论文标题
基于积聚在布利甘德固定点的投射项目的梯度下降的低排名优化方法
Low-rank optimization methods based on projected-projected gradient descent that accumulate at Bouligand stationary points
论文作者
论文摘要
本文认为,在局部Lipschitz连续梯度上,在上层级别的实际矩阵上,局部Lipschitz连续梯度最小化了可区分功能的问题。已知此问题可以使各种机器学习或信号处理任务(例如降低尺寸降低,协作过滤和信号恢复)的制定。对于此非凸问题,存在平稳性的几个定义。其中,Bouligand Stenarity是局部最优性的最必要条件。本文提出了两种一阶方法,该方法在堆积点是布利格固定的品种中生成一个序列。第一种方法将众所周知的投影投影梯度下降图与等级还原机制相结合。第二种方法是预计梯度下降和投影梯度下降的混合体。在考虑其收敛属性,简化的设计,典型的每次迭代计算成本以及经验观察到的数字性能时,两种方法都在低级优化方法的领域中脱颖而出。用于分析所提出方法的理论框架具有独立的兴趣。
This paper considers the problem of minimizing a differentiable function with locally Lipschitz continuous gradient on the algebraic variety of real matrices of upper-bounded rank. This problem is known to enable the formulation of various machine learning or signal processing tasks such as dimensionality reduction, collaborative filtering, and signal recovery. Several definitions of stationarity exist for this nonconvex problem. Among them, Bouligand stationarity is the strongest necessary condition for local optimality. This paper proposes two first-order methods that generate a sequence in the variety whose accumulation points are Bouligand stationary. The first method combines the well-known projected-projected gradient descent map with a rank reduction mechanism. The second method is a hybrid of projected gradient descent and projected-projected gradient descent. Both methods stand out in the field of low-rank optimization methods when considering their convergence properties, their streamlined design, their typical computational cost per iteration, and their empirically observed numerical performance. The theoretical framework used to analyze the proposed methods is of independent interest.