论文标题

嘈杂的低级矩阵优化:局部最小值和收敛速率的几何形状

Noisy Low-rank Matrix Optimization: Geometry of Local Minima and Convergence Rate

论文作者

Ma, Ziye, Sojoudi, Somayeh

论文摘要

本文涉及低级别矩阵优化,该优化在机器学习中发现了广泛的应用。在特殊情况下,通过限制的等轴测特性(RIP)进行了广泛的研究,在特殊情况下进行了这个问题,从而导致了问题的几何景观和常见算法的收敛速率。但是,现有结果只有在RIP常数接近0时才能使用嘈杂数据的一般目标函数来解决该问题。在本文中,我们开发了一个新的数学框架来解决上述问题,并且限制性RIP常数要小得多。我们证明,只要无噪声目标的RIP常数小于$ 1/3 $,嘈杂优化问题的任何虚假的本地解决方案都必须接近地面真相解决方案。通过通过严格的鞍属性工作,我们还表明可以在多项式时间中找到近似解决方案。在RIP常数大于$ 1/3 $的情况下,我们表征了地面真相周围当地的杂货本地最小值的几何形状。与文献中现有的结果相比,本文提供了最强的RIP绑定,并就任何有限变化家庭的随机腐败下的一般低级优化问题的全球和局部优化景观提供了完整的理论分析。

This paper is concerned with low-rank matrix optimization, which has found a wide range of applications in machine learning. This problem in the special case of matrix sensing has been studied extensively through the notion of Restricted Isometry Property (RIP), leading to a wealth of results on the geometric landscape of the problem and the convergence rate of common algorithms. However, the existing results can handle the problem in the case with a general objective function subject to noisy data only when the RIP constant is close to 0. In this paper, we develop a new mathematical framework to solve the above-mentioned problem with a far less restrictive RIP constant. We prove that as long as the RIP constant of the noiseless objective is less than $1/3$, any spurious local solution of the noisy optimization problem must be close to the ground truth solution. By working through the strict saddle property, we also show that an approximate solution can be found in polynomial time. We characterize the geometry of the spurious local minima of the problem in a local region around the ground truth in the case when the RIP constant is greater than $1/3$. Compared to the existing results in the literature, this paper offers the strongest RIP bound and provides a complete theoretical analysis on the global and local optimization landscapes of general low-rank optimization problems under random corruptions from any finite-variance family.

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