Description:

  • When some entries of a matrix is unknown
  • We can complete it by SVD appoach, make the assumption that the true matrix is low-rank
    1. Start with a guess for the missing entries (zero; average across columns or rows; etc)
    2. Find a low-rank approximation of the matrix
    3. Fill in the missing entries according to the low-rank approximation
    4. Go to step 2, until convergence