2021
A Scalable Second Order Method for Ill-Conditioned Matrix Completion from Few Samples
ICML 2021spotlight
We propose an iterative algorithm for low-rank matrix completion with that can be interpreted as an iteratively reweighted least squares (IRLS) algorithm, a saddle-escaping smoothing Newton method or a variable metric proximal gradient method applied to a non-convex rank surrogate. It combines the f…