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Benjamin Recht

Publications and source records attributed to Benjamin Recht.

113 records · Page 7Linked to original sources

Necessary and Sufficient Conditions for Success of the Nuclear Norm Heuristic for Rank Minimization

Minimizing the rank of a matrix subject to constraints is a challenging problem that arises in many applications in control theory, machine learning, and discrete geometry. This class of optimization problems, known as rank minimization, is NP-HARD, and for most practical problems there are no efficient algorithms that yield exact solutions. A popular heuristic algorithm replaces the rank function with the nuclear norm--equal to the sum of the singular values--of the decision variable. In this paper, we provide a necessary and sufficient condition that quantifies when this heuristic successfully finds the minimum rank solution of a linear constraint set. We additionally provide a probability distribution over instances of the affine rank minimization problem such that instances sampled from this distribution satisfy our conditions for success with overwhelming probability provided the number of constraints is appropriately large. Finally, we give empirical evidence that these probabilistic bounds provide accurate predictions of the heuristic's performance in non-asymptotic scenarios.

math.OC

Exact Matrix Completion via Convex Optimization

We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at random from a matrix M. Can we complete the matrix and recover the entries that we have not seen? We show that one can perfectly recover most low-rank matrices from what appears to be an incomplete set of entries. We prove that if the number m of sampled entries obeys m >= C n^{1.2} r log n for some positive numerical constant C, then with very high probability, most n by n matrices of rank r can be perfectly recovered by solving a simple convex optimization program. This program finds the matrix with minimum nuclear norm that fits the data. The condition above assumes that the rank is not too large. However, if one replaces the 1.2 exponent with 1.25, then the result holds for all values of the rank. Similar results hold for arbitrary rectangular matrices as well. Our results are connected with the recent literature on compressed sensing, and show that objects other than signals and images can be perfectly reconstructed from very limited information.

cs.IT

Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization

The affine rank minimization problem consists of finding a matrix of minimum rank that satisfies a given system of linear equality constraints. Such problems have appeared in the literature of a diverse set of fields including system identification and control, Euclidean embedding, and collaborative filtering. Although specific instances can often be solved with specialized algorithms, the general affine rank minimization problem is NP-hard. In this paper, we show that if a certain restricted isometry property holds for the linear transformation defining the constraints, the minimum rank solution can be recovered by solving a convex optimization problem, namely the minimization of the nuclear norm over the given affine space. We present several random ensembles of equations where the restricted isometry property holds with overwhelming probability. The techniques used in our analysis have strong parallels in the compressed sensing framework. We discuss how affine rank minimization generalizes this pre-existing concept and outline a dictionary relating concepts from cardinality minimization to those of rank minimization.

math.OC

Using unitary operations to preserve quantum states in the presence of relaxation

When a quantum system interacts with an external environment, it undergoes the loss of quantum correlation (decoherence) and the loss of energy (relaxation) and eventually all of the quantum information becomes classical. Here we show a general principle to use unitary operations to establish and preserve particular non-equilibrium states in arbitrary relaxing quantum systems. We elucidate these concepts with examples of state preservation in one-spin and two-spin entangled systems.

quant-ph

Efficient Discrete Approximations of Quantum Gates

Quantum compiling addresses the problem of approximating an arbitrary quantum gate with a string of gates drawn from a particular finite set. It has been shown that this is possible for almost all choices of base sets and furthermore that the number of gates required for precision epsilon is only polynomial in log 1/epsilon. Here we prove that using certain sets of base gates quantum compiling requires a string length that is linear in log 1/epsilon, a result which matches the lower bound from counting volume up to constant factor.

quant-ph