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Feb 17, 2018 · Our approach is to directly estimate the low-rank factor by minimizing a nonconvex quadratic loss function via vanilla gradient descent, ...
Our approach is to directly estimate the low-rank factor by minimizing a nonconvex least-squares loss function via vanilla gradient descent, following a ...
This feature allows one to employ much more aggressive step sizes compared with the ones suggested in prior literature, without the need of sample splitting.
This feature allows one to employ much more aggressive step sizes compared with the ones suggested in prior literature, without the need of sample splitting. 1 ...
This work considers the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance ...
Our approach is to directly estimate the low-rank factor by minimizing a nonconvex quadratic loss function via vanilla gradient descent, following a tailored ...
Mar 1, 2021 · Our approach is to directly estimate the low-rank factor by minimizing a nonconvex least-squares loss function via vanilla gradient descent, ...
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We study the low rank matrix factorization problem via nonconvex optimization. Com- pared with the convex relaxation approach, nonconvex optimization ...
The non-convex bilinear low-rank matrix factorization (NCBF) model is proposed. An optimization algorithm is also proposed that combines the three strategies of ...
Missing: Measurements. | Show results with:Measurements.
This tutorial-style overview highlights the important role of statistical models in enabling efficient nonconvex optimization with performance guarantees ...