论文标题

Schatten-$ p $ quasi-Norm的一种新颖的变化形式

A novel variational form of the Schatten-$p$ quasi-norm

论文作者

Giampouras, Paris, Vidal, René, Rontogiannis, Athanasios, Haeffele, Benjamin

论文摘要

Schatten-$ p $ Quasi-Norm,$ p \ in(0,1)$最近在各种低级别矩阵估计问题中引起了极大的关注,这些估计问题与相关凸启发式术(例如核定标准)具有显着好处。但是,由于Schatten-$ p $ quasi-Norm的非概念性,最小化受到了两个主要缺点:1)缺乏理论保证和2)2)高计算成本,即使在诸如寻找平稳点之类的琐碎任务中,也需要最小化的任务。为了减少Schatten-$ $ p $ quasi-norm最小化所引起的高计算成本,各种形式,这些形式是在较小尺寸的矩阵因子上定义的,其产品等于原始矩阵。在这里,我们提出和分析了一种新颖的schaTten-$ p $ quasi-norm的变化形式,在文献中,这是第一次定义的,以任何连续的价值(0,1] $中的$ p \ in(0,1] $中的任何连续价值,并且沿分解的矩阵列的脱离列,可以将提出的形式视为众所周知的核形式的案例。 $ p \ in(0,1)$。除了遵守限制性等轴测属性(RIP)的平方Frobenius损失外,提出了一种排名一号的更新方案,这提供了一种逃脱局部最小值的方法。

The Schatten-$p$ quasi-norm with $p\in(0,1)$ has recently gained considerable attention in various low-rank matrix estimation problems offering significant benefits over relevant convex heuristics such as the nuclear norm. However, due to the nonconvexity of the Schatten-$p$ quasi-norm, minimization suffers from two major drawbacks: 1) the lack of theoretical guarantees and 2) the high computational cost which is demanded for the minimization task even for trivial tasks such as finding stationary points. In an attempt to reduce the high computational cost induced by Schatten-$p$ quasi-norm minimization, variational forms, which are defined over smaller-size matrix factors whose product equals the original matrix, have been proposed. Here, we propose and analyze a novel variational form of Schatten-$p$ quasi-norm which, for the first time in the literature, is defined for any continuous value of $p\in(0,1]$ and decouples along the columns of the factorized matrices. The proposed form can be considered as the natural generalization of the well-known variational form of the nuclear norm to the nonconvex case i.e., for $p\in(0,1)$. The resulting formulation gives way to SVD-free algorithms thus offering lower computational complexity than the one that is induced by the original definition of the Schatten-$p$ quasi-norm. A local optimality analysis is provided which shows~that we can arrive at a local minimum of the original Schatten-$p$ quasi-norm problem by reaching a local minimum of the matrix factorization based surrogate problem. In addition, for the case of the squared Frobenius loss with linear operators obeying the restricted isometry property (RIP), a rank-one update scheme is proposed, which offers a way to escape poor local minima. Finally, the efficiency of our approach is empirically shown on a matrix completion problem.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源