Timezone: »

Geometric Analysis of Matrix Sensing over Graphs
Haixiang Zhang · Ying Chen · Javad Lavaei

Wed Dec 13 08:45 AM -- 10:45 AM (PST) @ Great Hall & Hall B1+B2 #1202
In this work, we consider the problem of matrix sensing over graphs (MSoG). As a general case of matrix completion and matrix sensing problems, the MSoG problem has not been analyzed in the literature and the existing results cannot be directly applied to the MSoG problem. This work provides the first theoretical results on the optimization landscape of the MSoG problem. More specifically, we propose a new condition, named the $\Omega$-RIP condition, to characterize the optimization complexity of the problem. In addition, with an improved regularizer of the incoherence, we prove that the strict saddle property holds for the MSoG problem with high probability under the incoherence condition and the $\Omega$-RIP condition, which guarantees the polynomial-time global convergence of saddle-avoiding methods. Compared with state-of-the-art results, the bounds in this work are tight up to a constant. Besides the theoretical guarantees, we numerically illustrate the close relation between the $\Omega$-RIP condition and the optimization complexity.

Author Information

Haixiang Zhang (University of California, Berkeley)
Ying Chen (University of California, Berkeley)
Javad Lavaei (University of California, Berkeley)

More from the Same Authors