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When Does Non-Orthogonal Tensor Decomposition Have No Spurious Local Minima?

22 November 2019
Maziar Sanjabi
Sina Baharlouei
Meisam Razaviyayn
Jason D. Lee
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Abstract

We study the optimization problem for decomposing ddd dimensional fourth-order Tensors with kkk non-orthogonal components. We derive \textit{deterministic} conditions under which such a problem does not have spurious local minima. In particular, we show that if κ=λmaxλmin<54\kappa = \frac{\lambda_{max}}{\lambda_{min}} < \frac{5}{4}κ=λmin​λmax​​<45​, and incoherence coefficient is of the order O(1d)O(\frac{1}{\sqrt{d}})O(d​1​), then all the local minima are globally optimal. Using standard techniques, these conditions could be easily transformed into conditions that would hold with high probability in high dimensions when the components are generated randomly. Finally, we prove that the tensor power method with deflation and restarts could efficiently extract all the components within a tolerance level O(κkτ3)O(\kappa \sqrt{k\tau^3})O(κkτ3​) that seems to be the noise floor of non-orthogonal tensor decomposition.

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