induced by tensor singular value decomposition plays an important role in hyperspectral image (HSI) restoration tasks. In this letter, we first consider three inconspicuous but crucial phenomenons in TNN. In the Fourier transform domain of HSIs, different frequency components contain different information; different singular values of each frequency component also represent different information. The two physical phenomenons lie not only in the spectral dimension but also in the spatial dimensions. Then, to improve the capability and flexibility of TNN for HSI restoration, we propose a multi-mode and double-weighted TNN based on the above three crucial phenomenons. It can adaptively shrink the frequency components and singular values according to their physical meanings in all modes of HSIs. In the framework of the alternating direction method of multipliers, we design an effective alternating iterative strategy to optimize our proposed model. Restoration experiments on both synthetic and real HSI datasets demonstrate their superiority against related methods.
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