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Group-Aware Matrix Estimation and Latent Subspace Recovery
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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
- On MovieLens-100k under block-wise missingness, GAME attains the lowest test RMSE across nearly all block-missingness levels, with the gap widening as subgroup missingness increases; FNNM is the strongest competitor.
- On synthetic crossed-group data at 60% masking, GAME nearly matches the fully observed oracle clustering at small and moderate beta and outperforms all baselines.
- On Svoboda Neuropixels striatum recovery, GAME attains the lowest mean Grassmann distance to the fully observed subspace across masking probabilities.
Surprising findings
- On BirdSet top-1 accuracy, modern tabular imputation baselines (MissForest/TabImpute) perform slightly better than GAME at some masking levels.
Limitations
- Advantages depend on meta-categories capturing meaningful subgroup-specific low-rank structure; uninformative metadata gives limited gains.
- Theory assumes block-wise uniform i.i.d. sampling and requires each category to be sufficiently sampled.
- Theoretical gains over global nuclear norm are shown mainly in the tall-matrix regime with distinct block subspaces.
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
Closest papers by meaning
- Non-Negative Inductive Matrix Completion for Discrete Dyadic Data (AAAI 2017 · similarity 0.86)
- Dynamic matrix recovery from incomplete observations under an exact low-rank constraint (NeurIPS 2016 · similarity 0.86)
- Thy Friend is My Friend: Iterative Collaborative Filtering for Sparse Matrix Estimation (NeurIPS 2017 · similarity 0.86)
- Connectivity Shapes Implicit Regularization in Matrix Factorization Models for Matrix Completion (NeurIPS 2024 · similarity 0.85)
- A Pairwise Pseudo-likelihood Approach for Matrix Completion with Informative Missingness (NeurIPS 2024 · similarity 0.84)
- FasMe: Fast and Sample-efficient Meta Estimator for Precision Matrix Learning in Small Sample Settings (NeurIPS 2024 · similarity 0.84)
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