Related papers: Nonsmooth rank-one matrix factorization landscape
The orthogonal group synchronization problem, which aims to recover a set of $d \times d$ orthogonal matrices from their pairwise noisy products, plays a fundamental role in signal processing, computer vision, and network analysis. In…
Nonnegative matrix factorization (NMF) seeks a low-rank approximation $X \approx UV^T$ with nonnegative factors and is commonly solved using interior methods that enforce feasibility throughout optimization. We show that such…
This paper considers the minimization of a general objective function $f(X)$ over the set of rectangular $n\times m$ matrices that have rank at most $r$. To reduce the computational burden, we factorize the variable $X$ into a product of…
We introduce the finite-horizon first-order rank profile of a language $L \subseteq \Sigma^*$: the least quantifier rank needed by an $\mathrm{FO}[<]$ sentence to classify membership in $L$ correctly on all words of length at most $n$. The…
Set-Membership Filter (SMF) has been extensively studied for state estimation in the presence of bounded noises with unknown statistics. Since it was first introduced in the 1960s, the studies on SMF have used the set-based description as…
We present a simple transformation of any linear program or semidefinite program into an equivalent convex optimization problem whose only constraints are linear equations. The objective function is defined on the whole space, making…
We focus on nonconvex and nonsmooth minimization problems with a composite objective, where the differentiable part of the objective is freed from the usual and restrictive global Lipschitz gradient continuity assumption. This longstanding…
Composite convex optimization problems which include both a nonsmooth term and a low-rank promoting term have important applications in machine learning and signal processing, such as when one wishes to recover an unknown matrix that is…
Rank-based zeroth-order (ZO) optimization -- which relies only on the ordering of function evaluations -- offers strong robustness to noise and monotone transformations, and underlies many successful algorithms such as CMA-ES, natural…
Optimization over low rank matrices has broad applications in machine learning. For large scale problems, an attractive heuristic is to factorize the low rank matrix to a product of two much smaller matrices. In this paper, we study 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…
In recent years, nonconvex minimax problems have attracted significant attention due to their broad applications in machine learning, including generative adversarial networks, robust optimization and adversarial training. Most existing…
An algorithm for unconstrained non-convex optimization is described, which does not evaluate the objective function and in which minimization is carried out, at each iteration, within a randomly selected subspace. It is shown that this…
We study the problem of ranking with submodular valuations. An instance of this problem consists of a ground set $[m]$, and a collection of $n$ monotone submodular set functions $f^1, \ldots, f^n$, where each $f^i: 2^{[m]} \to R_+$. An…
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…
It is known that first-order logic with some counting extensions can be efficiently evaluated on graph classes with bounded expansion, where depth-$r$ minors have constant density. More precisely, the formulas are $\exists x_1 ... x_k \#y…
Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the…
In this letter, we propose a new identification criterion that guarantees the recovery of the low-rank latent factors in the nonnegative matrix factorization (NMF) model, under mild conditions. Specifically, using the proposed criterion, it…
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…
In this paper we study the right differentiability of a parametric infimum function over a parametric set defined by equality constraints. We present a new theorem with sufficient conditions for the right differentiability with respect to…