Research map / Learning theory and algorithms / Matrix and tensor methods
Generalized Eigenvalue Problems with Generative Priors
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Studies generalized eigenvalue problems under Lipschitz generative priors, proving optimal-statistical-rate guarantees for global optima and proposing the Projected Rayleigh Flow Method (PRFM) with linear convergence, validated on MNIST with a VAE.
Problem
High-dimensional generalized eigenvalue problems (GEPs) where the singular or ill-conditioned matrix B-hat prevents sparse-style solvers; the leading generalized eigenvector is assumed to lie in the range of a pre-trained generative model instead of being sparse.
Approach
Replaces the sparsity constraint in sparse GEP / truncated Rayleigh flow with a generative-range constraint, using a projected Rayleigh flow update (gradient step on A-hat minus rho B-hat followed by projection onto the generator range) with a constant step size, and shows statistical-rate and linear-convergence guarantees.
Key results
- PRFM achieves significantly higher cosine similarity than PPower on MNIST reconstruction across measurement counts from 100 to 350 in the spiked setting.
- Rifle20 and Rifle100 give poor reconstructions when the number of measurements is small relative to the ambient dimension n=784.
- PRFM also gives the best reconstructions in the phase-retrieval-style A-hat setting.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use PRFM instead of PPower | MNIST GGEP reconstruction with sample-covariance matrices · MNIST test images | Cosine Similarity | Helped |
| Use PRFM instead of PPower or Rifle | MNIST phase-retrieval GGEP reconstruction · MNIST phase-retrieval model | reconstruction quality | Helped |
| Use Rifle20 or Rifle100 instead of a generative-prior method | MNIST GGEP reconstruction with relatively few measurements · MNIST test images | reconstruction quality | Hurt |
Surprising findings
- PPower performs poorly because it does not handle a non-identity B-hat, which the authors note as the reason for PRFM's advantage.
Limitations
- Projection onto the generator range is assumed exact in theory but only approximated in practice.
- Experiments are proof-of-concept on MNIST with 10 test images.
- Guarantees require an initialization with positive correlation to the signal and step-size conditions on the matrix pair.
Experimental setup
Datasets: MNIST CelebA
Benchmarks: MNIST
Metrics: cosine similarity
Baselines: PPower Rifle20 Rifle100
Builds on: truncated Rayleigh flow projected power method (PPower) Rifle compressed sensing with generative models
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