中文

Learning Nonlinear Factor Models with Unknown Monotone Links from Incomplete and Noisy Data

机器学习 2026-05-27 v1 机器学习 计量经济学

摘要

We study a nonlinear factor model in which observed responses depend on low-rank latent factors through an unknown monotone link function. This setting is challenging and largely underexplored due to severe nonconvexity and identifiability issues. The link function is assumed to lie in a reproducing kernel Hilbert space (RKHS), enabling flexible nonparametric modeling while preserving identifiability. We formulate the problem as the joint recovery of the low-rank factors, loadings, and the nonlinear link function from possibly incomplete and noisy observations and propose a projected block coordinate descent (BCD) algorithm with explicit regularization to address scale and rotational ambiguities. Under mild incoherence of factors and standard sampling conditions, we establish convergence guarantees in both noiseless and noisy regimes, along with sublinear regret bounds for the link-function updates. Our results extend classical linear factor models to a broad nonlinear regime and provide a principled framework for learning nonlinear latent structures. We evaluate the proposed approach using controlled synthetic experiments, indicating promising performance.

关键词

引用

@article{arxiv.2605.26271,
  title  = {Learning Nonlinear Factor Models with Unknown Monotone Links from Incomplete and Noisy Data},
  author = {Yutong Chao and Resat Gökhan and Jalal Etesami and Ali Habibnia},
  journal= {arXiv preprint arXiv:2605.26271},
  year   = {2026}
}