Efficient computation of robust weighted low-rank matrix approximations using the L1 norm

Anders Eriksson1, Anton van den Hengel

  • 1Department of Computer Science, The University of Adelaide, North Terrace, SA 5005, Australia. anders.eriksson@adelaide.edu.au

Summary

This study introduces a novel low-rank matrix approximation method, a generalization of the Wiberg algorithm, designed to handle outliers and missing data effectively. The new approach minimizes the L1 norm for robust matrix factorization, outperforming traditional methods in practical scenarios.

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