Rank, Trace-Norm and Max-Norm
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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.
