Nuclear Norm Minimization
Overview
Nuclear norm minimization recovers or learns matrices and tensors with low-dimensional structure by penalizing the sum of their singular values, a tractable stand-in for rank. Common approaches include proximal singular-value thresholding, ADMM, and iteratively reweighted least squares, with structured variants for images, tensors, and groups that share latent structure. The methods are used in matrix completion, recommendation, multitask learning, and neural-network compression and adaptation. Recovery and convergence guarantees are known under suitable assumptions, but repeated spectral decompositions, mismatched data structure, and the gap between theoretical guarantees and practical scale remain important challenges.
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