Corpus ID: 3353603

Nonconvex Matrix Factorization from Rank-One Measurements

@inproceedings{Li2019NonconvexMF,
  title={Nonconvex Matrix Factorization from Rank-One Measurements},
  author={Yuanxin Li and C. Ma and Y. Chen and Yuejie Chi},
  booktitle={AISTATS},
  year={2019}
}
  • Yuanxin Li, C. Ma, +1 author Yuejie Chi
  • Published in AISTATS 2019
  • Computer Science, Mathematics
  • We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural networks, among others. Our approach is to directly estimate the low-rank factor by minimizing a nonconvex quadratic loss function via vanilla gradient descent, following a tailored spectral initialization. When the true rank is small, this algorithm is… CONTINUE READING
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