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Convergence of Alternating Gradient Descent for Matrix Factorization

NeurIPS 2023 · Learning theory and algorithms › Matrix and tensor methods · approach: Nonconvex low-rank and sparse optimization · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the proposed initialization with column-span initialization and asymmetric scaling instead of standard random initializationGradient descent for matrix factorization · Synthetic rank-5 matrix, 100×100convergence rateHelped
Add asymmetric scaling to the column-span initialization (ablation)Gradient descent for matrix factorization · Synthetic rank-5 matrix, 100×100convergence rateHelped
Initialize asymmetrically without placing X₀ in the column span of A (ablation)Gradient descent for matrix factorization · Synthetic rank-5 matrix, 100×100convergence rateHurt
Increase factor width from d=6 to d=10 (ablation)All tested initializations · Synthetic rank-5 matrix, 100×100convergence rateHelped
Use the proposed initialization on an approximately rank-5 matrix with 10% noiseGradient descent for matrix factorization · Noisy approximately rank-5 matrix, 100×100 (10% noise)convergence rateHelped

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