On Approximation Guarantees for Greedy Low Rank Optimization

Rajiv Khanna, Ethan R. Elenberg, Alexandros G. Dimakis, Joydeep Ghosh, Sahand N. Negahban

Abstract: We provide new approximation guarantees for greedy low rank matrix estimation under standard assumptions of restricted strong convexity and smoothness. Our novel analysis also uncovers previously u...