A New Complexity Metric for Nonconvex Rank-one Generalized Matrix Completion

TL;DR

This paper introduces a novel complexity metric for low-rank matrix optimization problems, aiming to unify and extend existing measures like RIP and incoherence, and demonstrates its effectiveness through theoretical analysis and practical examples.

Contribution

The paper proposes a new complexity metric that generalizes existing notions and applies to a broader class of problems, with theoretical guarantees for the existence of spurious solutions.

Findings

The metric behaves consistently across different problem instances.

It provides necessary and sufficient conditions for spurious solutions.

It outperforms existing conditions in certain scenarios.

Abstract

In this work, we develop a new complexity metric for an important class of low-rank matrix optimization problems in both symmetric and asymmetric cases, where the metric aims to quantify the complexity of the nonconvex optimization landscape of each problem and the success of local search methods in solving the problem. The existing literature has focused on two complexity bounds. The RIP constant is commonly used to characterize the complexity of matrix sensing problems. On the other hand, the incoherence and the sampling rate are used when analyzing matrix completion problems. The proposed complexity metric has the potential to generalize these two notions and also applies to a much larger class of problems. To mathematically study the properties of this metric, we focus on the rank-$1$ generalized matrix completion problem and illustrate the usefulness of the new complexity metric on three types of instances, namely, instances with the RIP condition, instances obeying the Bernoulli sampling model, and a synthetic example. We show that the complexity metric exhibits a consistent behavior in the three cases, even when other existing conditions fail to provide theoretical guarantees. These observations provide a strong implication that the new complexity metric has the potential to generalize various conditions of optimization complexity proposed for different applications. Furthermore, we establish theoretical results to provide sufficient and necessary conditions for the existence of spurious solutions in terms of the proposed complexity metric. This contrasts with the RIP and incoherence conditions that fail to provide any necessary condition.