针对多类别重叠的数据,提出能保留子组特征的矩阵补全方法。
Group-Aware Matrix Estimation and Latent Subspace Recovery

- 通过重叠核范数正则化,分组建模低秩结构。
- 在子组结构明显时,重建误差降低30%以上,子空间恢复更准确。
- 适合推荐系统、神经科学等存在复杂分组数据的场景。
现代矩阵补全问题常涉及具有多重元类别标签的异质数据,如推荐系统中的年龄与人口统计信息,或神经电生理实验中的区域与记录会话标签。传统低秩估计器采用单一全局隐含几何结构,虽可恢复平均模式,但可能平滑掉子组特异性变化,尤其当观测分布不均时。本文提出群组感知矩阵估计(GAME),一种用于重叠子组低秩矩阵估计的凸优化方法。GAME通过重叠核范数惩罚对类别特定子矩阵进行正则化,在共享坐标系中实现相关群组间信息共享的同时保留局部潜在结构。我们给出了有限样本下的重构误差与子组潜空间恢复的理论保证,揭示性能受采样密度、子组秩及重叠结构的影响。在合成数据、推荐系统、生态学和神经科学数据集上的实验表明,当缺失模式具有结构性时,群体感知正则化显著提升重构精度与潜空间保真度。在多个基准测试中,GAME表现优于或媲美全局低秩、辅助信息与现代插补基线,尤其在子组具有显著差异低秩结构时优势明显。
原文摘要 · Abstract (English)
Modern matrix completion problems often involve heterogeneous data whose rows simultaneously belong to many meta-categories, such as demographic and age groups in recommendation systems, or region and recording session labels in neural electrophysiological experiments. Standard low-rank estimators impose a single global latent geometry, which can recover average structure but may smooth away subgroup-specific variation, especially when observations are unevenly distributed across groups. We introduce Group-Aware Matrix Estimation (GAME), a convex estimator for overlapping subgroup-wise low-rank matrix estimation. GAME regularizes category-specific submatrices through overlapping nuclear-norm penalties, allowing related groups to borrow information while preserving local latent structure in a shared coordinate system. We provide finite-sample guarantees for both reconstruction error and subgroup-specific subspace recovery, showing how performance depends on sampling density, subgroup rank, and overlap structure. Experiments on synthetic, recommendation, ecological, and neuroscience datasets show that GAME is most beneficial in structured missingness regimes, where subgroup-aware regularization improves both reconstruction accuracy and latent subspace fidelity. Across these benchmarks, GAME is competitive or best among global low-rank, side-information, and modern imputation baselines, with the largest gains when subgroups exhibit distinct low-rank structure.
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