arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2003.10981math.OC
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无正则化的集中式与分布式低秩矩阵恢复的全局几何结构

The Global Geometry of Centralized and Distributed Low-rank Matrix Recovery without Regularization

Shuang Li, Qiuwei Li, Zhihui Zhu, Gongguo Tang, Michael B. Wakin

AI总结:

本研究针对低秩矩阵恢复中理论依赖平衡正则项但实践无需的差距,证明无正则化的分解非凸低秩恢复问题具备良性全局几何结构,且将结果拓展至分布式优化场景。

摘要:

低秩矩阵恢复是信号处理与机器学习领域的一个基础问题。近期一种广受关注的低秩矩阵X恢复方法是将其分解为两个更小矩阵的乘积,即X = UV^T,随后对U、V而非X进行优化。尽管该问题由此变为非凸问题,但近期研究结果表明,许多分解后的目标函数实际上具备良性全局几何结构——不存在伪局部极小值,且满足所谓的严格鞍点性质——这能保证多种局部搜索算法收敛到全局最小值。只要原始目标函数满足限制强凸性与光滑性,这类结果就成立。然而,这类研究大多采用的是包含平衡正则项的修正代价函数。这种平衡正则项虽对理论推导有用,但在实际应用中似乎并非必需。在本研究中,我们通过证明未加入平衡正则项的原始分解非凸问题同样具备类似的良性全局几何结构,填补了这一理论与实践之间的差距。此外,我们还将该理论结果拓展到了分布式优化领域。

英文摘要:

Low-rank matrix recovery is a fundamental problem in signal processing and machine learning. A recent very popular approach to recovering a low-rank matrix X is to factorize it as a product of two smaller matrices, i.e., X = UV^T, and then optimize over U, V instead of X. Despite the resulting non-convexity, recent results have shown that many factorized objective functions actually have benign global geometry---with no spurious local minima and satisfying the so-called strict saddle property---ensuring convergence to a global minimum for many local-search algorithms. Such results hold whenever the original objective function is restricted strongly convex and smooth. However, most of these results actually consider a modified cost function that includes a balancing regularizer. While useful for deriving theory, this balancing regularizer does not appear to be necessary in practice. In this work, we close this theory-practice gap by proving that the unaltered factorized non-convex problem, without the balancing regularizer, also has similar benign global geometry. Moreover, we also extend our theoretical results to the field of distributed optimization.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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