稳定广义低秩矩阵逼近算法

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为了增强广义低秩矩阵逼近(Generalized Low Rank Approximations of Matrices,GLRAM)的鲁棒性与稳定性,提出稳定广义低秩矩阵逼近(Stable GLRAM,SGLRAM)算法。将每个数据矩阵分解为低秩成分、稀疏噪声和稠密高斯噪声之和,并考虑了数据缺失情形。为了恢复低秩矩阵,建立最小化矩阵l_1范数与Frobenious范数的优化问题,并设计求解它的交替方向乘子法。在合成和真实数据集上的实验结果验证了该方法的可行性与有效性。
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