A Unified Convex Surrogate for the Schatten-$p$ Norm

@inproceedings{Xu2017AUC,
  title={A Unified Convex Surrogate for the Schatten-\$p\$ Norm},
  author={Chen Xu and Zhouchen Lin and Hongbin Zha},
  booktitle={AAAI},
  year={2017}
}
The Schatten-p norm (0 < p < 1) has been widely used to replace the nuclear norm for better approximating the rank function. However, existing methods are either 1) not scalable for large scale problems due to relying on singular value decomposition (SVD) in every iteration, or 2) specific to some p values, e.g., 1/2, and 2/3. In this paper, we show that for any p, p1, and p2 > 0 satisfying 1/p = 1/p1 + 1/p2, there is an equivalence between the Schatten-p norm of one matrix and the Schatten-p1… CONTINUE READING
Related Discussions
This paper has been referenced on Twitter 5 times. VIEW TWEETS

From This Paper

Figures, tables, and topics from this paper.

References

Publications referenced by this paper.
Showing 1-10 of 31 references

Netflix

A. SIGKDD
Proceedings of KDD cup and workshop. • 2007
View 4 Excerpts
Highly Influenced

Similar Papers

Loading similar papers…