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Generalized Eigenvalue Problems with Generative Priors

NeurIPS 2024 · Learning theory and algorithms › Matrix and tensor methods · approach: High-dimensional estimation theory · 0 citations (OpenAlex)

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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

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use PRFM instead of PPowerMNIST GGEP reconstruction with sample-covariance matrices · MNIST test imagesCosine SimilarityHelped
Use PRFM instead of PPower or RifleMNIST phase-retrieval GGEP reconstruction · MNIST phase-retrieval modelreconstruction qualityHelped
Use Rifle20 or Rifle100 instead of a generative-prior methodMNIST GGEP reconstruction with relatively few measurements · MNIST test imagesreconstruction qualityHurt

Surprising findings

Limitations

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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