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CORR
2007
Springer

Consistency of trace norm minimization

13 years 4 months ago
Consistency of trace norm minimization
Regularization by the sum of singular values, also referred to as the trace norm, is a popular technique for estimating low rank rectangular matrices. In this paper, we extend some of the consistency results of the Lasso to provide necessary and sufficient conditions for rank consistency of trace norm minimization with the square loss. We also provide an adaptive version that is rank consistent even when the necessary condition for the non adaptive version is not fulfilled.
Francis Bach
Added 13 Dec 2010
Updated 13 Dec 2010
Type Journal
Year 2007
Where CORR
Authors Francis Bach
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