Escaping Saddle Points in Ill-Conditioned Matrix Completion with a Scalable Second Order Method

1 code implementation • 7 Sep 2020 • Christian Kümmerle, Claudio M. Verdun

We propose an iterative algorithm for low-rank matrix completion that can be interpreted as both an iteratively reweighted least squares (IRLS) algorithm and a saddle-escaping smoothing Newton method applied to a non-convex rank surrogate objective.

Low-Rank Matrix Completion