Deep Matrix Factorization with Spectral Geometric Regularization
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Deep Matrix Factorization (DMF) is an emerging approach to the problem of reconstructing a matrix from a subset of its entries. Recent works have established that gradient descent applied to a DMF model induces an implicit regularization on the rank of the recovered matrix. Despite these promising theoretical results, empirical evaluation of vanilla DMF on real benchmarks exhibits poor reconstructions which we attribute to the extremely low number of samples available. We propose an explicit spectral regularization scheme that is able to make DMF models competitive on real benchmarks, while still maintaining the implicit regularization induced by gradient descent, thus enjoying the best of both worlds.
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