论文标题
张量电源迭代在随机胜过模型上的收敛的下限
Lower Bounds for the Convergence of Tensor Power Iteration on Random Overcomplete Models
论文作者
论文摘要
张量分解是统计和机器学习方面的强大原始性,并且在学习潜在可变模型或高斯混合物等问题中都有许多应用。在本文中,我们专注于使用电源迭代分解过度填充的随机张量。过去研究张量电源迭代性质的工作要么需要非平凡的数据独立初始化,要么仅限于底盘制度。此外,有几篇论文暗示了对数从对数上进行的许多迭代(就输入维度而言)足以使功率方法恢复其中一种张量组件。 在这里,我们介绍了张量迭代的动力学的新颖分析,该动力迭代从胜过度上初始化中的随机初始化,其中张量等级远大于其尺寸。出乎意料的是,我们表明多一级的步骤是将张量迭代的收敛到任何真实组件的收敛所必需的,这些组件反驳了先前的猜想。另一方面,我们的数值实验表明,在多项式时间内,张量功率迭代成功地恢复了张量的组件。为了进一步补充我们的经验证据,我们证明张量分解的流行目标函数严格沿着电源迭代路径增加。 我们的证明是基于高斯调节技术,该技术已应用于分析近似消息传递(AMP)算法。我们论点的主要成分是调理引理,使我们能够将AMP类型分析概括为非比例限制,并且在多个方面的幂方法上进行了多个迭代。
Tensor decomposition serves as a powerful primitive in statistics and machine learning, and has numerous applications in problems such as learning latent variable models or mixture of Gaussians. In this paper, we focus on using power iteration to decompose an overcomplete random tensor. Past work studying the properties of tensor power iteration either requires a non-trivial data-independent initialization, or is restricted to the undercomplete regime. Moreover, several papers implicitly suggest that logarithmically many iterations (in terms of the input dimension) are sufficient for the power method to recover one of the tensor components. Here we present a novel analysis of the dynamics of tensor power iteration from random initialization in the overcomplete regime, where the tensor rank is much greater than its dimension. Surprisingly, we show that polynomially many steps are necessary for convergence of tensor power iteration to any of the true component, which refutes the previous conjecture. On the other hand, our numerical experiments suggest that tensor power iteration successfully recovers tensor components for a broad range of parameters in polynomial time. To further complement our empirical evidence, we prove that a popular objective function for tensor decomposition is strictly increasing along the power iteration path. Our proof is based on the Gaussian conditioning technique, which has been applied to analyze the approximate message passing (AMP) algorithm. The major ingredient of our argument is a conditioning lemma that allows us to generalize AMP-type analysis to non-proportional limit and polynomially many iterations of the power method.