温故valse|2014XJTU-MengDeyu Matrix Factorization with unknown noise

源自孟德宇老师在2014年valse的网络视频演讲
Deyu Meng, Fernando De la Torre. Robust Matrix Factorization with Unknown Noise. International Conference of Computer Vision (ICCV), 2013.
Qian Zhao, Deyu Meng, Zongben Xu, Wangmeng Zuo, Lei Zhang. Robust principal component analysis with complex noise, International Conference of Machine Learning (ICML), 2014.

1. Matrix Factorization

本文其实更注重对于噪音的建模，这里还是简要介绍下矩阵分解的基本知识。

矩阵分解是将一个矩阵分解为几个矩阵乘的形式

Xm×n→