Rank, Trace-Norm and Max-Norm

We study the rank, trace-norm and max-norm as complexity measures of matrices, focusing on the problem of fitting a matrix with matrices having low complexity. We present generalization error bounds for predicting unobserved entries that are based on these measures. We also consider the possible relations between these measures. We show gaps between them, and bounds on the extent of such gaps.

• Type: Conference
• Year: 2005
• Where: COLT
• Authors: Nathan Srebro, Adi Shraibman
• Keywords: COLT 2005, Complexity Measures, Generalization Error Bounds, Low Complexity