%0 Journal Article %T Collaborative Filtering in a Non-Uniform World: Learning with the Weighted Trace Norm %A Ruslan Salakhutdinov %A Nathan Srebro %J Computer Science %D 2010 %I arXiv %X We show that matrix completion with trace-norm regularization can be significantly hurt when entries of the matrix are sampled non-uniformly. We introduce a weighted version of the trace-norm regularizer that works well also with non-uniform sampling. Our experimental results demonstrate that the weighted trace-norm regularization indeed yields significant gains on the (highly non-uniformly sampled) Netflix dataset. %U http://arxiv.org/abs/1002.2780v1