Projected gradient descent convergence conjecture for matrix completion
Projected gradient descent convergence conjecture for matrix completion
Let be symmetric positive semidefinite, and let be generated under the model : each with is observed independently with probability , and if and only if . Let denote the sampling projection, and let the projected gradient descent algorithm use iterates and step size . For some numbers depending on the rank and incoherence parameter , the following holds under this model. Projected gradient descent convergence conjecture. If
then with high probability, projected gradient descent with fixed step size outputs a matrix of rank at most such that
after iterations; moreover, converges to . 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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