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We study discrete-time mirror descent applied to the unregularized empirical risk in matrix sensing. In both the general case of rectangular matrices and the particular case of positive semidefinite matrices, a simple potential-based…

Machine Learning · Statistics 2021-10-28 Fan Wu , Patrick Rebeschini

In this paper, nonconvex and nonsmooth models for compressed sensing (CS) and low rank matrix completion (MC) is studied. The problem is formulated as a nonconvex regularized leat square optimization problems, in which the l0-norm and the…

Optimization and Control · Mathematics 2016-05-03 Zhuo-Xu Cui , Qibin Fan

We propose a non-convex optimization algorithm, based on the Burer-Monteiro (BM) factorization, for the quantum process tomography problem, in order to estimate a low-rank process matrix $\chi$ for near-unitary quantum gates. In this work,…

Quantum Physics · Physics 2024-07-01 David A. Quiroga , Anastasios Kyrillidis

We study the problem of recovery of matrices that are simultaneously low rank and row and/or column sparse. Such matrices appear in recent applications in cognitive neuroscience, imaging, computer vision, macroeconomics, and genetics. We…

Machine Learning · Statistics 2019-04-11 Ming Yu , Varun Gupta , Mladen Kolar

We study the optimization landscape of a smooth nonconvex program arising from synchronization over the two-element group $\mathbf{Z}_2$, that is, recovering $z_1, \dots, z_n \in \{\pm 1\}$ from (noisy) relative measurements $R_{ij} \approx…

Optimization and Control · Mathematics 2026-04-16 Andrew D. McRae , Pedro Abdalla , Afonso S. Bandeira , Nicolas Boumal

In this paper we address the problem of recovering a matrix, with inherent low rank structure, from its lower dimensional projections. This problem is frequently encountered in wide range of areas including pattern recognition, wireless…

Numerical Analysis · Computer Science 2013-12-25 Anupriya Gogna , Ankita Shukla , Angshul Majumdar

We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…

Optimization and Control · Mathematics 2023-02-07 Junhyung Lyle Kim , JA Lara Benitez , Mohammad Taha Toghani , Cameron Wolfe , Zhiwei Zhang , Anastasios Kyrillidis

This paper investigates the asymmetric low-rank matrix completion problem, which can be formulated as an unconstrained non-convex optimization problem with a nonlinear least-squares objective function, and is solved via gradient descent…

Machine Learning · Computer Science 2025-08-14 Xu Zhang , Shuo Chen , Jinsheng Li , Xiangying Pang , Maoguo Gong

We consider convex relaxations for recovering low-rank tensors based on constrained minimization over a ball induced by the tensor nuclear norm, recently introduced in \cite{tensor_tSVD}. We build on a recent line of results that considered…

Optimization and Control · Mathematics 2023-08-04 Dan Garber , Atara Kaplan

Low-rank matrix recovery problems involving high-dimensional and heterogeneous data appear in applications throughout statistics and machine learning. The contribution of this paper is to establish the fundamental limits of recovery for a…

Machine Learning · Statistics 2022-03-22 Joshua K. Behne , Galen Reeves

We study a noisy tensor completion problem of broad practical interest, namely, the reconstruction of a low-rank tensor from highly incomplete and randomly corrupted observations of its entries. While a variety of prior work has been…

Machine Learning · Computer Science 2022-09-13 Changxiao Cai , Gen Li , H. Vincent Poor , Yuxin Chen

There is a recent surge of interest in nonconvex reformulations via low-rank factorization for stochastic convex semidefinite optimization problem in the purpose of efficiency and scalability. Compared with the original convex formulations,…

Optimization and Control · Mathematics 2018-02-27 Jinshan Zeng , Ke Ma , Yuan Yao

In this paper, we consider the matrix recovery from rank-one projection measurements proposed in [Cai and Zhang, Ann. Statist., 43(2015), 102-138], via nonconvex minimization. We establish a sufficient identifiability condition, which can…

Information Theory · Computer Science 2018-06-29 Peng Li , Wengu Chen

Phase retrieval aims to recover a signal $x \in \mathbb{C}^{n}$ from its amplitude measurements $|<x, a_i > |^2$, $i=1,2,...,m$, where $a_i$'s are over-complete basis vectors, with $m$ at least $3n -2$ to ensure a unique solution up to a…

Optimization and Control · Mathematics 2014-10-09 Penghang Yin , Jack Xin

Tensor decompositions, which represent an $N$-order tensor using approximately $N$ factors of much smaller dimensions, can significantly reduce the number of parameters. This is particularly beneficial for high-order tensors, as the number…

Machine Learning · Computer Science 2025-06-23 Zhen Qin , Michael B. Wakin , Zhihui Zhu

The common task in matrix completion (MC) and robust principle component analysis (RPCA) is to recover a low-rank matrix from a given data matrix. These problems gained great attention from various areas in applied sciences recently,…

Information Theory · Computer Science 2012-01-06 Hui Zhang , Jian-Feng Cai , Lizhi Cheng , Jubo Zhu

We derive approximation algorithms for the nonnegative matrix factorization problem, i.e. the problem of factorizing a matrix as the product of two matrices with nonnegative coefficients. We form convex approximations of this problem which…

Optimization and Control · Mathematics 2012-07-03 Vijay Krishnamurthy , Alexandre d'Aspremont

What learning algorithms can be run directly on compressively-sensed data? In this work, we consider the question of accurately and efficiently computing low-rank matrix or tensor factorizations given data compressed via random projections.…

Machine Learning · Computer Science 2019-05-28 Vatsal Sharan , Kai Sheng Tai , Peter Bailis , Gregory Valiant

Matrix factorization is a simple and natural test-bed to investigate the implicit regularization of gradient descent. Gunasekar et al. (2017) conjectured that Gradient Flow with infinitesimal initialization converges to the solution that…

Machine Learning · Computer Science 2021-04-13 Zhiyuan Li , Yuping Luo , Kaifeng Lyu

This paper focuses on recovering an underlying matrix from its noisy partial entries, a problem commonly known as matrix completion. We delve into the investigation of a non-convex regularization, referred to as transformed $L_1$ (TL1),…

Statistics Theory · Mathematics 2025-03-05 Kun Zhao , Jiayi Wang , Yifei Lou