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Low-rank matrix approximation with weights or missing data is NP-hard

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  • GILLIS, Nicolas
  • GLINEUR, François

Abstract

Weighted low-rank approximation (WLRA), a dimensionality reduction technique for data analysis, has been successfully used in several applications, such as in collaborative filtering to design recommender systems or in computer vision to recover structure from motion. In this paper, we study the computational complexity of WLRA and prove that it is NP-hard to find an approximate solution, even when a rank-one approximation is sought. Our proofs are based on a reduction from the maximum-edge biclique problem, and apply to strictly positive weights as well as binary weights (the latter corresponding to low-rank matrix approximation with missing data).
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Suggested Citation

  • GILLIS, Nicolas & GLINEUR, François, 2011. "Low-rank matrix approximation with weights or missing data is NP-hard," LIDAM Reprints CORE 2382, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:2382
    DOI: 10.1137/110820361
    Note: In : SIAM Journal on Matrix Analysis and Applications, 32(4), 1149-1165, 2011
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    References listed on IDEAS

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    1. Belleflamme,Paul & Peitz,Martin, 2015. "Industrial Organization," Cambridge Books, Cambridge University Press, number 9781107687899, September.
    2. GILLIS, Nicolas & GLINEUR, François, 2008. "Nonnegative factorization and the maximum edge biclique problem," LIDAM Discussion Papers CORE 2008064, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Pierre-Philippe Combes & Thierry Mayer & Jacques-François Thisse, 2008. "Economic Geography: The Integration of Regions and Nations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00311000, HAL.
    4. Winfried Pohlmeier & Luc Bauwens & David Veredas, 2007. "High frequency financial econometrics. Recent developments," ULB Institutional Repository 2013/136223, ULB -- Universite Libre de Bruxelles.
    5. Peeters, M.J.P., 2003. "The maximum edge biclique problem is NP-complete," Other publications TiSEM 3e340431-37b3-4bc5-9b14-9, Tilburg University, School of Economics and Management.
    6. Rabah Amir, 2005. "Supermodularity and Complementarity in Economics: An Elementary Survey," Southern Economic Journal, John Wiley & Sons, vol. 71(3), pages 636-660, January.
    7. Markovsky, Ivan & Niranjan, Mahesan, 2010. "Approximate low-rank factorization with structured factors," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3411-3420, December.
    8. Huriot,Jean-Marie & Thisse,Jacques-François (ed.), 2009. "Economics of Cities," Cambridge Books, Cambridge University Press, number 9780521118279, October.
    9. Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), 2008. "High Frequency Financial Econometrics," Studies in Empirical Economics, Springer, number 978-3-7908-1992-2, March.
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    Cited by:

    1. Nicolas Gillis & Stephen A. Vavasis, 2018. "On the Complexity of Robust PCA and ℓ 1 -Norm Low-Rank Matrix Approximation," Mathematics of Operations Research, INFORMS, vol. 43(4), pages 1072-1084, November.
    2. Qinghua Wu & Yang Wang & Fred Glover, 2020. "Advanced Tabu Search Algorithms for Bipartite Boolean Quadratic Programs Guided by Strategic Oscillation and Path Relinking," INFORMS Journal on Computing, INFORMS, vol. 32(1), pages 74-89, January.
    3. Gillard, Jonathan & Usevich, Konstantin, 2018. "Structured low-rank matrix completion for forecasting in time series analysis," International Journal of Forecasting, Elsevier, vol. 34(4), pages 582-597.
    4. Glover, Fred & Ye, Tao & Punnen, Abraham P. & Kochenberger, Gary, 2015. "Integrating tabu search and VLSN search to develop enhanced algorithms: A case study using bipartite boolean quadratic programs," European Journal of Operational Research, Elsevier, vol. 241(3), pages 697-707.
    5. Namgil Lee & Jong-Min Kim, 2018. "Block tensor train decomposition for missing data estimation," Statistical Papers, Springer, vol. 59(4), pages 1283-1305, December.
    6. Zhikai Yang & Le Han, 2023. "A global exact penalty for rank-constrained optimization problem and applications," Computational Optimization and Applications, Springer, vol. 84(2), pages 477-508, March.

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