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Nuclear Norm Regularization

delete2025-03-23
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PRE
AI
D
Dengdeng Yu
D
Dehan Kong *
DOI:10.1002/wics.70013delete
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Abstract

Abstract

En 中文
Nuclear norm, also known as trace norm, has been widely used in statistical machine learning. Nuclear norm regularization has emerged as an important tool for addressing various statistical problems involving the estimation of low-rank matrices, particularly in tasks such as matrix completion and reduced rank regression. This review delves into the foundational models, practical implementations, and recent advancements in nuclear norm regularization. We discuss key implementation techniques, including semidefinite programming and singular value thresholding, which enable efficient solutions to low-rank matrix estimation problems. Additionally, we examine the application of nuclear norm regularization in matrix covariate and matrix response regression, as well as its extension to tensor regression problems. Our study highlights the versatility and efficacy of nuclear norm regularization in providing both theoretical guarantees and scalable computational methods. Future research directions include improving computational efficiency, refining conditions for theoretical guarantees and extending applications to higher-order tensors.
Keywords:
matrix and tensor regression
matrix completion
reduced rank regression
singular value thresholding
trace norm

Journal

W
Wiley Interdisciplinary Reviews and Computational Statistics
IF:
5.4
Papers:
201
Citations:
5.1K

Organization

U
Univ Texas San Antonio
Scholars:
357
Papers: 206
Citations: 57
U
Univ Toronto
Scholars:
5.3K
Papers: 3.7K
Citations: 1.2K
Cited Papers

Cited Papers

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Robust reduced-rank regression
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Matrix Linear Discriminant Analysis
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errWei Hu; Weining Shen; Hua Zhou; Dehan Kong
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Exact Matrix Completion via Convex Optimization
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errCandes, Emmanuel; Recht, Benjamin
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Multivariate Reduced-Rank Regression
err2022-01-01
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PREAI
errGregory C. Reinsel; Raja P. Velu; Kun Chen
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