PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Consistency of trace norm minimization
Francis Bach
Journal of Machine Learning Research 2007.

Abstract

Regularization by the sum of singular values, also referred to as the trace norm, is a popular technique for estimating low rank rectangular matrices. In this paper, we extend some of the consistency results of the Lasso to provide necessary and sufficient conditions for rank consistency of trace norm minimization with the square loss. We also provide an adaptive version that is rank consistent even when the necessary condition for the non adaptive version is not fulfilled.

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EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:3191
Deposited By:Francis Bach
Deposited On:12 January 2008