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Learning with the weighted trace-norm under arbitrary sampling distributions
Rina Foygel · Russ Salakhutdinov · Ohad Shamir · Nati Srebro

Mon Dec 12 10:00 AM -- 02:59 PM (PST) @

We provide rigorous guarantees on learning with the weighted trace-norm under arbitrary sampling distributions. We show that the standard weighted-trace norm might fail when the sampling distribution is not a product distribution (i.e. when row and column indexes are not selected independently), present a corrected variant for which we establish strong learning guarantees, and demonstrate that it works better in practice. We provide guarantees when weighting by either the true or empirical sampling distribution, and suggest that even if the true distribution is known (or is uniform), weighting by the empirical distribution may be beneficial.

Author Information

Rina Foygel (Stanford University)
Russ Salakhutdinov (Carnegie Mellon University)
Ohad Shamir (Weizmann Institute of Science)
Nati Srebro (TTI-Chicago)

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