Risk estimation for matrix recovery with spectral regularization
Langue
en
Communication dans un congrès
Ce document a été publié dans
ICML'2012 workshop on Sparsity, Dictionaries and Projections in Machine Learning and Signal Processing, 2012-06-30, Edinburgh.
Résumé en anglais
In this paper, we develop an approach to recursively estimate the quadratic risk for matrix recovery problems regularized with spectral functions. Toward this end, in the spirit of the SURE theory, a key step is to compute ...Lire la suite >
Mots clés en anglais
Risk estimation
SURE
matrix recovery
matrix completion
matrix-valued function
spectral regularization
nuclear norm
proximal algorithms