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Tue Dec 06 09:00 AM -- 12:30 PM (PST) @ Area 5+6+7+8 #185
Matrix Completion has No Spurious Local Minimum
Rong Ge · Jason Lee · Tengyu Ma

Matrix completion is a basic machine learning problem that has wide applications, especially in collaborative filtering and recommender systems. Simple non-convex optimization algorithms are popular and effective in practice. Despite recent progress in proving various non-convex algorithms converge from a good initial point, it remains unclear why random or arbitrary initialization suffices in practice. We prove that the commonly used non-convex objective function for matrix completion has no spurious local minima --- all local minima must also be global. Therefore, many popular optimization algorithms such as (stochastic) gradient descent can provably solve matrix completion with \textit{arbitrary} initialization in polynomial time.