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When the linear measurements of an instance of low-rank matrix recovery satisfy a restricted isometry property (RIP)---i.e. they are approximately norm-preserving---the problem is known to contain no spurious local minima, so exact recovery is guaranteed. In this paper, we show that moderate RIP is not enough to eliminate spurious local minima, so existing results can only hold for near-perfect RIP. In fact, counterexamples are ubiquitous: we prove that every x is the spurious local minimum of a rank-1 instance of matrix recovery that satisfies RIP. One specific counterexample has RIP constant $delta=1/2$, but causes randomly initialized stochastic gradient descent (SGD) to fail 12% of the time. SGD is frequently able to avoid and escape spurious local minima, but this empirical result shows that it can occasionally be defeated by their existence. Hence, while exact recovery guarantees will likely require a proof of no spurious local minima, arguments based solely on norm preservation will only be applicable to a narrow set of nearly-isotropic instances.
Nonconvex matrix recovery is known to contain no spurious local minima under a restricted isometry property (RIP) with a sufficiently small RIP constant $delta$. If $delta$ is too large, however, then counterexamples containing spurious local minima
A pair of quantum observables diagonal in the same incoherent basis can be measured jointly, so some coherence is obviously required for measurement incompatibility. Here we first observe that coherence in a single observable is linked to the diagona
Matrices satisfying the Restricted Isometry Property (RIP) play an important role in the areas of compressed sensing and statistical learning. RIP matrices with optimal parameters are mainly obtained via probabilistic arguments, as explicit construct
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Matrix completion has attracted much interest in the past decade in machine learning and computer vision. For low-rank promotion in matrix completion, the nuclear norm penalty is convenient due to its convexity but has a bias problem. Recently, vario