arXiv · 1402.4225
Information Theory of Matrix Completion
Abstract
Matrix completion is a fundamental problem that comes up in a variety of applications like the Netflix problem, collaborative filtering, computer vision, and crowdsourcing. The goal of the problem is to recover a k-by-n unknown matrix from a subset of its noiseless (or noisy) entries. We define an information-theoretic notion of completion capacity C that quantifies the maximum number of entries that one observation of an entry can resolve. This number provides the minimum number m of entries required for reliable reconstruction: m=kn/C. Translating the problem into a distributed joint source-channel coding problem with encoder restriction, we characterize the completion capacity for a wide class of stochastic models of the unknown matrix and the observation process. Our achievability proof is inspired by that of the Slepian-Wolf theorem. For an arbitrary stochastic matrix, we derive an upper bound on the completion capacity.
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Changho Suh. 2014-02-18. Information Theory of Matrix Completion. https://arxiv.org/abs/1402.4225
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