Improved Algorithms for Matrix Recovery from Rank-One Projections

Mohammadreza Soltani; Chinmay Hegde

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arXiv · 1705.07469

Improved Algorithms for Matrix Recovery from Rank-One Projections

Mohammadreza Soltani·Chinmay Hegde

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Abstract

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous theoretical analysis. We show that the proposed algorithms enjoy linear convergence and that their sample complexity is independent of the condition number of the unknown true low-rank matrix. By leveraging recent advances in low-rank matrix approximation techniques, we show that our algorithms achieve computational speed-ups over existing methods. Finally, we complement our theory with some numerical experiments.

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Mohammadreza Soltani, Chinmay Hegde. 2017-05-21. Improved Algorithms for Matrix Recovery from Rank-One Projections. https://arxiv.org/abs/1705.07469

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