Hardt–Price gap-independent approximation conjecture for the noisy power method

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Let A\boldsymbol{A} be a matrix, let Ak\boldsymbol{A}_k be its best rank-kk approximation, and let Uk\boldsymbol{U}_k contain the top-kk left singular vectors of A\boldsymbol{A}. Let XL\boldsymbol{X}_L be the output after LL iterations of the noisy power method, with p≥2kp\geq2k columns, and let Gℓ\boldsymbol{G}_\ell denote the noise at iteration ℓ\ell. Hardt–Price gap-independent approximation conjecture. Fix ϵ∈(0,1)\epsilon\in(0,1). If, for every iteration ℓ=1,…,L\ell=1,\ldots,L,

∥Gℓ∥2=O(ϵσk+1),∥Uk⊤Gℓ∥2=O(ϵσk+1k/d),\|\boldsymbol{G}_\ell\|_2=O(\epsilon\sigma_{k+1}),\qquad \|\boldsymbol{U}_k^\top\boldsymbol{G}_\ell\|_2=O\left(\epsilon\sigma_{k+1}\sqrt{k/d}\right),

then, with high probability, after L=O(log⁡d/ϵ)L=O(\log d/\epsilon) iterations,

∥A−XLXL⊤A∥2≤(1+O(ϵ))∥A−Ak∥2=(1+O(ϵ))σk+1.\|\boldsymbol{A}-\boldsymbol{X}_L\boldsymbol{X}_L^\top\boldsymbol{A}\|_2\leq(1+O(\epsilon))\|\boldsymbol{A}-\boldsymbol{A}_k\|_2=(1+O(\epsilon))\sigma_{k+1}.

This is motivated by the fact that approximation error can remain small even when the top-kk eigenspace is not well defined because a spectral gap is small. The supplied text presents it as a conjecture attributed to Hardt and Price, and gives no resolution.

References

Primary source

Maria Florina Balcan, Simon S. Du, Yining Wang and Adams Wei Yu, “An Improved Gap-Dependency Analysis of the Noisy Power Method”, arXiv:1602.07046 (2016).

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