2020/10/25 by Takeyuki Sasai, Hironori Fujisawa, Sasai, Takeyuki +1
Engineering · Mathematics · #62G05 #62G35 #Advanced Statistical Methods and Models #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.2010.13018
openalex publication_date 2020/10/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with matrix compressed sensing, including lasso as a partial problem, and matrix completion, and then we obtain sharp estimation error bounds. To obtain the error bounds for different models such as matrix compressed sensing and matrix completion, we propose a simple unified approach based on a combination of the Huber loss function and the nuclear norm penalization, which is a different approach from the conventional ones. Some error bounds obtained in the present paper are sharper than the past ones.