Projected gradient descent convergence conjecture for matrix completion

Let MSd×dM^*\in\mathcal{S}^{d\times d} be symmetric positive semidefinite, and let Ω\Omega be generated under the model SMC(M,p)\operatorname{SMC}(M^*,p): each (i,j)(i,j) with iji\geq j is observed independently with probability p(0,1]p\in(0,1], and (j,i)Ω(j,i)\in\Omega if and only if (i,j)Ω(i,j)\in\Omega. Let ΠΩ\Pi_{\Omega} denote the sampling projection, and let the projected gradient descent algorithm use iterates MtM^t and step size ηt\eta_t. For some numbers C,C>0C,C'>0 depending on the rank rr and incoherence parameter μ\mu, the following holds under this model. Projected gradient descent convergence conjecture. If

pCdlogdd,p\geq C\frac{d\log d}{d},

then with high probability, projected gradient descent with fixed step size ηtη=O(1/p)\eta_t\equiv\eta=\mathcal{O}(1/p) outputs a matrix MtM^t of rank at most rr such that

ΠΩ(Mt)ΠΩ(M)F2ϵ\left\|\Pi_{\Omega}(M^t)-\Pi_{\Omega}(M^*)\right\|_{\mathrm{F}}^2\leq\epsilon

after Clog(1/ϵ)C'\log(1/\epsilon) iterations; moreover, MtM^t converges to MM^*. This conjecture concerns the empirical convergence behavior of projected gradient descent for matrix completion and remains open according to the source.

Sources & referencesView supporting material

Primary source

Lijun Ding and Yudong Chen, “Leave-one-out Approach for Matrix Completion: Primal and Dual Analysis”, arXiv:1803.07554 (2020).

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