arXiv subjects

Yuqian Zhang

Publications and source records attributed to Yuqian Zhang.

51 records · Page 3Linked to original sources

arXiv2021

Low-rank matrix recovery with non-quadratic loss: projected gradient method and regularity projection oracle

Existing results for low-rank matrix recovery largely focus on quadratic loss, which enjoys favorable properties such as restricted strong convexity/smoothness (RSC/RSM) and well conditioning over all low rank matrices. However, many interesting problems involve more general, non-quadratic losses, which do not satisfy such properties. For these problems, standard nonconvex approaches such as rank-constrained projected gradient descent (a.k.a. iterative hard thresholding) and Burer-Monteiro factorization could have poor empirical performance, and there is no satisfactory theory guaranteeing global and fast convergence for these algorithms. In this paper, we show that a critical component in provable low-rank recovery with non-quadratic loss is a regularity projection oracle. This oracle restricts iterates to low-rank matrices within an appropriate bounded set, over which the loss function is well behaved and satisfies a set of approximate RSC/RSM conditions. Accordingly, we analyze an (averaged) projected gradient method equipped with such an oracle, and prove that it converges globally and linearly. Our results apply to a wide range of non-quadratic low-rank estimation problems including one bit matrix sensing/completion, individualized rank aggregation, and more broadly generalized linear models with rank constraints.

stat.ML↗

arXiv2020

Structures of Spurious Local Minima in $k$-means

$k$-means clustering is a fundamental problem in unsupervised learning. The problem concerns finding a partition of the data points into $k$ clusters such that the within-cluster variation is minimized. Despite its importance and wide applicability, a theoretical understanding of the $k$-means problem has not been completely satisfactory. Existing algorithms with theoretical performance guarantees often rely on sophisticated (sometimes artificial) algorithmic techniques and restricted assumptions on the data. The main challenge lies in the non-convex nature of the problem; in particular, there exist additional local solutions other than the global optimum. Moreover, the simplest and most popular algorithm for $k$-means, namely Lloyd's algorithm, generally converges to such spurious local solutions both in theory and in practice. In this paper, we approach the $k$-means problem from a new perspective, by investigating the structures of these spurious local solutions under a probabilistic generative model with $k$ ground truth clusters. As soon as $k=3$, spurious local minima provably exist, even for well-separated and balanced clusters. One such local minimum puts two centers at one true cluster, and the third center in the middle of the other two true clusters. For general $k$, one local minimum puts multiple centers at a true cluster, and one center in the middle of multiple true clusters. Perhaps surprisingly, we prove that this is essentially the only type of spurious local minima under a separation condition. Our results pertain to the $k$-means formulation for mixtures of Gaussians or bounded distributions. Our theoretical results corroborate existing empirical observations and provide justification for several improved algorithms for $k$-means clustering.

stat.ML↗

arXiv2019

Polynomial Matrix Completion for Missing Data Imputation and Transductive Learning

This paper develops new methods to recover the missing entries of a high-rank or even full-rank matrix when the intrinsic dimension of the data is low compared to the ambient dimension. Specifically, we assume that the columns of a matrix are generated by polynomials acting on a low-dimensional intrinsic variable, and wish to recover the missing entries under this assumption. We show that we can identify the complete matrix of minimum intrinsic dimension by minimizing the rank of the matrix in a high dimensional feature space. We develop a new formulation of the resulting problem using the kernel trick together with a new relaxation of the rank objective, and propose an efficient optimization method. We also show how to use our methods to complete data drawn from multiple nonlinear manifolds. Comparative studies on synthetic data, subspace clustering with missing data, motion capture data recovery, and transductive learning verify the superiority of our methods over the state-of-the-art.

cs.LG↗

arXiv2019

Analysis of the Optimization Landscapes for Overcomplete Representation Learning

We study nonconvex optimization landscapes for learning overcomplete representations, including learning (i) sparsely used overcomplete dictionaries and (ii) convolutional dictionaries, where these unsupervised learning problems find many applications in high-dimensional data analysis. Despite the empirical success of simple nonconvex algorithms, theoretical justifications of why these methods work so well are far from satisfactory. In this work, we show these problems can be formulated as $\ell^4$-norm optimization problems with spherical constraint, and study the geometric properties of their nonconvex optimization landscapes. For both problems, we show the nonconvex objectives have benign (global) geometric structures, in the sense that every local minimizer is close to one of the target solutions and every saddle point exhibits negative curvature. This discovery enables the development of guaranteed global optimization methods using simple initializations. For both problems, we show the nonconvex objectives have benign geometric structures -- every local minimizer is close to one of the target solutions and every saddle point exhibits negative curvature -- either in the entire space or within a sufficiently large region. This discovery ensures local search algorithms (such as Riemannian gradient descent) with simple initializations approximately find the target solutions. Finally, numerical experiments justify our theoretical discoveries.

cs.LG↗

arXiv2019

Convolutional Phase Retrieval via Gradient Descent

We study the convolutional phase retrieval problem, of recovering an unknown signal $\mathbf x \in \mathbb C^n $ from $m$ measurements consisting of the magnitude of its cyclic convolution with a given kernel $\mathbf a \in \mathbb C^m $. This model is motivated by applications such as channel estimation, optics, and underwater acoustic communication, where the signal of interest is acted on by a given channel/filter, and phase information is difficult or impossible to acquire. We show that when $\mathbf a$ is random and the number of observations $m$ is sufficiently large, with high probability $\mathbf x$ can be efficiently recovered up to a global phase shift using a combination of spectral initialization and generalized gradient descent. The main challenge is coping with dependencies in the measurement operator. We overcome this challenge by using ideas from decoupling theory, suprema of chaos processes and the restricted isometry property of random circulant matrices, and recent analysis of alternating minimization methods.

stat.CO↗

arXiv2019

Short-and-Sparse Deconvolution -- A Geometric Approach

Short-and-sparse deconvolution (SaSD) is the problem of extracting localized, recurring motifs in signals with spatial or temporal structure. Variants of this problem arise in applications such as image deblurring, microscopy, neural spike sorting, and more. The problem is challenging in both theory and practice, as natural optimization formulations are nonconvex. Moreover, practical deconvolution problems involve smooth motifs (kernels) whose spectra decay rapidly, resulting in poor conditioning and numerical challenges. This paper is motivated by recent theoretical advances, which characterize the optimization landscape of a particular nonconvex formulation of SaSD. This is used to derive a $provable$ algorithm which exactly solves certain non-practical instances of the SaSD problem. We leverage the key ideas from this theory (sphere constraints, data-driven initialization) to develop a $practical$ algorithm, which performs well on data arising from a range of application areas. We highlight key additional challenges posed by the ill-conditioning of real SaSD problems, and suggest heuristics (acceleration, continuation, reweighting) to mitigate them. Experiments demonstrate both the performance and generality of the proposed method.

eess.SP↗

arXiv2019

Structured Local Optima in Sparse Blind Deconvolution

Blind deconvolution is a ubiquitous problem of recovering two unknown signals from their convolution. Unfortunately, this is an ill-posed problem in general. This paper focuses on the {\em short and sparse} blind deconvolution problem, where the one unknown signal is short and the other one is sparsely and randomly supported. This variant captures the structure of the unknown signals in several important applications. We assume the short signal to have unit $\ell^2$ norm and cast the blind deconvolution problem as a nonconvex optimization problem over the sphere. We demonstrate that (i) in a certain region of the sphere, every local optimum is close to some shift truncation of the ground truth, and (ii) for a generic short signal of length $k$, when the sparsity of activation signal $θ\lesssim k^{-2/3}$ and number of measurements $m\gtrsim poly(k)$, a simple initialization method together with a descent algorithm which escapes strict saddle points recovers a near shift truncation of the ground truth kernel.

eess.SP↗

arXiv2019

Global Convergence of Least Squares EM for Demixing Two Log-Concave Densities

This work studies the location estimation problem for a mixture of two rotation invariant log-concave densities. We demonstrate that Least Squares EM, a variant of the EM algorithm, converges to the true location parameter from a randomly initialized point. We establish the explicit convergence rates and sample complexity bounds, revealing their dependence on the signal-to-noise ratio and the tail property of the log-concave distribution. Moreover, we show that this global convergence property is robust under model mis-specification. Our analysis generalizes previous techniques for proving the convergence results for Gaussian mixtures. In particular, we make use of an angle-decreasing property for establishing global convergence of Least Squares EM beyond Gaussian settings, as $\ell_2$ distance contraction no longer holds globally for general log-concave mixtures.

stat.ML↗

arXiv2019

Geometry and Symmetry in Short-and-Sparse Deconvolution

We study the $\textit{Short-and-Sparse (SaS) deconvolution}$ problem of recovering a short signal $\mathbf a_0$ and a sparse signal $\mathbf x_0$ from their convolution. We propose a method based on nonconvex optimization, which under certain conditions recovers the target short and sparse signals, up to a signed shift symmetry which is intrinsic to this model. This symmetry plays a central role in shaping the optimization landscape for deconvolution. We give a $\textit{regional analysis}$, which characterizes this landscape geometrically, on a union of subspaces. Our geometric characterization holds when the length-$p_0$ short signal $\mathbf a_0$ has shift coherence $μ$, and $\mathbf x_0$ follows a random sparsity model with sparsity rate $θ\in \Bigl[\frac{c_1}{p_0}, \frac{c_2}{p_0\sqrtμ+ \sqrt{p_0}}\Bigr]\cdot\frac{1}{\log^2p_0}$. Based on this geometry, we give a provable method that successfully solves SaS deconvolution with high probability.

eess.SP↗

arXiv2019

On the Global Geometry of Sphere-Constrained Sparse Blind Deconvolution

Blind deconvolution is the problem of recovering a convolutional kernel $\boldsymbol a_0$ and an activation signal $\boldsymbol x_0$ from their convolution $\boldsymbol y = \boldsymbol a_0 \circledast \boldsymbol x_0$. This problem is ill-posed without further constraints or priors. This paper studies the situation where the nonzero entries in the activation signal are sparsely and randomly populated. We normalize the convolution kernel to have unit Frobenius norm and cast the sparse blind deconvolution problem as a nonconvex optimization problem over the sphere. With this spherical constraint, every spurious local minimum turns out to be close to some signed shift truncation of the ground truth, under certain hypotheses. This benign property motivates an effective two stage algorithm that recovers the ground truth from the partial information offered by a suboptimal local minimum. This geometry-inspired algorithm recovers the ground truth for certain microscopy problems, also exhibits promising performance in the more challenging image deblurring problem. Our insights into the global geometry and the two stage algorithm extend to the convolutional dictionary learning problem, where a superposition of multiple convolution signals is observed.

cs.CV↗

arXiv2018

Dictionary Learning in Fourier Transform Scanning Tunneling Spectroscopy

Modern high-resolution microscopes, such as the scanning tunneling microscope, are commonly used to study specimens that have dense and aperiodic spatial structure. Extracting meaningful information from images obtained from such microscopes remains a formidable challenge. Fourier analysis is commonly used to analyze the underlying structure of fundamental motifs present in an image. However, the Fourier transform fundamentally suffers from severe phase noise when applied to aperiodic images. Here, we report the development of a new algorithm based on nonconvex optimization, applicable to any microscopy modality, that directly uncovers the fundamental motifs present in a real-space image. Apart from being quantitatively superior to traditional Fourier analysis, we show that this novel algorithm also uncovers phase sensitive information about the underlying motif structure. We demonstrate its usefulness by studying scanning tunneling microscopy images of a Co-doped iron arsenide superconductor and prove that the application of the algorithm allows for the complete recovery of quasiparticle interference in this material. Our phase sensitive quasiparticle interference imaging results indicate that the pairing symmetry in optimally doped NaFeAs is consistent with a sign-changing s+- order parameter.

physics.comp-ph↗

arXiv2017

Scalable Robust Matrix Recovery: Frank-Wolfe Meets Proximal Methods

Recovering matrices from compressive and grossly corrupted observations is a fundamental problem in robust statistics, with rich applications in computer vision and machine learning. In theory, under certain conditions, this problem can be solved in polynomial time via a natural convex relaxation, known as Compressive Principal Component Pursuit (CPCP). However, all existing provable algorithms for CPCP suffer from superlinear per-iteration cost, which severely limits their applicability to large scale problems. In this paper, we propose provable, scalable and efficient methods to solve CPCP with (essentially) linear per-iteration cost. Our method combines classical ideas from Frank-Wolfe and proximal methods. In each iteration, we mainly exploit Frank-Wolfe to update the low-rank component with rank-one SVD and exploit the proximal step for the sparse term. Convergence results and implementation details are also discussed. We demonstrate the scalability of the proposed approach with promising numerical experiments on visual data.

math.OC↗

arXiv2014

Efficient Point-to-Subspace Query in $\ell^1$ with Application to Robust Object Instance Recognition

Motivated by vision tasks such as robust face and object recognition, we consider the following general problem: given a collection of low-dimensional linear subspaces in a high-dimensional ambient (image) space, and a query point (image), efficiently determine the nearest subspace to the query in $\ell^1$ distance. In contrast to the naive exhaustive search which entails large-scale linear programs, we show that the computational burden can be cut down significantly by a simple two-stage algorithm: (1) projecting the query and data-base subspaces into lower-dimensional space by random Cauchy matrix, and solving small-scale distance evaluations (linear programs) in the projection space to locate candidate nearest; (2) with few candidates upon independent repetition of (1), getting back to the high-dimensional space and performing exhaustive search. To preserve the identity of the nearest subspace with nontrivial probability, the projection dimension typically is low-order polynomial of the subspace dimension multiplied by logarithm of number of the subspaces (Theorem 2.1). The reduced dimensionality and hence complexity renders the proposed algorithm particularly relevant to vision application such as robust face and object instance recognition that we investigate empirically.

cs.CV↗

arXiv2013

Toward Guaranteed Illumination Models for Non-Convex Objects

Illumination variation remains a central challenge in object detection and recognition. Existing analyses of illumination variation typically pertain to convex, Lambertian objects, and guarantee quality of approximation in an average case sense. We show that it is possible to build V(vertex)-description convex cone models with worst-case performance guarantees, for non-convex Lambertian objects. Namely, a natural verification test based on the angle to the constructed cone guarantees to accept any image which is sufficiently well-approximated by an image of the object under some admissible lighting condition, and guarantees to reject any image that does not have a sufficiently good approximation. The cone models are generated by sampling point illuminations with sufficient density, which follows from a new perturbation bound for point images in the Lambertian model. As the number of point images required for guaranteed verification may be large, we introduce a new formulation for cone preserving dimensionality reduction, which leverages tools from sparse and low-rank decomposition to reduce the complexity, while controlling the approximation error with respect to the original cone.

cs.CV↗

arXiv2012

Efficient Point-to-Subspace Query in $\ell^1$: Theory and Applications in Computer Vision

stat.ML↗