High Rank Matrix Completion via Grassmannian Proxy Fusion

This paper approaches high-rank matrix completion (HRMC) by filling missing entries in a data matrix where columns lie near a union of subspaces, clustering these columns, and identifying the underlying subspaces. Current methods often lack theoretical support, produce uninterpretable results, and require more samples than theoretically necessary. We propose clustering incomplete vectors by grouping proxy subspaces and minimizing two criteria over the Grassmannian: (a) the chordal distance between each point and its corresponding subspace and (b) the geodesic distances between subspaces of all data points. Experiments on synthetic and real datasets demonstrate that our method performs comparably to leading methods in high sampling rates and significantly better in low sampling rates, thus narrowing the gap to the theoretical sampling limit of HRMC.