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Matrix Completion has No Spurious Local Minimum

NeurIPS 2016 · Optimization › Implicit bias and generalization · approach: Stability-based generalization analysis · 179 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add the regularizer R(X) penalizing rows with large norm to the matrix completion objectiveBurer-Monteiro factorized PSD matrix completion objective · theoretical analysis (symmetric PSD matrix completion)presence of spurious local minimaHelped
Use the rank-1 regularizer h(t)=(|t|-alpha)^4 I(|t|>alpha) so that the regularizer is zero on incoherent vectors and has Lipschitz second derivativerank-1 matrix completion objective · theoretical analysis (rank-1 case)presence of spurious local minimaHelped
Use the simple (linear-in-indicator) proof strategy and concentration to pass from the full-observation objective to the partially observed oneproof technique for matrix completion geometry · theoretical analysis (rank-1 case)qualitative proof generalizabilityNo clear effect
Stochastic gradient descent with arbitrary/random initialization on the regularized objectiveregularized PSD matrix completion objective · theoretical guarantee (informal)convergence to global minimum XX^T=ZZ^T=MHelped

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