Gradient descent for sparse rank-one matrix completion for crowd-sourced aggregation of sparsely interacting workers

We consider worker skill estimation for the singlecoin Dawid-Skene crowdsourcing model. In practice skill-estimation is challenging because worker assignments are sparse and irregular due to the arbitrary, and uncontrolled availability of workers. We formulate skill estimation as a rank-one correlation-matrix completion problem, where the observed components correspond to observed label correlation between workers. We show that the correlation matrix can be successfully recovered and skills identifiable if and only if the sampling matrix (observed components) is irreducible and aperiodic. We then propose an efficient gradient descent scheme and show that skill estimates converges to the desired global optima for such sampling matrices. Our proof is original and the results are surprising in light of the fact that even the weighted rank-one matrix factorization problem is NP hard in general. Next we derive sample complexity bounds for the noisy case in terms of spectral properties of the signless Laplacian of the sampling matrix. Our proposed scheme achieves state-of-art performance on a number of real-world datasets.Published versio

The Matrix Ridge Approximation: Algorithms and Applications

We are concerned with an approximation problem for a symmetric positive semidefinite matrix due to motivation from a class of nonlinear machine learning methods. We discuss an approximation approach that we call {matrix ridge approximation}. In particular, we define the matrix ridge approximation as an incomplete matrix factorization plus a ridge term. Moreover, we present probabilistic interpretations using a normal latent variable model and a Wishart model for this approximation approach. The idea behind the latent variable model in turn leads us to an efficient EM iterative method for handling the matrix ridge approximation problem. Finally, we illustrate the applications of the approximation approach in multivariate data analysis. Empirical studies in spectral clustering and Gaussian process regression show that the matrix ridge approximation with the EM iteration is potentially useful

A Compact Formulation for the ℓ2,1\ell_{2,1} Mixed-Norm Minimization Problem

Parameter estimation from multiple measurement vectors (MMVs) is a fundamental problem in many signal processing applications, e.g., spectral analysis and direction-of- arrival estimation. Recently, this problem has been address using prior information in form of a jointly sparse signal structure. A prominent approach for exploiting joint sparsity considers mixed-norm minimization in which, however, the problem size grows with the number of measurements and the desired resolution, respectively. In this work we derive an equivalent, compact reformulation of the $\ell_{2,1}$ mixed-norm minimization problem which provides new insights on the relation between different existing approaches for jointly sparse signal reconstruction. The reformulation builds upon a compact parameterization, which models the row-norms of the sparse signal representation as parameters of interest, resulting in a significant reduction of the MMV problem size. Given the sparse vector of row-norms, the jointly sparse signal can be computed from the MMVs in closed form. For the special case of uniform linear sampling, we present an extension of the compact formulation for gridless parameter estimation by means of semidefinite programming. Furthermore, we derive in this case from our compact problem formulation the exact equivalence between the $\ell_{2,1}$ mixed-norm minimization and the atomic-norm minimization. Additionally, for the case of irregular sampling or a large number of samples, we present a low complexity, grid-based implementation based on the coordinate descent method