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Title: Global optimality of local search for low rank matrix recovery
We show that there are no spurious local minima in the non-convex factorized parametrization of low-rank matrix recovery from incoherent linear measurements. With noisy measurements we show all local minima are very close to a global optimum. Together with a curvature bound at saddle points, this yields a polynomial time global convergence guarantee for stochastic gradient descent from random initialization.  more » « less
Award ID(s):
1302662
PAR ID:
10025962
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
arXiv.org
ISSN:
2331-8422
Page Range / eLocation ID:
arXiv:1605.07221v2 [stat.ML]
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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