Certifiably Optimal Low Rank Factor Analysis.
Dimitris BertsimasMartin S. CopenhaverRahul MazumderPublished in: J. Mach. Learn. Res. (2017)
Keyphrases
- factor analysis
- low rank
- matrix factorization
- convex optimization
- missing data
- low rank matrix
- collaborative filtering
- matrix completion
- nonnegative matrix factorization
- rank minimization
- linear combination
- singular value decomposition
- discriminant analysis
- optimal solution
- negative matrix factorization
- recommender systems
- statistical tests
- semi supervised
- high order
- cluster analysis
- independent component analysis
- high dimensional data
- trace norm
- image processing
- sample size
- worst case
- data analysis
- training data