Nonconvex Rectangular Matrix Completion via Gradient Descent without $\ell_{2,\infty}$ Regularization

التفاصيل البيبلوغرافية
العنوان: Nonconvex Rectangular Matrix Completion via Gradient Descent without $\ell_{2,\infty}$ Regularization
المؤلفون: Chen, Ji, Liu, Dekai, Li, Xiaodong
سنة النشر: 2019
المجموعة: Computer Science
Statistics
مصطلحات موضوعية: Statistics - Machine Learning, Computer Science - Machine Learning
الوصف: The analysis of nonconvex matrix completion has recently attracted much attention in the community of machine learning thanks to its computational convenience. Existing analysis on this problem, however, usually relies on $\ell_{2,\infty}$ projection or regularization that involves unknown model parameters, although they are observed to be unnecessary in numerical simulations, see, e.g., Zheng and Lafferty [2016]. In this paper, we extend the analysis of the vanilla gradient descent for positive semidefinite matrix completion proposed in Ma et al. [2017] to the rectangular case, and more significantly, improve the required sampling rate from $O(\operatorname{poly}(\kappa)\mu^3 r^3 \log^3 n/n )$ to $O(\mu^2 r^2 \kappa^{14} \log n/n )$. Our technical ideas and contributions are potentially useful in improving the leave-one-out analysis in other related problems.
نوع الوثيقة: Working Paper
الوصول الحر: http://arxiv.org/abs/1901.06116Test
رقم الانضمام: edsarx.1901.06116
قاعدة البيانات: arXiv