A Majorization-Minimization Gauss-Newton Method for 1-Bit Matrix Completion
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In 1-bit matrix completion, the aim is to estimate an underlying low-rank matrix from a partial set of binary observations. We propose a novel method for 1-bit matrix completion called MMGN. Our method is based on the majorization-minimization (MM) principle, which yields a sequence of standard low-rank matrix completion problems in our setting. We solve each of these sub-problems by a factorization approach that explicitly enforces the assumed low-rank structure and then apply a Gauss-Newton method. Our numerical studies and application to a real-data example illustrate that MMGN outputs comparable if not more accurate estimates, is often significantly faster, and is less sensitive to the spikiness of the underlying matrix than existing methods.
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