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Low-rank optimization for distance matrix completion

机译:距离矩阵完成的低秩优化

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摘要

This paper addresses the problem of low-rank distance matrix completion. Thisproblem amounts to recover the missing entries of a distance matrix when thedimension of the data embedding space is possibly unknown but small compared tothe number of considered data points. The focus is on high-dimensionalproblems. We recast the considered problem into an optimization problem overthe set of low-rank positive semidefinite matrices and propose two efficientalgorithms for low-rank distance matrix completion. In addition, we propose astrategy to determine the dimension of the embedding space. The resultingalgorithms scale to high-dimensional problems and monotonically converge to aglobal solution of the problem. Finally, numerical experiments illustrate thegood performance of the proposed algorithms on benchmarks.
机译:本文解决了低秩距离矩阵补全的问题。当数据嵌入空间的尺寸可能是未知的但与所考虑的数据点的数量相比较小时,此问题足以恢复距离矩阵的缺失条目。重点是高维问题。我们将考虑的问题重新转化为低秩正半定矩阵集的优化问题,并提出了两个有效算法来实现低秩距离矩阵完成。另外,我们提出一种策略来确定嵌入空间的尺寸。生成的算法扩展到高维问题,并单调收敛到该问题的全局解。最后,数值实验说明了所提出算法在基准上的良好性能。

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