Non-square matrix sensing without spurious local minima via the Burer-Monteiro approach

AISTATS, pp. 65-74, 2017.

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Abstract:

We consider the non-square matrix sensing problem, under restricted isometry property (RIP) assumptions. We focus on the non-convex formulation, where any rank-$r$ matrix $X in mathbb{R}^{m times n}$ is represented as $UV^top$, where $U in mathbb{R}^{m times r}$ and $V in mathbb{R}^{n times r}$. In this paper, we complement recent finding...More

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