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Group-Aware Matrix Estimation and Latent Subspace Recovery

NeurIPS 2026 · Learning theory and algorithms › Matrix and tensor methods · approach: Matrix completion and factorization · 0 citations (OpenAlex)

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Proposes GAME, a convex matrix completion estimator with overlapping per-meta-category nuclear-norm penalties, solved via proximal averaging, with finite-sample error and subspace guarantees and experiments on synthetic, MovieLens, BirdSet, and Neuropixels data.

Problem

Matrix completion with heterogeneous rows that belong to overlapping meta-categories; global low-rank estimators smooth away subgroup-specific latent structure, especially for weakly observed groups.

Approach

Penalize the nuclear norm of each overlapping category-specific row-submatrix in a single convex objective (weighted sum of per-category nuclear norms), optimized with proximal averaging instead of ADMM, giving local rank-dependent error bounds and per-category subspace recovery.

Key results

Surprising findings

Limitations

Experimental setup

Datasets: MovieLens-100k BirdSet HSN Svoboda Lab Neuropixels synthetic hierarchical group data

Benchmarks: MovieLens-100k BirdSet HSN Svoboda Lab Neuropixels synthetic clustering

Metrics: ARI NMI RMSE AUROC cmAP top-1 accuracy Grassmann distance

Baselines: singular value thresholding alternating least squares DirtyIMC Maxide FNNM OCMC MissForest TabImpute

Builds on: nuclear-norm matrix completion (Negahban-Wainwright) proximal average algorithm (Bauschke et al.) Maxide FNNM DirtyIMC

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