The effect of smooth parametrizations on nonconvex optimization landscapes

E Levin, J Kileel, N Boumal - Mathematical Programming, 2024 - Springer
We develop new tools to study landscapes in nonconvex optimization. Given one
optimization problem, we pair it with another by smoothly parametrizing the domain. This is …

Finding stationary points on bounded-rank matrices: a geometric hurdle and a smooth remedy

E Levin, J Kileel, N Boumal - Mathematical Programming, 2023 - Springer
We consider the problem of provably finding a stationary point of a smooth function to be
minimized on the variety of bounded-rank matrices. This turns out to be unexpectedly …

General low-rank matrix optimization: Geometric analysis and sharper bounds

H Zhang, Y Bi, J Lavaei - Advances in Neural Information …, 2021 - proceedings.neurips.cc
This paper considers the global geometry of general low-rank minimization problems via the
Burer-Monterio factorization approach. For the rank-$1 $ case, we prove that there is no …

Sparse plus low rank matrix decomposition: A discrete optimization approach

D Bertsimas, R Cory-Wright, NAG Johnson - Journal of Machine Learning …, 2023 - jmlr.org
We study the Sparse Plus Low-Rank decomposition problem (SLR), which is the problem of
decomposing a corrupted data matrix into a sparse matrix of perturbations plus a low-rank …

Flat minima generalize for low-rank matrix recovery

L Ding, D Drusvyatskiy, M Fazel… - … and Inference: A …, 2024 - academic.oup.com
Empirical evidence suggests that for a variety of overparameterized nonlinear models, most
notably in neural network training, the growth of the loss around a minimizer strongly …

Local and global linear convergence of general low-rank matrix recovery problems

Y Bi, H Zhang, J Lavaei - Proceedings of the AAAI Conference on …, 2022 - ojs.aaai.org
We study the convergence rate of gradient-based local search methods for solving low-rank
matrix recovery problems with general objectives in both symmetric and asymmetric cases …

Projected gradient descent accumulates at Bouligand stationary points

G Olikier, I Waldspurger - arxiv preprint arxiv:2403.02530, 2024 - arxiv.org
This paper considers the projected gradient descent (PGD) algorithm for the problem of
minimizing a continuously differentiable function on a nonempty closed subset of a …

Algorithmic regularization in tensor optimization: Towards a lifted approach in matrix sensing

Z Ma, J Lavaei, S Sojoudi - Advances in Neural Information …, 2023 - proceedings.neurips.cc
Gradient descent (GD) is crucial for generalization in machine learning models, as it induces
implicit regularization, promoting compact representations. In this work, we examine the role …

Semidefinite programming versus burer-monteiro factorization for matrix sensing

B Yalçın, Z Ma, J Lavaei, S Sojoudi - … of the AAAI Conference on Artificial …, 2023 - ojs.aaai.org
Many fundamental low-rank optimization problems, such as matrix completion, phase
retrieval, and robust PCA, can be formulated as the matrix sensing problem. Two main …

Projected gradient descent algorithm for low-rank matrix estimation

T Zhang, X Fan - arxiv preprint arxiv:2403.02704, 2024 - arxiv.org
Most existing methodologies of estimating low-rank matrices rely on Burer-Monteiro
factorization, but these approaches can suffer from slow convergence, especially when …