Matrix completion under interval uncertainty.
European Journal of Operational Research(2017)
摘要
•Matrix completion under interval uncertainty can be encoded using box constraints.•E.g. in collaborative filtering, a rating of 2 can be replaced by an interval 1–3.•Present-best results in terms of statistical performance are provided for a benchmark.•Convergence of randomized coordinate-descent methods to stationary points is proven.
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关键词
Matrix completion,Robust optimization,Collaborative filtering,Coordinate descent,Large-scale optimization
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