Missing Not at Random in Matrix Completion: The Effectiveness of Estimating Missingness Probabilities Under a Low Nuclear Norm Assumption

TL;DR

This paper introduces a novel method for estimating missingness probabilities in MNAR matrix completion by leveraging low nuclear norm structures, improving bias correction and prediction accuracy without strong assumptions.

Contribution

It proposes a simple, effective approach to estimate missingness probabilities using nuclear norm constraints, avoiding assumptions of logistic regression or naive Bayes, with theoretical error bounds.

Findings

Improved matrix completion accuracy over baseline methods.

Finite-sample error bounds for probability estimates.

Debiasing enhances various existing algorithms.

Abstract

Matrix completion is often applied to data with entries missing not at random (MNAR). For example, consider a recommendation system where users tend to only reveal ratings for items they like. In this case, a matrix completion method that relies on entries being revealed at uniformly sampled row and column indices can yield overly optimistic predictions of unseen user ratings. Recently, various papers have shown that we can reduce this bias in MNAR matrix completion if we know the probabilities of different matrix entries being missing. These probabilities are typically modeled using logistic regression or naive Bayes, which make strong assumptions and lack guarantees on the accuracy of the estimated probabilities. In this paper, we suggest a simple approach to estimating these probabilities that avoids these shortcomings. Our approach follows from the observation that missingness patterns in real data often exhibit low nuclear norm structure. We can then estimate the missingness probabilities by feeding the (always fully-observed) binary matrix specifying which entries are revealed or missing to an existing nuclear-norm-constrained matrix completion algorithm by Davenport et al. [2014]. Thus, we tackle MNAR matrix completion by solving a different matrix completion problem first that recovers missingness probabilities. We establish finite-sample error bounds for how accurate these probability estimates are and how well these estimates debias standard matrix completion losses for the original matrix to be completed. Our experiments show that the proposed debiasing strategy can improve a variety of existing matrix completion algorithms, and achieves downstream matrix completion accuracy at least as good as logistic regression and naive Bayes debiasing baselines that require additional auxiliary information.