One-sided Matrix Completion from Two Observations Per Row

• URL: http://arxiv.org/abs/2306.04049v1
• Date: Tue, 6 Jun 2023 22:35:16 GMT
• Title: One-sided Matrix Completion from Two Observations Per Row
• Authors: Steven Cao, Percy Liang, Gregory Valiant
• Abstract summary: We propose a natural algorithm that involves imputing the missing values of the matrix $XTX$. We evaluate our algorithm on one-sided recovery of synthetic data and low-coverage genome sequencing.
• Score: 95.87811229292056
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Given only a few observed entries from a low-rank matrix $X$, matrix completion is the problem of imputing the missing entries, and it formalizes a wide range of real-world settings that involve estimating missing data. However, when there are too few observed entries to complete the matrix, what other aspects of the underlying matrix can be reliably recovered? We study one such problem setting, that of "one-sided" matrix completion, where our goal is to recover the right singular vectors of $X$, even in the regime where recovering the left singular vectors is impossible, which arises when there are more rows than columns and very few observations. We propose a natural algorithm that involves imputing the missing values of the matrix $X^TX$ and show that even with only two observations per row in $X$, we can provably recover $X^TX$ as long as we have at least $\Omega(r^2 d \log d)$ rows, where $r$ is the rank and $d$ is the number of columns. We evaluate our algorithm on one-sided recovery of synthetic data and low-coverage genome sequencing. In these settings, our algorithm substantially outperforms standard matrix completion and a variety of direct factorization methods.

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