Nonconvex Matrix Completion with Linearly Parameterized Factors

Abstract

Techniques of matrix completion aim to impute a large portion of missing entries in a data matrix through a small portion of observed ones. In practice, prior information and special structures are usually employed in order to improve the accuracy of matrix completion. In this paper, we propose a unified nonconvex optimization framework for matrix completion with linearly parameterized factors. In particular, by introducing a condition referred to as Correlated Parametric Factorization, we conduct a unified geometric analysis for the nonconvex objective by establishing uniform upper bounds for low-rank estimation resulting from any local minimizer. Perhaps surprisingly, the condition of Correlated Parametric Factorization holds for important examples including subspace-constrained matrix completion and skew-symmetric matrix completion. The effectiveness of our unified nonconvex optimization method is also empirically illustrated by extensive numerical simulations.