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In this paper we analyze a simple spectral method (EIG1) for the problem of matrix alignment, consisting in aligning their leading eigenvectors: given two matrices $A$ and $B$, we compute $v_1$ and $v'_1$ two corresponding leading eigenvectors. The algorithm returns the permutation $\hat{\pi}$ such that the rank of coordinate $\hat{\pi}(i)$ in $v_1$ and that of coordinate $i$ in $v'_1$ (up to the sign of $v'_1$) are the same. We consider a model of weighted graphs where the adjacency matrix $A$ belongs to the Gaussian Orthogonal Ensemble (GOE) of size $N \times N$, and $B$ is a noisy version of $A$ where all nodes have been relabeled according to some planted permutation $\pi$, namely $B= \Pi^T (A+\sigma H) \Pi $, where $\Pi$ is the permutation matrix associated with $\pi$ and $H$ is an independent copy of $A$. We show the following zero-one law: with high probability, under the condition $\sigma N^{7/6+\epsilon} \to 0$ for some $\epsilon>0$, EIG1 recovers all but a vanishing part of the underlying permutation $\pi$, whereas if $\sigma N^{7/6-\epsilon} \to \infty$, this method cannot recover more than $o(N)$ correct matches. This result gives an understanding of the simplest and fastest spectral method for matrix alignment (or complete weighted graph alignment), and involves proof methods and techniques which could be of independent interest.

Multi-view clustering (MVC) has been extensively studied to collect multiple source information in recent years. One typical type of MVC methods is based on matrix factorization to effectively perform dimension reduction and clustering. However, the existing approaches can be further improved with following considerations: i) The current one-layer matrix factorization framework cannot fully exploit the useful data representations. ii) Most algorithms only focus on the shared information while ignore the view-specific structure leading to suboptimal solutions. iii) The partition level information has not been utilized in existing work. To solve the above issues, we propose a novel multi-view clustering algorithm via deep matrix decomposition and partition alignment. To be specific, the partition representations of each view are obtained through deep matrix decomposition, and then are jointly utilized with the optimal partition representation for fusing multi-view information. Finally, an alternating optimization algorithm is developed to solve the optimization problem with proven convergence. The comprehensive experimental results conducted on six benchmark multi-view datasets clearly demonstrates the effectiveness of the proposed algorithm against the SOTA methods.

The Burer-Monteiro method is one of the most widely used techniques for solving large-scale semidefinite programs (SDP). The basic idea is to solve a nonconvex program in $Y$, where $Y$ is an $n \times p$ matrix such that $X = Y Y^T$. In this paper, we show that this method can solve SDPs in polynomial time in a smoothed analysis setting. More precisely, we consider an SDP whose domain satisfies some compactness and smoothness assumptions, and slightly perturb the cost matrix and the constraints. We show that if $p \gtrsim \sqrt{2(1+\eta)m}$, where $m$ is the number of constraints and $\eta>0$ is any fixed constant, then the Burer-Monteiro method can solve SDPs to any desired accuracy in polynomial time, in the setting of smooth analysis. Our bound on $p$ approaches the celebrated Barvinok-Pataki bound in the limit as $\eta$ goes to zero, beneath which it is known that the nonconvex program can be suboptimal. Previous analyses were unable to give polynomial time guarantees for the Burer-Monteiro method, since they either assumed that the criticality conditions are satisfied exactly, or ignored the nontrivial problem of computing an approximately feasible solution. We address the first problem through a novel connection with tubular neighborhoods of algebraic varieties. For the feasibility problem we consider a least squares formulation, and provide the first guarantees that do not rely on the restricted isometry property.

Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the underlying matrix, as would be imposed by rank constraints. In this manuscript, we build some theoretical intuition for this behavior. We consider matrices which are not necessarily low-rank, but lie in a low-dimensional non-linear manifold. We show that nuclear-norm penalization is still effective for recovering these matrices when observations are missing completely at random. In particular, we give upper bounds on the rate of convergence as a function of the number of rows, columns, and observed entries in the matrix, as well as the smoothness and dimension of the non-linear embedding. We additionally give a minimax lower bound: This lower bound agrees with our upper bound (up to a logarithmic factor), which shows that nuclear-norm penalization is (up to log terms) minimax rate optimal for these problems.

We derive explicit formulas for the inverses of truncated block Toeplitz matrices that have a positive Hermitian matrix symbol with integrable inverse. The main ingredients of the formulas are the Fourier coefficients of the phase function attached to the symbol. The derivation of the formulas involves the dual process of a stationary process that has the symbol as spectral density. We illustrate the usefulness of the formulas by two applications. The first one is a strong convergence result for solutions of Toeplitz systems. The second application is closed-form formulas for the inverses of truncated block Toeplitz matrices that have a rational symbol. The significance of the closed-form formulas is that they provide us with a linear-time algorithm to compute the solutions of corresponding Toeplitz systems.

In this paper we tackle two important challenges related to the accurate partial singular value decomposition (SVD) and numerical rank estimation of a huge matrix to use in low-rank learning problems in a fast way. We use the concepts of Krylov subspaces such as the Golub-Kahan bidiagonalization process as well as Ritz vectors to achieve these goals. Our experiments identify various advantages of the proposed methods compared to traditional and randomized SVD (R-SVD) methods with respect to the accuracy of the singular values and corresponding singular vectors computed in a similar execution time. The proposed methods are appropriate for applications involving huge matrices where accuracy in all spectrum of the desired singular values, and also all of corresponding singular vectors is essential. We evaluate our method in the real application of Riemannian similarity learning (RSL) between two various image datasets of MNIST and USPS.

Multi-view clustering is an important yet challenging task in machine learning and data mining community. One popular strategy for multi-view clustering is matrix factorization which could explore useful feature representations at lower-dimensional space and therefore alleviate dimension curse. However, there are two major drawbacks in the existing work: i) most matrix factorization methods are limited to shadow depth, which leads to the inability to fully discover the rich hidden information of original data. Few deep matrix factorization methods provide a basis for the selection of the new representation's dimensions of different layers. ii) the majority of current approaches only concentrate on the view-shared information and ignore the specific local features in different views. To tackle the above issues, we propose a novel Multi-View Clustering method with Deep semi-NMF and Global Graph Refinement (MVC-DMF-GGR) in this paper. Firstly, we capture new representation matrices for each view by hierarchical decomposition, then learn a common graph by approximating a combination of graphs which are reconstructed from these new representations to refine the new representations in return. An alternate algorithm with proved convergence is then developed to solve the optimization problem and the results on six multi-view benchmarks demonstrate the effectiveness and superiority of our proposed algorithm.

We show that for the problem of testing if a matrix $A \in F^{n \times n}$ has rank at most $d$, or requires changing an $\epsilon$-fraction of entries to have rank at most $d$, there is a non-adaptive query algorithm making $\widetilde{O}(d^2/\epsilon)$ queries. Our algorithm works for any field $F$. This improves upon the previous $O(d^2/\epsilon^2)$ bound (SODA'03), and bypasses an $\Omega(d^2/\epsilon^2)$ lower bound of (KDD'14) which holds if the algorithm is required to read a submatrix. Our algorithm is the first such algorithm which does not read a submatrix, and instead reads a carefully selected non-adaptive pattern of entries in rows and columns of $A$. We complement our algorithm with a matching query complexity lower bound for non-adaptive testers over any field. We also give tight bounds of $\widetilde{\Theta}(d^2)$ queries in the sensing model for which query access comes in the form of $\langle X_i, A\rangle:=tr(X_i^\top A)$; perhaps surprisingly these bounds do not depend on $\epsilon$. We next develop a novel property testing framework for testing numerical properties of a real-valued matrix $A$ more generally, which includes the stable rank, Schatten-$p$ norms, and SVD entropy. Specifically, we propose a bounded entry model, where $A$ is required to have entries bounded by $1$ in absolute value. We give upper and lower bounds for a wide range of problems in this model, and discuss connections to the sensing model above.

We introduce negative binomial matrix factorization (NBMF), a matrix factorization technique specially designed for analyzing over-dispersed count data. It can be viewed as an extension of Poisson matrix factorization (PF) perturbed by a multiplicative term which models exposure. This term brings a degree of freedom for controlling the dispersion, making NBMF more robust to outliers. We show that NBMF allows to skip traditional pre-processing stages, such as binarization, which lead to loss of information. Two estimation approaches are presented: maximum likelihood and variational Bayes inference. We test our model with a recommendation task and show its ability to predict user tastes with better precision than PF.

Since the invention of word2vec, the skip-gram model has significantly advanced the research of network embedding, such as the recent emergence of the DeepWalk, LINE, PTE, and node2vec approaches. In this work, we show that all of the aforementioned models with negative sampling can be unified into the matrix factorization framework with closed forms. Our analysis and proofs reveal that: (1) DeepWalk empirically produces a low-rank transformation of a network's normalized Laplacian matrix; (2) LINE, in theory, is a special case of DeepWalk when the size of vertices' context is set to one; (3) As an extension of LINE, PTE can be viewed as the joint factorization of multiple networks' Laplacians; (4) node2vec is factorizing a matrix related to the stationary distribution and transition probability tensor of a 2nd-order random walk. We further provide the theoretical connections between skip-gram based network embedding algorithms and the theory of graph Laplacian. Finally, we present the NetMF method as well as its approximation algorithm for computing network embedding. Our method offers significant improvements over DeepWalk and LINE for conventional network mining tasks. This work lays the theoretical foundation for skip-gram based network embedding methods, leading to a better understanding of latent network representation learning.