Related papers: A Riemannian geometry for low-rank matrix completi…
We consider a generalization of low-rank matrix completion to the case where the data belongs to an algebraic variety, i.e. each data point is a solution to a system of polynomial equations. In this case the original matrix is possibly…
Recovering a low rank matrix from a subset of its entries, some of which may be corrupted, is known as the robust matrix completion (RMC) problem. Existing RMC methods have several limitations: they require a relatively large number of…
In this paper, we propose a Riemannian steepest descent method for solving a blind deconvolution problem. We prove that the proposed algorithm with an appropriate initialization will recover the exact solution with high probability when the…
In this paper, we review the problem of matrix completion and expose its intimate relations with algebraic geometry, combinatorics and graph theory. We present the first necessary and sufficient combinatorial conditions for matrices of…
We develop new algorithms for Riemannian bilevel optimization. We focus in particular on batch and stochastic gradient-based methods, with the explicit goal of avoiding second-order information such as Riemannian hyper-gradients. We propose…
We present a novel Riemannian approach for planar pose graph optimization problems. By formulating the cost function based on the Riemannian metric on the manifold of dual quaternions representing planar motions, the nonlinear structure of…
We study a general matrix optimization problem with a fixed-rank positive semidefinite (PSD) constraint. We perform the Burer-Monteiro factorization and consider a particular Riemannian quotient geometry in a search space that has a total…
Considering orthogonal Stiefel manifolds as constraint manifolds, we give an explicit description of a set of local coordinates that also generate a basis for the tangent space in any point of the orthogonal Stiefel manifolds. We show how…
Matrix completion is a problem that arises in many data-analysis settings where the input consists of a partially-observed matrix (e.g., recommender systems, traffic matrix analysis etc.). Classical approaches to matrix completion assume…
We study the properties of stochastic approximation applied to a tame nondifferentiable function subject to constraints defined by a Riemannian manifold. The objective landscape of tame functions, arising in o-minimal topology extended to a…
We approach the Max-3-Cut problem through the lens of maximizing complex-valued quadratic forms and demonstrate that low-rank structure in the objective matrix can be exploited, leading to alternative algorithms to classical semidefinite…
This paper considers general rank-constrained optimization problems that minimize a general objective function $f(X)$ over the set of rectangular $n\times m$ matrices that have rank at most $r$. To tackle the rank constraint and also to…
We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the…
Representations on the Symmetric Positive Definite (SPD) manifold have garnered significant attention across different applications. In contrast, the manifold of full-rank correlation matrices, a normalized alternative to SPD matrices,…
In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…
We have recently presented a method to solve an overdetermined linear system of equations with multiple right hand side vectors, where the unknown matrix is to be symmetric and positive definite. The coefficient and the right hand side…
We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general…
In recent years, interest in gradient-based optimization over Riemannian manifolds has surged. However, a significant challenge lies in the reliance on hyperparameters, especially the learning rate, which requires meticulous tuning by…
Low-rank tensor completion aims to recover a tensor from partially observed entries, and it is widely applicable in fields such as quantum computing and image processing. Due to the significant advantages of the tensor train (TT) format in…
The task of reconstructing a low rank matrix from incomplete linear measurements arises in areas such as machine learning, quantum state tomography and in the phase retrieval problem. In this note, we study the particular setup that the…