Deep learned SVT: Unrolling singular value thresholding to obtain better MSE
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Affine rank minimization problem is the generalized version of low rank matrix completion problem where linear combinations of the entries of a low rank matrix are observed and the matrix is estimated from these measurements. We propose a trainable deep neural network by unrolling a popular iterative algorithm called the singular value thresholding (SVT) algorithm to perform this generalized matrix completion which we call Learned SVT (LSVT). We show that our proposed LSVT with fixed layers (say T) reconstructs the matrix with lesser mean squared error (MSE) compared with that incurred by SVT with fixed (same T) number of iterations and our method is much more robust to the parameters which need to be carefully chosen in SVT algorithm.
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