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目录 引 恢复1 核范数与SDP 稳定恢复 Candes E J, Plan Y. Matrix Completion With Noise[J]. arXiv: Information Theory, 2010, 98(6): 925-936. 这篇文章,同一个人(团队?)写的,遗憾的是,没怎么看懂.怎么说呢,里面的关于对偶的性质实在不知道从何入手,但想来还是得记一笔. 引 这篇文章,讨论的是这样的一个问题,有一个矩阵\(M \in \mathbb{R}^{n_1 \times n_2}\),…
目录 1 常用的缺失值预处理方式 1.1 不处理 1.2 剔除 1.3 填充 2 利用矩阵分解补全缺失值 3 矩阵分解补全缺失值代码实现 4 通过矩阵分解补全矩阵的一些小问题 References 矩阵补全(Matrix Completion),就是补上一个含缺失值矩阵的缺失部分. 矩阵补全可以通过矩阵分解(matrix factorization)将一个含缺失值的矩阵 X 分解为两个(或多个)矩阵,然后这些分解后的矩阵相乘就可以得到原矩阵的近似 X',我们用这个近似矩阵 X' 的值来填补原矩阵…
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