local max norm
Matrix reconstruction with the local max norm Nathan Srebro Department of Statistics Toyota Technological Institute at Chicago Stanford University
We introduce a new family of matrix norms, the "local max" norms, generalizing existing methods such as the max norm, the trace norm (nuclear norm), and the weighted or smoothed weighted trace norms, which have been extensively used in the literature as regularizers for matrix reconstruction problems. We show that this new family can be used to interpolate between the (weighted or unweighted) trace norm and the more conservative max norm. We test this interpolation on simulated data and on the large-scale Netflix and MovieLens ratings data, and find improved accuracy relative to the existing matrix norms. We also provide theoretical results showing learning guarantees for some of the new norms.
- North America > United States > Illinois > Cook County > Chicago (0.40)
- North America > Canada > Ontario > Toronto (0.14)
- North America > United States > California > Santa Clara County > Palo Alto (0.04)
Matrix reconstruction with the local max norm
We introduce a new family of matrix norms, the ''local max'' norms, generalizing existing methods such as the max norm, the trace norm (nuclear norm), and the weighted or smoothed weighted trace norms, which have been extensively used in the literature as regularizers for matrix reconstruction problems. We show that this new family can be used to interpolate between the (weighted or unweighted) trace norm and the more conservative max norm. We test this interpolation on simulated data and on the large-scale Netflix and MovieLens ratings data, and find improved accuracy relative to the existing matrix norms. We also provide theoretical results showing learning guarantees for some of the new norms.
Matrix reconstruction with the local max norm
Foygel, Rina, Srebro, Nathan, Salakhutdinov, Russ R.
We introduce a new family of matrix norms, the ''local max'' norms, generalizing existing methods such as the max norm, the trace norm (nuclear norm), and the weighted or smoothed weighted trace norms, which have been extensively used in the literature as regularizers for matrix reconstruction problems. We show that this new family can be used to interpolate between the (weighted or unweighted) trace norm and the more conservative max norm. We test this interpolation on simulated data and on the large-scale Netflix and MovieLens ratings data, and find improved accuracy relative to the existing matrix norms. We also provide theoretical results showing learning guarantees for some of the new norms. Papers published at the Neural Information Processing Systems Conference.
Matrix reconstruction with the local max norm
Foygel, Rina, Srebro, Nathan, Salakhutdinov, Ruslan R.
We introduce a new family of matrix norms, the ''local max'' norms, generalizing existing methods such as the max norm, the trace norm (nuclear norm), and the weighted or smoothed weighted trace norms, which have been extensively used in the literature as regularizers for matrix reconstruction problems. We show that this new family can be used to interpolate between the (weighted or unweighted) trace norm and the more conservative max norm. We test this interpolation on simulated data and on the large-scale Netflix and MovieLens ratings data, and find improved accuracy relative to the existing matrix norms. We also provide theoretical results showing learning guarantees for some of the new norms.
- North America > Canada > Ontario > Toronto (0.14)
- North America > United States > Illinois > Cook County > Chicago (0.04)
- North America > United States > California > Santa Clara County > Palo Alto (0.04)
Matrix reconstruction with the local max norm
Foygel, Rina, Srebro, Nathan, Salakhutdinov, Ruslan
We introduce a new family of matrix norms, the "local max" norms, generalizing existing methods such as the max norm, the trace norm (nuclear norm), and the weighted or smoothed weighted trace norms, which have been extensively used in the literature as regularizers for matrix reconstruction problems. We show that this new family can be used to interpolate between the (weighted or unweighted) trace norm and the more conservative max norm. We test this interpolation on simulated data and on the large-scale Netflix and MovieLens ratings data, and find improved accuracy relative to the existing matrix norms. We also provide theoretical results showing learning guarantees for some of the new norms.
- North America > Canada > Ontario > Toronto (0.14)
- North America > United States > Illinois > Cook County > Chicago (0.04)
- North America > United States > California > Santa Clara County > Palo Alto (0.04)