Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution (Q2189396): Difference between revisions

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English	Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution	scientific article

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scholarly article

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title

Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution (English)

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Foundations of Computational Mathematics

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publication date

15 June 2020

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full work available at URL

https://arxiv.org/abs/1711.10467

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zbMATH Keywords

nonconvex optimization

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gradient descent

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leave-one-out analysis

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phase retrieval

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matrix completion

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blind deconvolution

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describes a project that uses

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MaRDI publication profile

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cites work

Blind Deconvolution Using Convex Programming

0 references

Q3503433

0 references

A flexible convex relaxation for phase retrieval

0 references

Non-Convex Phase Retrieval From STFT Measurements

0 references

10.1162/153244302760200704

0 references

Q2809807

0 references

Fast rank-one alternating minimization algorithm for phase retrieval

0 references

ROP: matrix recovery via rank-one projections

0 references

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

0 references

A Probabilistic and RIPless Theory of Compressed Sensing

0 references

The Power of Convex Relaxation: Near-Optimal Matrix Completion

0 references

Phase Retrieval via Matrix Completion

0 references

Solving quadratic equations via phaselift when there are about as many equations as unknowns

0 references

Robust principal component analysis?

0 references

Phase Retrieval via Wirtinger Flow: Theory and Algorithms

0 references

Exact matrix completion via convex optimization

0 references

Rank-Sparsity Incoherence for Matrix Decomposition

0 references

Phase retrieval with one or two diffraction patterns by alternating projections with the null initialization

0 references

Incoherence-Optimal Matrix Completion

0 references

The Projected Power Method: An Efficient Algorithm for Joint Alignment from Pairwise Differences

0 references

Solving Random Quadratic Systems of Equations Is Nearly as Easy as Solving Linear Systems

0 references

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

0 references

Exact and Stable Covariance Estimation From Quadratic Sampling via Convex Programming

0 references

Spectral method and regularized MLE are both optimal for top-\(K\) ranking

0 references

Inference and uncertainty quantification for noisy matrix completion

0 references

Nonconvex Optimization Meets Low-Rank Matrix Factorization: An Overview

0 references

The Rotation of Eigenvectors by a Perturbation. III

0 references

A note on \(\sin\Theta\) theorems for singular subspace variations

0 references

On robust regression with high-dimensional predictors

0 references

PhaseMax: Convex Phase Retrieval via Basis Pursuit

0 references

Recovering Low-Rank Matrices From Few Coefficients in Any Basis

0 references

An elementary proof of convex phase retrieval in the natural parameter space via the linear program PhaseMax

0 references

Matrix Completion and Low-Rank SVD via Fast Alternating Least Squares

0 references

Estimating the matrix \(p\)-norm

0 references

A tail inequality for quadratic forms of subgaussian random vectors

0 references

Blind Deconvolution by a Steepest Descent Algorithm on a Quotient Manifold

0 references

Low-rank matrix completion using alternating minimization

0 references

Debiasing the Lasso: optimal sample size for Gaussian designs

0 references

Matrix Completion From a Few Entries

0 references

Q2896128

0 references

Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.

0 references

Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion

0 references

Q4695311

0 references

ADMiRA: Atomic Decomposition for Minimum Rank Approximation

0 references

Blind Recovery of Sparse Signals From Subsampled Convolution

0 references

Fast and Guaranteed Blind Multichannel Deconvolution Under a Bilinear System Model

0 references

Fast, robust and non-convex subspace recovery

0 references

Rapid, robust, and reliable blind deconvolution via nonconvex optimization

0 references

Symmetry, Saddle Points, and Global Optimization Landscape of Nonconvex Matrix Factorization

0 references

Self-calibration and biconvex compressive sensing

0 references

Regularized gradient descent: a non-convex recipe for fast joint blind deconvolution and demixing

0 references

The spectral norm of a nonnegative matrix

0 references

Perturbation Bounds for the Polar Decomposition

0 references

A Well-Tempered Landscape for Non-convex Robust Subspace Recovery

0 references

The landscape of empirical risk for nonconvex losses

0 references

Fundamental limits of weak recovery with applications to phase retrieval

0 references

Restricted strong convexity and weighted matrix completion: Optimal bounds with noise

0 references

Phase Retrieval Using Alternating Minimization

0 references

A Simpler Approach to Matrix Completion

0 references

Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization

0 references

Hanson-Wright inequality and sub-Gaussian concentration

0 references

The local convexity of solving systems of quadratic equations

0 references

Perturbation bounds for matrix square roots and Pythagorean sums

0 references

Compressive Phase Retrieval via Generalized Approximate Message Passing

0 references

Concentration and Moment Inequalities for Polynomials of Independent Random Variables

0 references

GESPAR: Efficient Phase Retrieval of Sparse Signals

0 references

Structured Signal Recovery From Quadratic Measurements: Breaking Sample Complexity Barriers via Nonconvex Optimization

0 references

Theoretical Insights Into the Optimization Landscape of Over-Parameterized Shallow Neural Networks

0 references

Q4614113

0 references

Complete Dictionary Recovery Over the Sphere I: Overview and the Geometric Picture

0 references

Guaranteed Matrix Completion via Non-Convex Factorization

0 references

The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square

0 references

Phase retrieval via randomized Kaczmarz: theoretical guarantees

0 references

Low rank matrix completion by alternating steepest descent methods

0 references

Q5388761

0 references

Orthogonal Procrustes rotation for two or more matrices

0 references

Convex Recovery of a Structured Signal from Independent Random Linear Measurements

0 references

An Introduction to Matrix Concentration Inequalities

0 references

Solving Systems of Random Quadratic Equations via Truncated Amplitude Flow

0 references

Sparse Phase Retrieval via Truncated Amplitude Flow

0 references

Perturbation bounds in connection with singular value decomposition

0 references

Solving systems of phaseless equations via Kaczmarz methods: a proof of concept study

0 references

Guarantees of Riemannian Optimization for Low Rank Matrix Recovery

0 references

A useful variant of the Davis–Kahan theorem for statisticians

0 references

Q4637073

0 references

Near-Optimal Bounds for Phase Synchronization

0 references

Identifiers

zbMATH Open document ID

1445.90089

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

10.1007/S10208-019-09429-9

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Sitelinks

Mathematics(1 entry)

mardi Publication:2189396

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@@ Property / cites work: Blind Deconvolution Using Convex Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Q3503433
@@ Property / cites work: Q3503433 / rank @@
+Normal rank
@@ Property / cites work @@
+A flexible convex relaxation for phase retrieval
@@ Property / cites work: A flexible convex relaxation for phase retrieval / rank @@
+Normal rank
@@ Property / cites work @@
+Non-Convex Phase Retrieval From STFT Measurements
@@ Property / cites work: Non-Convex Phase Retrieval From STFT Measurements / rank @@
+Normal rank
@@ Property / cites work @@
+.1162/153244302760200704
@@ Property / cites work: 10.1162/153244302760200704 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2809807
@@ Property / cites work: Q2809807 / rank @@
+Normal rank
@@ Property / cites work @@
+Fast rank-one alternating minimization algorithm for phase retrieval
+Normal rank
@@ Property / cites work @@
+ROP: matrix recovery via rank-one projections
@@ Property / cites work: ROP: matrix recovery via rank-one projections / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal rates of convergence for noisy sparse phase retrieval via thresholded Wirtinger flow
+Normal rank
@@ Property / cites work @@
+A Probabilistic and RIPless Theory of Compressed Sensing
+Normal rank
@@ Property / cites work @@
+The Power of Convex Relaxation: Near-Optimal Matrix Completion
+Normal rank
@@ Property / cites work @@
+Phase Retrieval via Matrix Completion
@@ Property / cites work: Phase Retrieval via Matrix Completion / rank @@
+Normal rank
@@ Property / cites work @@
+Solving quadratic equations via phaselift when there are about as many equations as unknowns
+Normal rank
@@ Property / cites work @@
+Robust principal component analysis?
@@ Property / cites work: Robust principal component analysis? / rank @@
+Normal rank
@@ Property / cites work @@
+Phase Retrieval via Wirtinger Flow: Theory and Algorithms
+Normal rank
@@ Property / cites work @@
+Exact matrix completion via convex optimization
@@ Property / cites work: Exact matrix completion via convex optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Rank-Sparsity Incoherence for Matrix Decomposition
+Normal rank
@@ Property / cites work @@
+Phase retrieval with one or two diffraction patterns by alternating projections with the null initialization
+Normal rank
@@ Property / cites work @@
+Incoherence-Optimal Matrix Completion
@@ Property / cites work: Incoherence-Optimal Matrix Completion / rank @@
+Normal rank
@@ Property / cites work @@
+The Projected Power Method: An Efficient Algorithm for Joint Alignment from Pairwise Differences
+Normal rank
@@ Property / cites work @@
+Solving Random Quadratic Systems of Equations Is Nearly as Easy as Solving Linear Systems
+Normal rank
@@ Property / cites work @@
+Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval
+Normal rank
@@ Property / cites work @@
+Exact and Stable Covariance Estimation From Quadratic Sampling via Convex Programming
+Normal rank
@@ Property / cites work @@
+Spectral method and regularized MLE are both optimal for top-\(K\) ranking
+Normal rank
@@ Property / cites work @@
+Inference and uncertainty quantification for noisy matrix completion
+Normal rank
@@ Property / cites work @@
+Nonconvex Optimization Meets Low-Rank Matrix Factorization: An Overview
+Normal rank
@@ Property / cites work @@
+The Rotation of Eigenvectors by a Perturbation. III
+Normal rank
@@ Property / cites work @@
+A note on \(\sin\Theta\) theorems for singular subspace variations
+Normal rank
@@ Property / cites work @@
+On robust regression with high-dimensional predictors
+Normal rank
@@ Property / cites work @@
+PhaseMax: Convex Phase Retrieval via Basis Pursuit
+Normal rank
@@ Property / cites work @@
+Recovering Low-Rank Matrices From Few Coefficients in Any Basis
+Normal rank
@@ Property / cites work @@
+An elementary proof of convex phase retrieval in the natural parameter space via the linear program PhaseMax
+Normal rank
@@ Property / cites work @@
+Matrix Completion and Low-Rank SVD via Fast Alternating Least Squares
+Normal rank
@@ Property / cites work @@
+Estimating the matrix \(p\)-norm
@@ Property / cites work: Estimating the matrix \(p\)-norm / rank @@
+Normal rank
@@ Property / cites work @@
+A tail inequality for quadratic forms of subgaussian random vectors
+Normal rank
@@ Property / cites work @@
+Blind Deconvolution by a Steepest Descent Algorithm on a Quotient Manifold
+Normal rank
@@ Property / cites work @@
+Low-rank matrix completion using alternating minimization
+Normal rank
@@ Property / cites work @@
+Debiasing the Lasso: optimal sample size for Gaussian designs
+Normal rank
@@ Property / cites work @@
+Matrix Completion From a Few Entries
@@ Property / cites work: Matrix Completion From a Few Entries / rank @@
+Normal rank
@@ Property / cites work @@
+Q2896128
@@ Property / cites work: Q2896128 / rank @@
+Normal rank
@@ Property / cites work @@
+Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.
+Normal rank
@@ Property / cites work @@
+Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
+Normal rank
@@ Property / cites work @@
+Q4695311
@@ Property / cites work: Q4695311 / rank @@
+Normal rank
@@ Property / cites work @@
+ADMiRA: Atomic Decomposition for Minimum Rank Approximation
+Normal rank
@@ Property / cites work @@
+Blind Recovery of Sparse Signals From Subsampled Convolution
+Normal rank
@@ Property / cites work @@
+Fast and Guaranteed Blind Multichannel Deconvolution Under a Bilinear System Model
+Normal rank
@@ Property / cites work @@
+Fast, robust and non-convex subspace recovery
@@ Property / cites work: Fast, robust and non-convex subspace recovery / rank @@
+Normal rank
@@ Property / cites work @@
+Rapid, robust, and reliable blind deconvolution via nonconvex optimization
+Normal rank
@@ Property / cites work @@
+Symmetry, Saddle Points, and Global Optimization Landscape of Nonconvex Matrix Factorization
+Normal rank
@@ Property / cites work @@
+Self-calibration and biconvex compressive sensing
@@ Property / cites work: Self-calibration and biconvex compressive sensing / rank @@
+Normal rank
@@ Property / cites work @@
+Regularized gradient descent: a non-convex recipe for fast joint blind deconvolution and demixing
+Normal rank
@@ Property / cites work @@
+The spectral norm of a nonnegative matrix
@@ Property / cites work: The spectral norm of a nonnegative matrix / rank @@
+Normal rank
@@ Property / cites work @@
+Perturbation Bounds for the Polar Decomposition
@@ Property / cites work: Perturbation Bounds for the Polar Decomposition / rank @@
+Normal rank
@@ Property / cites work @@
+A Well-Tempered Landscape for Non-convex Robust Subspace Recovery
+Normal rank
@@ Property / cites work @@
+The landscape of empirical risk for nonconvex losses
+Normal rank
@@ Property / cites work @@
+Fundamental limits of weak recovery with applications to phase retrieval
+Normal rank
@@ Property / cites work @@
+Restricted strong convexity and weighted matrix completion: Optimal bounds with noise
+Normal rank
@@ Property / cites work @@
+Phase Retrieval Using Alternating Minimization
@@ Property / cites work: Phase Retrieval Using Alternating Minimization / rank @@
+Normal rank
@@ Property / cites work @@
+A Simpler Approach to Matrix Completion
@@ Property / cites work: A Simpler Approach to Matrix Completion / rank @@
+Normal rank
@@ Property / cites work @@
+Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
+Normal rank
@@ Property / cites work @@
+Hanson-Wright inequality and sub-Gaussian concentration
+Normal rank
@@ Property / cites work @@
+The local convexity of solving systems of quadratic equations
+Normal rank
@@ Property / cites work @@
+Perturbation bounds for matrix square roots and Pythagorean sums
+Normal rank
@@ Property / cites work @@
+Compressive Phase Retrieval via Generalized Approximate Message Passing
+Normal rank
@@ Property / cites work @@
+Concentration and Moment Inequalities for Polynomials of Independent Random Variables
+Normal rank
@@ Property / cites work @@
+GESPAR: Efficient Phase Retrieval of Sparse Signals
+Normal rank
@@ Property / cites work @@
+Structured Signal Recovery From Quadratic Measurements: Breaking Sample Complexity Barriers via Nonconvex Optimization
+Normal rank
@@ Property / cites work @@
+Theoretical Insights Into the Optimization Landscape of Over-Parameterized Shallow Neural Networks
+Normal rank
@@ Property / cites work @@
+Q4614113
@@ Property / cites work: Q4614113 / rank @@
+Normal rank
@@ Property / cites work @@
+Complete Dictionary Recovery Over the Sphere I: Overview and the Geometric Picture
+Normal rank
@@ Property / cites work @@
+Guaranteed Matrix Completion via Non-Convex Factorization
+Normal rank
@@ Property / cites work @@
+The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
+Normal rank
@@ Property / cites work @@
+Phase retrieval via randomized Kaczmarz: theoretical guarantees
+Normal rank
@@ Property / cites work @@
+Low rank matrix completion by alternating steepest descent methods
+Normal rank
@@ Property / cites work @@
+Q5388761
@@ Property / cites work: Q5388761 / rank @@
+Normal rank
@@ Property / cites work @@
+Orthogonal Procrustes rotation for two or more matrices
+Normal rank
@@ Property / cites work @@
+Convex Recovery of a Structured Signal from Independent Random Linear Measurements
+Normal rank
@@ Property / cites work @@
+An Introduction to Matrix Concentration Inequalities
+Normal rank
@@ Property / cites work @@
+Solving Systems of Random Quadratic Equations via Truncated Amplitude Flow
+Normal rank
@@ Property / cites work @@
+Sparse Phase Retrieval via Truncated Amplitude Flow
+Normal rank
@@ Property / cites work @@
+Perturbation bounds in connection with singular value decomposition
+Normal rank
@@ Property / cites work @@
+Solving systems of phaseless equations via Kaczmarz methods: a proof of concept study
+Normal rank
@@ Property / cites work @@
+Guarantees of Riemannian Optimization for Low Rank Matrix Recovery
+Normal rank
@@ Property / cites work @@
+A useful variant of the Davis–Kahan theorem for statisticians
+Normal rank
@@ Property / cites work @@
+Q4637073
@@ Property / cites work: Q4637073 / rank @@
+Normal rank
@@ Property / cites work @@
+Near-Optimal Bounds for Phase Synchronization
@@ Property / cites work: Near-Optimal Bounds for Phase Synchronization / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q127406705
@@ Property / Wikidata QID: Q127406705 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10208-019-09429-9
@@ Property / DOI: 10.1007/S10208-019-09429-9 / rank @@
+Normal rank