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When the linear measurements of an instance of low-rank matrix recovery satisfy a restricted isometry property (RIP)---i.e. they are approximately norm-preserving---the problem is known to contain no spurious local minima, so exact recovery…
We show that there are no spurious local minima in the non-convex factorized parametrization of low-rank matrix recovery from incoherent linear measurements. With noisy measurements we show all local minima are very close to a global…
Matrix completion is a basic machine learning problem that has wide applications, especially in collaborative filtering and recommender systems. Simple non-convex optimization algorithms are popular and effective in practice. Despite recent…
Nonconvex matrix recovery is known to contain no spurious local minima under a restricted isometry property (RIP) with a sufficiently small RIP constant $\delta$. If $\delta$ is too large, however, then counterexamples containing spurious…
We consider the problem of estimating the factors of a rank-$1$ matrix with i.i.d. Gaussian, rank-$1$ measurements that are nonlinearly transformed and corrupted by noise. Considering two prototypical choices for the nonlinearity, we study…
We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…
Most data based state and parameter estimation methods require suitable initial values or guesses to achieve convergence to the desired solution, which typically is a global minimum of some cost function. Unfortunately, however, other…
For obtaining optimal first-order convergence guarantee for stochastic optimization, it is necessary to use a recurrent data sampling algorithm that samples every data point with sufficient frequency. Most commonly used data sampling…
We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…
Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…
In this paper we study the problem of recovering a low-rank matrix from a number of random linear measurements that are corrupted by outliers taking arbitrary values. We consider a nonsmooth nonconvex formulation of the problem, in which we…
In this paper, we study a general low-rank matrix recovery problem with linear measurements corrupted by some noise. The objective is to understand under what conditions on the restricted isometry property (RIP) of the problem local search…
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…
Affine rank minimization algorithms typically rely on calculating the gradient of a data error followed by a singular value decomposition at every iteration. Because these two steps are expensive, heuristic approximations are often used to…
We provide new approximation guarantees for greedy low rank matrix estimation under standard assumptions of restricted strong convexity and smoothness. Our novel analysis also uncovers previously unknown connections between the low rank…
When searching for global optima of nonconvex unconstrained optimization problems, it is desirable that every local minimum be a global minimum. This property of having no spurious local minima is true in various problems of interest…
In this paper, we propose a new global analysis framework for a class of low-rank matrix recovery problems on the Riemannian manifold. We analyze the global behavior for the Riemannian optimization with random initialization. We use the…
Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…
This paper deals with the problem of robust matrix completion -- retrieving a low-rank matrix and a sparse matrix from the compressed counterpart of their superposition. Though seemingly not an unresolved issue, we point out that the…
Matrix sensing problems exhibit pervasive non-convexity, plaguing optimization with a proliferation of suboptimal spurious solutions. Avoiding convergence to these critical points poses a major challenge. This work provides new theoretical…