Yizhe Zhu: Non-convex matrix sensing: Breaking the quadratic rank barrier in the sample com... (USC)
Автор: USC Probability and Statistics Seminar
Загружено: 2024-10-26
Просмотров: 655
Описание: For the problem of reconstructing a low-rank matrix from a few linear measurements, two classes of algorithms have been widely studied in the literature: convex approaches based on nuclear norm minimization, and non-convex approaches that use factorized gradient descent. Under certain statistical model assumptions, it is known that nuclear norm minimization recovers the ground truth as soon as the number of samples scales linearly with the number of degrees of freedom of the ground truth. In contrast, while non-convex approaches are computationally less expensive, existing recovery guarantees assume that the number of samples scales at least quadratically with the rank. In this talk, we consider the problem of reconstructing a positive semidefinite matrix from a few Gaussian measurements. We improve the previous rank-dependence in the sample complexity of non-convex matrix factorization from quadratic to linear. Our proof relies on a probabilistic decoupling argument, where we show that the gradient descent iterates are only weakly dependent on the individual entries of the measurement matrices. Joint work with Dominik Stöger (KU Eichstätt-Ingolstadt).
Повторяем попытку...
Доступные форматы для скачивания:
Скачать видео
-
Информация по загрузке:
