Robust Matrix Completion with Corrupted Columns.

link: http://arxiv.org/abs/1102.2254
Abstract

This paper considers the problem of matrix completion, when some number of
the columns are arbitrarily corrupted, potentially by a malicious adversary. It
is well-known that standard algorithms for matrix completion can return
arbitrarily poor results, if even a single column is corrupted. What can be
done if a large number, or even a constant fraction of columns are corrupted?
In this paper, we study this very problem, and develop an efficient algorithm
for its solution. Our results show that with a vanishing fraction of observed
entries, it is nevertheless possible to succeed in performing matrix
completion, even when the number of corrupted columns grows. When the number of
corruptions is as high as a constant fraction of the total number of columns,
we show that again exact matrix completion is possible, but in this case our
algorithm requires many more -- a constant fraction -- of observations. One
direct application comes from robust collaborative filtering. Here, some number
of users are so-called manipulators, and try to skew the predictions of the
algorithm. Significantly, our results hold without any assumptions on the
number, locations or values of the observed entries of the manipulated columns.
In particular, this means that manipulators can act in a completely adversarial
manner.