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Rank, Trace-Norm and Max-Norm

Lecture notes in computer sciencePublished 1 January 2005
Nathan Srebro, Adi Shraibman
Citations332
SJR quartileQ2
SJR score0.35
SNIP0.55

TL;DR

This work studies the rank, trace-norm and max-norm as complexity measures of matrices, focusing on the problem of fitting a matrix with matrices having low complexity, and presents generalization error bounds for predicting unobserved entries that are based on these measures.

Abstract

We study the rank, trace-norm and max-norm as complexity measures of matrices, focusing on the problem of fitting a matrix with matrices having low complexity. We present generalization error bounds for predicting unobserved entries that are based on these measures. We also consider the possible relations between these measures. We show gaps between them, and bounds on the extent of such gaps.

Keywords

Computer ScienceDecision SciencesEngineering