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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 are known to exist. In this paper, we introduce a proof technique that is capable of establishing sharp thresholds on $delta$ to guarantee the inexistence of spurious local minima. Using the technique, we prove that in the case of a rank-1 ground truth, an RIP constant of $delta<1/2$ is both necessary and sufficient for exact recovery from any arbitrary initial point (such as a random point). We also prove a local recovery result: given an initial point $x_{0}$ satisfying $f(x_{0})le(1-delta)^{2}f(0)$, any descent algorithm that converges to second-order optimality guarantees exact recovery.
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 guaran
We prove that it is possible for nonconvex low-rank matrix recovery to contain no spurious local minima when the rank of the unknown ground truth $r^{star}<r$ is strictly less than the search rank $r$, and yet for the claim to be false when $r^{star}
In this work we analyse quantitatively the interplay between the loss landscape and performance of descent algorithms in a prototypical inference problem, the spiked matrix-tensor model. We study a loss function that is the negative log-likelihood of
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
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