This paper studies the task of estimating heterogeneous treatment effects in causal panel data models with covariate effects. We propose a novel Covariate-Adjusted Deep Causal Learning (CoDEAL) framework that cohesively deals with the underlying heterogeneity and nonlinearity of both panel units and covariate effects. CoDEAL integrates nonlinear covariate effect components (parameterized by a feed-forward neural network) with nonlinear factor structures (modeled by a multi-output autoencoder) to form a heterogeneous causal panel model. The nonlinear covariate component flexibly captures complex covariate influences on outcomes, and the nonlinear factor decomposition enables CoDEAL to effectively capture both cross-sectional and temporal dependencies inherent in the data panel. This latent structural information is subsequently integrated into a customized matrix completion algorithm, thereby facilitating more accurate counterfactual imputation. Moreover, the use of a multi-output autoencoder explicitly accounts for heterogeneity across units and enhances the model interpretability of the latent factors. We establish theoretical guarantees on the convergence of the estimated counterfactuals and demonstrate the compelling performance of the proposed method using extensive simulation studies and real-world data applications.
Conventional matrix completion methods exploit the underlying low-rank structure of a target matrix to recover its missing entries, but may be inadequate for capturing complex nonlinear dependencies. Deep neural networks have therefore been increasingly adopted for nonlinear matrix completion (NLMC). However, their high representational capacity, particularly in deep fully connected neural networks (FCNNs), can lead to over-fitting when training is restricted to incomplete observations. In this paper, we propose a Deep Neural Network with Nonsmooth Regularization (DNN-NSR) framework to address this issue by incorporating two complementary structural priors: sparsity of intermediate representations and low-rankness of layer-wise weight matrices. Specifically, the $\ell_1$-norm of hidden representations promotes sparse latent features, while the nuclear norm of weight matrices encourages low-rank layer-wise transformations. To optimize the resulting nonsmooth and nonconvex objective, we develop an extrapolated proximal gradient algorithm that employs soft-thresholding and singular-value thresholding to handle the two regularization terms, respectively. We further introduce a gradual regularization strategy that progressively increases the influence of these structural penalties during training. Under suitable assumptions, we establish convergence properties of the proposed algorithm toward a critical point of the training objective. The effectiveness of DNN-NSR is evaluated through extensive experiments on synthetic matrix recovery, single-image inpainting, and recommender systems using the MovieLens 100K and MovieLens 1M datasets. Comparisons with representative linear and nonlinear matrix completion methods demonstrate the potential of the proposed framework to improve recovery performance by jointly exploiting sparse latent representations and low-rank network transformations.
The low-rank matrix completion problem asks whether a given real matrix with missing values can be completed so that the resulting matrix has low rank or is close to a low-rank matrix. The completed matrix is often required to satisfy additional structural constraints, such as positive semi-definiteness or a bounded infinity norm. The problem arises in various research fields, including machine learning, statistics, and theoretical computer science, and has broad real-world applications. This paper presents new $\mathsf{NP} $-hardness results for low-rank matrix completion problems. We show that for every sufficiently large integer $d$ and any real number $\varepsilon \in [ 2^{-O(d)},\frac{1}{7}]$, given a partial matrix $A$ with exposed values of magnitude at most $1$ that admits a positive semi-definite completion of rank $d$, it is $\mathsf{NP}$-hard to find a positive semi-definite matrix that agrees with each given value of $A$ up to an additive error of at most $\varepsilon$, even when the rank is allowed to exceed $d$ by a multiplicative factor of $O (\frac{1}{\varepsilon ^2 \cdot \log(1/\varepsilon)} )$. This strengthens a result of Hardt, Meka, Raghavendra, and Weitz (COLT, 2014), which applies to multiplicative factors smaller than $2$ and to $\varepsilon $ that decays polynomially in $d$. We establish similar $\mathsf{NP}$-hardness results for the case where the completed matrix is constrained to have a bounded infinity norm (rather than be positive semi-definite), for which all previous hardness results rely on complexity assumptions related to the Unique Games Conjecture. Our proofs involve a novel notion of nearly orthonormal representations of graphs, the concept of line digraphs, and bounds on the rank of perturbed identity matrices.
Matrix completion is a widely adopted framework in recommender systems, as predicting the missing entries in the user-item rating matrix enables a comprehensive understanding of user preferences. However, current graph neural network (GNN)-based approaches are highly sensitive to noisy or irrelevant edges--due to their inherent message-passing mechanisms--and are prone to overfitting, which limits their generalizability. To overcome these challenges, we propose a novel method called Matrix Completion using Contrastive Learning (MCCL). Our approach begins by extracting local neighborhood subgraphs for each interaction and subsequently generates two distinct graph representations. The first representation emphasizes denoising by integrating GNN layers with an attention mechanism, while the second is obtained via a graph variational autoencoder that aligns the feature distribution with a standard prior. A mutual learning loss function is employed during training to gradually harmonize these representations, enabling the model to capture common patterns and significantly enhance its generalizability. Extensive experiments on several real-world datasets demonstrate that our approach not only improves the numerical accuracy of the predicted scores--achieving up to a 0.8% improvement in RMSE--but also produces superior rankings with improvements of up to 36% in ranking metrics.
Nearest neighbor (NN) methods have re-emerged as competitive tools for matrix completion, offering strong empirical performance and recent theoretical guarantees, including entry-wise error bounds, confidence intervals, and minimax optimality. Despite their simplicity, recent work has shown that NN approaches are robust to a range of missingness patterns and effective across diverse applications. This paper introduces N$^2$, a unified Python package and testbed that consolidates a broad class of NN-based methods through a modular, extensible interface. Built for both researchers and practitioners, N$^2$ supports rapid experimentation and benchmarking. Using this framework, we introduce a new NN variant that achieves state-of-the-art results in several settings. We also release a benchmark suite of real-world datasets, from healthcare and recommender systems to causal inference and LLM evaluation, designed to stress-test matrix completion methods beyond synthetic scenarios. Our experiments demonstrate that while classical methods excel on idealized data, NN-based techniques consistently outperform them in real-world settings.
We consider the problem of solving the optimal transport problem between two empirical distributions with missing values. Our main assumption is that the data is missing completely at random (MCAR), but we allow for heterogeneous missingness probabilities across features and across the two distributions. As a first contribution, we show that the Wasserstein distance between empirical Gaussian distributions and linear Monge maps between arbitrary distributions can be debiased without significantly affecting the sample complexity. Secondly, we show that entropic regularized optimal transport can be estimated efficiently and consistently using iterative singular value thresholding (ISVT). We propose a validation set-free hyperparameter selection strategy for ISVT that leverages our estimator of the Bures-Wasserstein distance, which could be of independent interest in general matrix completion problems. Finally, we validate our findings on a wide range of numerical applications.
Recovering a low rank matrix from a subset of its entries, some of which may be corrupted, is known as the robust matrix completion (RMC) problem. Existing RMC methods have several limitations: they require a relatively large number of observed entries; they may fail under overparametrization, when their assumed rank is higher than the correct one; and many of them fail to recover even mildly ill-conditioned matrices. In this paper we propose a novel RMC method, denoted $\texttt{RGNMR}$, which overcomes these limitations. $\texttt{RGNMR}$ is a simple factorization-based iterative algorithm, which combines a Gauss-Newton linearization with removal of entries suspected to be outliers. On the theoretical front, we prove that under suitable assumptions, $\texttt{RGNMR}$ is guaranteed exact recovery of the underlying low rank matrix. Our theoretical results improve upon the best currently known for factorization-based methods. On the empirical front, we show via several simulations the advantages of $\texttt{RGNMR}$ over existing RMC methods, and in particular its ability to handle a small number of observed entries, overparameterization of the rank and ill-conditioned matrices.
In this technical note, we introduce and analyze AWNN: an adaptively weighted nearest neighbor method for performing matrix completion. Nearest neighbor (NN) methods are widely used in missing data problems across multiple disciplines such as in recommender systems and for performing counterfactual inference in panel data settings. Prior works have shown that in addition to being very intuitive and easy to implement, NN methods enjoy nice theoretical guarantees. However, the performance of majority of the NN methods rely on the appropriate choice of the radii and the weights assigned to each member in the nearest neighbor set and despite several works on nearest neighbor methods in the past two decades, there does not exist a systematic approach of choosing the radii and the weights without relying on methods like cross-validation. AWNN addresses this challenge by judiciously balancing the bias variance trade off inherent in weighted nearest-neighbor regression. We provide theoretical guarantees for the proposed method under minimal assumptions and support the theory via synthetic experiments.
This paper proposes and analyzes a gradient-type algorithm based on Burer-Monteiro factorization, called the Asymmetric Projected Gradient Descent (APGD), for reconstructing the point set configuration from partial Euclidean distance measurements, known as the Euclidean Distance Matrix Completion (EDMC) problem. By paralleling the incoherence matrix completion framework, we show for the first time that global convergence guarantee with exact recovery of this routine can be established given $\mathcal{O}(\mu^2 r^3 \kappa^2 n \log n)$ Bernoulli random observations without any sample splitting. Unlike leveraging the tangent space Restricted Isometry Property (RIP) and local curvature of the low-rank embedding manifold in some very recent works, our proof provides new upper bounds to replace the random graph lemma under EDMC setting. The APGD works surprisingly well and numerical experiments demonstrate exact linear convergence behavior in rich-sample regions yet deteriorates fast when compared with the performance obtained by optimizing the s-stress function, i.e., the standard but unexplained non-convex approach for EDMC, if the sample size is limited. While virtually matching our theoretical prediction, this unusual phenomenon might indicate that: (i) the power of implicit regularization is weakened when specified in the APGD case; (ii) the stabilization of such new gradient direction requires substantially more samples than the information-theoretic limit would suggest.
This article describes a novel optimization solution framework, called alternating gradient descent (GD) and minimization (AltGDmin), that is useful for many problems for which alternating minimization (AltMin) is a popular solution. AltMin is a special case of the block coordinate descent algorithm that is useful for problems in which minimization w.r.t one subset of variables keeping the other fixed is closed form or otherwise reliably solved. Denote the two blocks/subsets of the optimization variables Z by Za, Zb, i.e., Z = {Za, Zb}. AltGDmin is often a faster solution than AltMin for any problem for which (i) the minimization over one set of variables, Zb, is much quicker than that over the other set, Za; and (ii) the cost function is differentiable w.r.t. Za. Often, the reason for one minimization to be quicker is that the problem is ``decoupled" for Zb and each of the decoupled problems is quick to solve. This decoupling is also what makes AltGDmin communication-efficient for federated settings. Important examples where this assumption holds include (a) low rank column-wise compressive sensing (LRCS), low rank matrix completion (LRMC), (b) their outlier-corrupted extensions such as robust PCA, robust LRCS and robust LRMC; (c) phase retrieval and its sparse and low-rank model based extensions; (d) tensor extensions of many of these problems such as tensor LRCS and tensor completion; and (e) many partly discrete problems where GD does not apply -- such as clustering, unlabeled sensing, and mixed linear regression. LRCS finds important applications in multi-task representation learning and few shot learning, federated sketching, and accelerated dynamic MRI. LRMC and robust PCA find important applications in recommender systems, computer vision and video analytics.
In this study, we establish a unified framework to deal with the high dimensional matrix completion problem under flexible nonignorable missing mechanisms. Although the matrix completion problem has attracted much attention over the years, there are very sparse works that consider the nonignorable missing mechanism. To address this problem, we derive a row- and column-wise matrix U-statistics type loss function, with the nuclear norm for regularization. A singular value proximal gradient algorithm is developed to solve the proposed optimization problem. We prove the non-asymptotic upper bound of the estimation error's Frobenius norm and show the performance of our method through numerical simulations and real data analysis.
Low-rank Matrix Completion (LRMC) describes the problem where we wish to recover missing entries of partially observed low-rank matrix. Most existing matrix completion work deals with sampling procedures that are independent of the underlying data values. While this assumption allows the derivation of nice theoretical guarantees, it seldom holds in real-world applications. In this paper, we consider various settings where the sampling mask is dependent on the underlying data values, motivated by applications in sensing, sequential decision-making, and recommender systems. Through a series of experiments, we study and compare the performance of various LRMC algorithms that were originally successful for data-independent sampling patterns.
Nonlinear matrix decomposition (NMD) with the ReLU function, denoted ReLU-NMD, is the following problem: given a sparse, nonnegative matrix $X$ and a factorization rank $r$, identify a rank-$r$ matrix $\Theta$ such that $X\approx \max(0,\Theta)$. This decomposition finds application in data compression, matrix completion with entries missing not at random, and manifold learning. The standard ReLU-NMD model minimizes the least squares error, that is, $\|X - \max(0,\Theta)\|_F^2$. The corresponding optimization problem is nondifferentiable and highly nonconvex. This motivated Saul to propose an alternative model, Latent-ReLU-NMD, where a latent variable $Z$ is introduced and satisfies $\max(0,Z)=X$ while minimizing $\|Z - \Theta\|_F^2$ (``A nonlinear matrix decomposition for mining the zeros of sparse data'', SIAM J. Math. Data Sci., 2022). Our first contribution is to show that the two formulations may yield different low-rank solutions $\Theta$; in particular, we show that Latent-ReLU-NMD can be ill-posed when ReLU-NMD is not, meaning that there are instances in which the infimum of Latent-ReLU-NMD is not attained while that of ReLU-NMD is. We also consider another alternative model, called 3B-ReLU-NMD, which parameterizes $\Theta=WH$, where $W$ has $r$ columns and $H$ has $r$ rows, allowing one to get rid of the rank constraint in Latent-ReLU-NMD. Our second contribution is to prove the convergence of a block coordinate descent (BCD) applied to 3B-ReLU-NMD and referred to as BCD-NMD. Our third contribution is a novel extrapolated variant of BCD-NMD, dubbed eBCD-NMD, which we prove is also convergent under mild assumptions. We illustrate the significant acceleration effect of eBCD-NMD compared to BCD-NMD, and also show that eBCD-NMD performs well against the state of the art on synthetic and real-world data sets.
In this paper, we propose a depth-aided color image inpainting method in the quaternion domain, called depth-aided low-rank quaternion matrix completion (D-LRQMC). In conventional quaternion-based inpainting techniques, the color image is expressed as a quaternion matrix by using the three imaginary parts as the color channels, whereas the real part is set to zero and has no information. Our approach incorporates depth information as the real part of the quaternion representations, leveraging the correlation between color and depth to improve the result of inpainting. In the proposed method, we first restore the observed image with the conventional LRQMC and estimate the depth of the restored result. We then incorporate the estimated depth into the real part of the observed image and perform LRQMC again. Simulation results demonstrate that the proposed D-LRQMC can improve restoration accuracy and visual quality for various images compared to the conventional LRQMC. These results suggest the effectiveness of the depth information for color image processing in quaternion domain.
Advances in neural imaging have enabled neuroscientists to study how large neural populations conspire to produce perception, behavior and cognition. Despite many advances in optical methods, there exists a fundamental tradeoff between imaging speed, field of view, and resolution that limits the scope of neural imaging, especially for the raster-scanning multi-photon imaging needed to image deeper into the brain. One approach to overcoming this trade-off is computational imaging: the co-development of optics designed to encode the target images into fewer measurements that are faster to acquire, with algorithms that compensate by inverting the optical coding to recover a larger or higher resolution image. We present here one such approach for raster-scanning two-photon imaging: Neuroimaging with Oblong Random Acquisition (NORA). NORA quickly acquires each frame in a microscopy video by subsampling only a fraction of the fast scanning lines, ignoring large portions of each frame. NORA mitigates the loss of information by 1) extending the point-spread function in the slow-scan direction to effectively integrate the fluorescence of several lines into a single set of measurements and 2) imaging different, randomly selected, lines at each frame. Rather than reconstruct the video frame-by-frame, NORA recovers full video sequences via nuclear-norm minimization on the pixels-by-time matrix, for which we prove theoretical guarantees on recovery. We simulated NORA imaging using the Neural Anatomy and Optical Microscopy (NAOMi) biophysical simulator, and used the simulations to demonstrate that NORA can accurately recover 400 um X 400 um fields of view at subsampling rates up to 20X, despite realistic noise and motion conditions. As NORA requires minimal changes to current microscopy systems, our results indicate that NORA can provide a promising avenue towards fast imaging of neural circuits.
Matrix completion is fundamental for predicting missing data with a wide range of applications in personalized healthcare, e-commerce, recommendation systems, and social network analysis. Traditional matrix completion approaches typically assume centralized data storage, which raises challenges in terms of computational efficiency, scalability, and user privacy. In this paper, we address the problem of federated matrix completion, focusing on scenarios where user-specific data is distributed across multiple clients, and privacy constraints are uncompromising. Federated learning provides a promising framework to address these challenges by enabling collaborative learning across distributed datasets without sharing raw data. We propose \texttt{FedMC-ADMM} for solving federated matrix completion problems, a novel algorithmic framework that combines the Alternating Direction Method of Multipliers with a randomized block-coordinate strategy and alternating proximal gradient steps. Unlike existing federated approaches, \texttt{FedMC-ADMM} effectively handles multi-block nonconvex and nonsmooth optimization problems, allowing efficient computation while preserving user privacy. We analyze the theoretical properties of our algorithm, demonstrating subsequential convergence and establishing a convergence rate of $\mathcal{O}(K^{-1/2})$, leading to a communication complexity of $\mathcal{O}(\epsilon^{-2})$ for reaching an $\epsilon$-stationary point. This work is the first to establish these theoretical guarantees for federated matrix completion in the presence of multi-block variables. To validate our approach, we conduct extensive experiments on real-world datasets, including MovieLens 1M, 10M, and Netflix. The results demonstrate that \texttt{FedMC-ADMM} outperforms existing methods in terms of convergence speed and testing accuracy.
Accurately estimating workload runtime is a longstanding goal in computer systems, and plays a key role in efficient resource provisioning, latency minimization, and various other system management tasks. Runtime prediction is particularly important for managing increasingly complex distributed systems in which more sophisticated processing is pushed to the edge in search of better latency. Previous approaches for runtime prediction in edge systems suffer from poor data efficiency or require intensive instrumentation; these challenges are compounded in heterogeneous edge computing environments, where historical runtime data may be sparsely available and instrumentation is often challenging. Moreover, edge computing environments often feature multi-tenancy due to limited resources at the network edge, potentially leading to interference between workloads and further complicating the runtime prediction problem. Drawing from insights across machine learning and computer systems, we design a matrix factorization-inspired method that generates accurate interference-aware predictions with tight provably-guaranteed uncertainty bounds. We validate our method on a novel WebAssembly runtime dataset collected from 24 unique devices, achieving a prediction error of 5.2% -- 2x better than a naive application of existing methods.
We study transfer learning for matrix completion in a Missing Not-at-Random (MNAR) setting that is motivated by biological problems. The target matrix $Q$ has entire rows and columns missing, making estimation impossible without side information. To address this, we use a noisy and incomplete source matrix $P$, which relates to $Q$ via a feature shift in latent space. We consider both the active and passive sampling of rows and columns. We establish minimax lower bounds for entrywise estimation error in each setting. Our computationally efficient estimation framework achieves this lower bound for the active setting, which leverages the source data to query the most informative rows and columns of $Q$. This avoids the need for incoherence assumptions required for rate optimality in the passive sampling setting. We demonstrate the effectiveness of our approach through comparisons with existing algorithms on real-world biological datasets.
This paper provides a theoretical analysis of a new learning problem for recommender systems where users provide feedback by comparing pairs of items instead of rating them individually. We assume that comparisons stem from latent user and item features, which reduces the task of predicting preferences to learning these features from comparison data. Similar to the classical matrix factorization problem, the main challenge in this learning task is that the resulting loss function is nonconvex. Our analysis shows that the loss function exhibits (restricted) strong convexity near the true solution, which ensures gradient-based methods converge exponentially, given an appropriate warm start. Importantly, this result holds in a sparse data regime, where each user compares only a few pairs of items. Our main technical contribution is to extend certain concentration inequalities commonly used in matrix completion to our model. Our work demonstrates that learning personalized recommendations from comparison data is computationally and statistically efficient.
Personalized item recommendation typically suffers from data sparsity, which is most often addressed by learning vector representations of users and items via low-rank matrix factorization. While this effectively densifies the matrix by assuming users and movies can be represented by linearly dependent latent features, it does not capture more complicated interactions. For example, vector representations struggle with set-theoretic relationships, such as negation and intersection, e.g. recommending a movie that is "comedy and action, but not romance". In this work, we formulate the problem of personalized item recommendation as matrix completion where rows are set-theoretically dependent. To capture this set-theoretic dependence we represent each user and attribute by a hyper-rectangle or box (i.e. a Cartesian product of intervals). Box embeddings can intuitively be understood as trainable Venn diagrams, and thus not only inherently represent similarity (via the Jaccard index), but also naturally and faithfully support arbitrary set-theoretic relationships. Queries involving set-theoretic constraints can be efficiently computed directly on the embedding space by performing geometric operations on the representations. We empirically demonstrate the superiority of box embeddings over vector-based neural methods on both simple and complex item recommendation queries by up to 30 \% overall.