相关论文: A Well-Tempered Landscape for Non-convex Robust Su…
Subspace learning and matrix factorization problems have great many applications in science and engineering, and efficient algorithms are critical as dataset sizes continue to grow. Many relevant problem formulations are non-convex, and in…
Dynamic subspace estimation, or subspace tracking, is a fundamental problem in statistical signal processing and machine learning. This paper considers a geodesic model for time-varying subspaces. The natural objective function for this…
In this paper, we present a fine-grained analysis of the local landscape of phase retrieval under the regime of limited samples. Specifically, we aim to ascertain the minimal sample size required to guarantee a benign local landscape…
It has been observed in a variety of contexts that gradient descent methods have great success in solving low-rank matrix factorization problems, despite the relevant problem formulation being non-convex. We tackle a particular instance of…
We develop theoretically guaranteed stochastic methods for outlier-robust PCA. Outlier-robust PCA seeks an underlying low-dimensional linear subspace from a dataset that is corrupted with outliers. We are able to show that our methods,…
We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs…
We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…
In this paper we investigate how gradient-based algorithms such as gradient descent, (multi-pass) stochastic gradient descent, its persistent variant, and the Langevin algorithm navigate non-convex loss-landscapes and which of them is able…
We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…
We consider a popular nonsmooth formulation of the real phase retrieval problem. We show that under standard statistical assumptions, a simple subgradient method converges linearly when initialized within a constant relative distance of an…
We study deterministic matrix completion problem, i.e., recovering a low-rank matrix from a few observed entries where the sampling set is chosen as the edge set of a Ramanujan graph. We first investigate projected gradient descent (PGD)…
This work presents a fast and non-convex algorithm for robust subspace recovery. The data sets considered include inliers drawn around a low-dimensional subspace of a higher dimensional ambient space, and a possibly large portion of…
We study the non-convex optimization landscape for maximum likelihood estimation in the discrete orbit recovery model with Gaussian noise. This model is motivated by applications in molecular microscopy and image processing, where each…
In this work, we analyze the regularizing property of the stochastic gradient descent for the efficient numerical solution of a class of nonlinear ill-posed inverse problems in Hilbert spaces. At each step of the iteration, the method…
In this paper, we present GASG21 (Grassmannian Adaptive Stochastic Gradient for $L_{2,1}$ norm minimization), an adaptive stochastic gradient algorithm to robustly recover the low-rank subspace from a large matrix. In the presence of column…
Recent work has demonstrated the effectiveness of gradient descent for directly recovering the factors of low-rank matrices from random linear measurements in a globally convergent manner when initialized properly. However, the performance…
We study the problem of high-dimensional robust mean estimation in the presence of a constant fraction of adversarial outliers. A recent line of work has provided sophisticated polynomial-time algorithms for this problem with…
This paper considers the problem of solving systems of quadratic equations, namely, recovering an object of interest $\mathbf{x}^{\natural}\in\mathbb{R}^{n}$ from $m$ quadratic equations/samples…
A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…
In this paper, we analyze the non-convex framework of Wirtinger Flow (WF) for phase retrieval and identify a novel sufficient condition for universal exact recovery through the lens of low rank matrix recovery theory. Via a perspective in…