Multi-source Learning via Completion of Block-wise Overlapping Noisy Matrices

Matrix completion has attracted attention in many fields, including statistics, applied mathematics, and electrical engineering. Most of the works focus on the independent sampling models under which the observed entries are sampled independently. Motivated by applications in the integration of knowledge graphs derived from multi-source biomedical data such as those from Electronic Health Records (EHR) and biomedical text, we propose the {\bf B}lock-wise {\bf O}verlapping {\bf N}oisy {\bf M}atrix {\bf I}ntegration (BONMI) to treat blockwise missingness of symmetric matrices representing relatedness between entity pairs. Our idea is to exploit the orthogonal Procrustes problem to align the eigenspace of the two sub-matrices, then complete the missing blocks by the inner product of the two low-rank components. Besides, we prove the statistical rate for the eigenspace of the underlying matrix, which is comparable to the rate under the independently missing assumption. Simulation studies show that the method performs well under a variety of configurations. In the real data analysis, the method is applied to two tasks: (i) the integrating of several point-wise mutual information matrices built by English EHR and Chinese medical text data, and (ii) the machine translation between English and Chinese medical concepts. Our method shows an advantage over existing methods.