The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization that makes the trace norm differentiable in the search space and the computation of duality gap numerically tractable. The search space is nonlinear but is equipped with a particular Riemannian structure that leads to efficient computations. We present a second-order trust-region algorithm with a guaranteed quadratic rate of convergence. Overall, the proposed optimization scheme converges super-linearly to the global solution while maintaining complexity that is linear in the number of rows and columns of the matrix. To compute a set of solutions efficiently for a grid of regularization parameters we propose a predictorcorrector approach that outperforms the naive warm-restart approach on the fixed-rank quotient manifold. The performance of the proposed algorithm is illustrated on problems of low-rank matrix completion and multivariate linear regression.
Motivated by the problem of learning a linear regression model whose parameter is a large fixed-rank non-symmetric matrix, we consider the optimization of a smooth cost function defined on the set of fixed-rank matrices. We adopt the geometric framework of optimization on Riemannian quotient manifolds. We study the underlying geometries of several well-known fixed-rank matrix factorizations and then exploit the Riemannian quotient geometry of the search space in the design of a class of gradient descent and trustregion algorithms. The proposed algorithms generalize our previous results on fixed-rank symmetric positive semidefinite matrices, apply to a broad range of applications, scale to high-dimensional problems and confer a geometric basis to recent contributions on the learning of fixed-rank non-symmetric matrices. We make connections with existing algorithms in the context of low-rank matrix completion and discuss relative usefulness of the proposed framework. Numerical experiments suggest that the proposed algorithms compete with the state-of-the-art and that manifold optimization offers an effective and versatile framework for the design of machine learning algorithms that learn a fixed-rank matrix.
Abstract-We exploit the versatile framework of Riemannian optimization on quotient manifolds to develop R3MC, a nonlinear conjugate-gradient method for low-rank matrix completion. The underlying search space of fixed-rank matrices is endowed with a novel Riemannian metric that is tailored to the least-squares cost. Numerical comparisons suggest that R3MC robustly outperforms state-of-the-art algorithms across different problem instances, especially those that combine scarcely sampled and ill-conditioned data.
We propose a novel geometric approach for learning bilingual mappings given monolingual embeddings and a bilingual dictionary. Our approach decouples the source-to-target language transformation into (a) languagespecific rotations on the original embeddings to align them in a common, latent space, and (b) a language-independent similarity metric in this common space to better model the similarity between the embeddings. Overall, we pose the bilingual mapping problem as a classification problem on smooth Riemannian manifolds. Empirically, our approach outperforms previous approaches on the bilingual lexicon induction and cross-lingual word similarity tasks.We next generalize our framework to represent multiple languages in a common latent space. Language-specific rotations for all the languages and a common similarity metric in the latent space are learned jointly from bilingual dictionaries for multiple language pairs. We illustrate the effectiveness of joint learning for multiple languages in an indirect word translation setting.
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