Results 1 
6 of
6
Square deal: Lower bounds and improved relaxations for tensor recovery
 CoRR
"... Recovering a lowrank tensor from incomplete information is a recurring problem in signal processing and machine learning. The most popular convex relaxation of this problem minimizes the sum of the nuclear norms of the unfoldings of the tensor. We show that this approach can be substantially subopt ..."
Abstract

Cited by 22 (0 self)
 Add to MetaCart
(Show Context)
Recovering a lowrank tensor from incomplete information is a recurring problem in signal processing and machine learning. The most popular convex relaxation of this problem minimizes the sum of the nuclear norms of the unfoldings of the tensor. We show that this approach can be substantially suboptimal: reliably recovering a Kway tensor of length n and Tucker rank r from Gaussian measurements requires Ω(rnK−1) observations. In contrast, a certain (intractable) nonconvex formulation needs only O(rK+nrK) observations. We introduce a very simple, new convex relaxation, which partially bridges this gap. Our new formulation succeeds with O(rbK/2cndK/2e) observations. While these results pertain to Gaussian measurements, simulations strongly suggest that the new norm also outperforms the sum of nuclear norms for tensor completion from a random subset of entries. Our lower bound for the sumofnuclearnorms model follows from a new result on recovering signals with multiple sparse structures (e.g. sparse, low rank), which perhaps surprisingly demonstrates the significant suboptimality of the commonly used recovery approach via minimizing the sum of individual sparsity inducing norms (e.g. l1, nuclear norm). Our new formulation for lowrank tensor recovery however opens the possibility in reducing the sample complexity by exploiting several structures jointly. 1
Model consistency of partly smooth regularizers
, 2014
"... This paper studies leastsquare regression penalized with partly smooth convex regularizers. This class of functions is very large and versatile allowing to promote solutions conforming to some notion of lowcomplexity. Indeed, they force solutions of variational problems to belong to a lowdimensi ..."
Abstract

Cited by 5 (4 self)
 Add to MetaCart
(Show Context)
This paper studies leastsquare regression penalized with partly smooth convex regularizers. This class of functions is very large and versatile allowing to promote solutions conforming to some notion of lowcomplexity. Indeed, they force solutions of variational problems to belong to a lowdimensional manifold (the socalled model) which is stable under small perturbations of the function. This property is crucial to make the underlying lowcomplexity model robust to small noise. We show that a generalized “irrepresentable condition ” implies stable model selection under small noise perturbations in the observations and the design matrix, when the regularization parameter is tuned proportionally to the noise level. This condition is shown to be almost a necessary condition. We then show that this condition implies model consistency of the regularized estimator. That is, with a probability tending to one as the number of measurements increases, the regularized estimator belongs to the correct lowdimensional model manifold. This work unifies and generalizes several previous ones, where model consistency is known to hold for sparse, group sparse, total variation and lowrank regularizations. Lastly, we also show that this generalized “irrepresentable condition ” implies that the forwardbackward proximal splitting algorithm identifies the model after a finite number of steps.
Tight convex relaxations for sparse matrix factorization
, 2014
"... Based on a new atomic norm, we propose a new convex formulation for sparse matrix factorization problems in which the number of nonzero elements of the factors is assumed fixed and known. The formulation counts sparse PCA with multiple factors, subspace clustering and lowrank sparse bilinear regre ..."
Abstract

Cited by 3 (0 self)
 Add to MetaCart
Based on a new atomic norm, we propose a new convex formulation for sparse matrix factorization problems in which the number of nonzero elements of the factors is assumed fixed and known. The formulation counts sparse PCA with multiple factors, subspace clustering and lowrank sparse bilinear regression as potential applications. We compute slow rates and an upper bound on the statistical dimension Amelunxen et al. (2013) of the suggested norm for rank 1 matrices, showing that its statistical dimension is an order of magnitude smaller than the usual `1norm, trace norm and their combinations. Even though our convex formulation is in theory hard and does not lead to provably polynomial time algorithmic schemes, we propose an active set algorithm leveraging the structure of the convex problem to solve it and show promising numerical results.
Journal of Machine Learning Research (2014) Submitted; Published Model Consistency of Partly Smooth Regularizers
, 2014
"... HAL is a multidisciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte p ..."
Abstract
 Add to MetaCart
(Show Context)
HAL is a multidisciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et a ̀ la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés.
Editor: U.N.Known
, 804
"... We extend the wellknown BFGS quasiNewton method and its limitedmemory variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by generalizing three components of BFGS to subdifferentials: The local quadratic model, the identification of a descent direc ..."
Abstract
 Add to MetaCart
(Show Context)
We extend the wellknown BFGS quasiNewton method and its limitedmemory variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by generalizing three components of BFGS to subdifferentials: The local quadratic model, the identification of a descent direction, and the Wolfe line search conditions. We apply the resulting subLBFGS algorithm to L2regularized risk minimization with the binary hinge loss. To extend our algorithm to the multiclass and multilabel settings we develop a new, efficient, exact line search algorithm. We prove its worstcase time complexity bounds, and show that it can also extend a recently developed bundle method to the multiclass and multilabel settings. We also apply the directionfinding component of our algorithm to L1regularized risk minimization with logistic loss. In all these contexts our methods perform comparable to or better than specialized stateoftheart solvers on a number of publicly available datasets. Open source software implementing our algorithms is freely available for download.