Nonconvex optimization meets low-rank matrix factorization: An overview

Y Chi, YM Lu, Y Chen - IEEE Transactions on Signal …, 2019 - ieeexplore.ieee.org
Substantial progress has been made recently on developing provably accurate and efficient
algorithms for low-rank matrix factorization via nonconvex optimization. While conventional …

An overview of low-rank matrix recovery from incomplete observations

MA Davenport, J Romberg - IEEE Journal of Selected Topics in …, 2016 - ieeexplore.ieee.org
Low-rank matrices play a fundamental role in modeling and computational methods for
signal processing and machine learning. In many applications where low-rank matrices …

Spectral methods for data science: A statistical perspective

Y Chen, Y Chi, J Fan, C Ma - Foundations and Trends® in …, 2021 - nowpublishers.com
Spectral methods have emerged as a simple yet surprisingly effective approach for
extracting information from massive, noisy and incomplete data. In a nutshell, spectral …

Algorithmic regularization in over-parameterized matrix sensing and neural networks with quadratic activations

Y Li, T Ma, H Zhang - Conference On Learning Theory, 2018 - proceedings.mlr.press
We show that the gradient descent algorithm provides an implicit regularization effect in the
learning of over-parameterized matrix factorization models and one-hidden-layer neural …

Stochastic model-based minimization of weakly convex functions

D Davis, D Drusvyatskiy - SIAM Journal on Optimization, 2019 - SIAM
We consider a family of algorithms that successively sample and minimize simple stochastic
models of the objective function. We show that under reasonable conditions on …

Implicit regularization in nonconvex statistical estimation: Gradient descent converges linearly for phase retrieval and matrix completion

C Ma, K Wang, Y Chi, Y Chen - International Conference on …, 2018 - proceedings.mlr.press
Recent years have seen a flurry of activities in designing provably efficient nonconvex
optimization procedures for solving statistical estimation problems. For various problems like …

Gradient descent with random initialization: Fast global convergence for nonconvex phase retrieval

Y Chen, Y Chi, J Fan, C Ma - Mathematical Programming, 2019 - Springer
This paper considers the problem of solving systems of quadratic equations, namely,
recovering an object of interest x^ ♮ ∈ R^ nx♮∈ R n from m quadratic equations/samples …

Solving random quadratic systems of equations is nearly as easy as solving linear systems

Y Chen, E Candes - Advances in Neural Information …, 2015 - proceedings.neurips.cc
This paper is concerned with finding a solution x to a quadratic system of equations yi=|< ai,
x>|^ 2, i= 1, 2,..., m. We prove that it is possible to solve unstructured quadratic systems in n …

Solving random quadratic systems of equations is nearly as easy as solving linear systems

Y Chen, EJ Candès - Communications on pure and applied …, 2017 - Wiley Online Library
We consider the fundamental problem of solving quadratic systems of equations in, and is
unknown. We propose a novel method, which starts with an initial guess computed by …

Optimal rates of convergence for noisy sparse phase retrieval via thresholded Wirtinger flow

TT Cai, X Li, Z Ma - 2016 - projecteuclid.org
This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal
x∈R^p from noisy quadratic measurements y_j=(a_j'x)^2+j, j=1,...,m, with independent sub …