Skip to yearly menu bar Skip to main content


Poster

Robust Matrix Sensing in the Semi-Random Model

Xing Gao · Yu Cheng

Great Hall & Hall B1+B2 (level 1) #1720

Abstract: Low-rank matrix recovery is a fundamental problem in machine learning with numerous applications. In practice, the problem can be solved by convex optimization namely nuclear norm minimization, or by non-convex optimization as it is well-known that for low-rank matrix problems like matrix sensing and matrix completion, all local optima of the natural non-convex objectives are also globally optimal under certain ideal assumptions.In this paper, we study new approaches for matrix sensing in a semi-random model where an adversary can add any number of arbitrary sensing matrices. More precisely, the problem is to recover a low-rank matrix X from linear measurements bi=Ai,X, where an unknown subset of the sensing matrices satisfies the Restricted Isometry Property (RIP) and the rest of the Ai's are chosen adversarially.It is known that in the semi-random model, existing non-convex objectives can have bad local optima. To fix this, we present a descent-style algorithm that provably recovers the ground-truth matrix X. For the closely-related problem of semi-random matrix completion, prior work [CG18] showed that all bad local optima can be eliminated by reweighting the input data. However, the analogous approach for matrix sensing requires reweighting a set of matrices to satisfy RIP, which is a condition that is NP-hard to check. Instead, we build on the framework proposed in [KLL+23] for semi-random sparse linear regression, where the algorithm in each iteration reweights the input based on the current solution, and then takes a weighted gradient step that is guaranteed to work well locally. Our analysis crucially exploits the connection between sparsity in vector problems and low-rankness in matrix problems, which may have other applications in obtaining robust algorithms for sparse and low-rank problems.

Chat is not available.