2017
DOI: 10.48550/arxiv.1706.08934
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Reexamining Low Rank Matrix Factorization for Trace Norm Regularization

Abstract: Trace norm regularization is a widely used approach for learning low rank matrices. A standard optimization strategy is based on formulating the problem as one of low rank matrix factorization which, however, leads to a non-convex problem. In practice this approach works well, and it is often computationally faster than standard convex solvers such as proximal gradient methods. Nevertheless, it is not guaranteed to converge to a global optimum, and the optimization can be trapped at poor stationary points. In … Show more

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Cited by 4 publications
(7 citation statements)
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“…Similar to the idea in [35,88,103,127], we will characeterize the critical points of ( 14) by establishing a connection to the optimality condition of the convex problem (37). Towards this goal, we first show the global minimum of the convex program (37) provides a lower bound for the original problem (4).…”
Section: C1 Main Proofmentioning
confidence: 99%
“…Similar to the idea in [35,88,103,127], we will characeterize the critical points of ( 14) by establishing a connection to the optimality condition of the convex problem (37). Towards this goal, we first show the global minimum of the convex program (37) provides a lower bound for the original problem (4).…”
Section: C1 Main Proofmentioning
confidence: 99%
“…where 1) is equivalent to trace norm regularization [2], see e.g. [9] and references therein 3 . We follow the formulation of Eq.…”
Section: Methodsmentioning
confidence: 99%
“…We build on this method by adding a variational form of trace norm regularization that was first proposed for collaborative prediction (Srebro et al, 2005) and also applied to recommender systems (Koren et al, 2009). The use of this technique with gradient descent was recently justified theoretically (Ciliberto et al, 2017). Furthermore, Neyshabur et al (2015) argue that trace norm regularization could provide a sensible inductive bias for neural networks.…”
Section: Related Workmentioning
confidence: 99%
“…Unfortunately, there is no known way of directly computing the trace norm and its gradients that would be computationally feasible in the context of large deep learning models. Instead, we propose to combine the two-stage training method of with an indirect variational trace norm regularization technique (Srebro et al, 2005;Ciliberto et al, 2017). We describe this technique in more detail in Section 3.1 and report experimental results in Section 3.2.…”
Section: Training Low Rank Modelsmentioning
confidence: 99%
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