Example of convex surrogate: low-rank matrix completion
5
Example of lifting: Max-Cut
6
Solving quadratic systems of equations
7
Motivation: a missing phase problem in imaging science
8
Motivation: latent variable models
9
Motivation: learning neural nets with quadratic activation
10
An equivalent view: low-rank factorization
11
Prior art (before our work)
12
A first impulse: maximum likelihood estimate
13
Interpretation of spectral initialization
14
Empirical performance of initialization (m = 12n)
15
Improving initialization
16
Iterative refinement stage: search directions
17
Performance guarantees of TWF (noiseless data)
18
Computational complexity
19
Numerical surprise
20
Stability under noisy data
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Explore the power of nonconvex optimization in solving random quadratic systems of equations in this lecture from the TRIAD Distinguished Lecture Series. Delivered by Princeton University's Yuxin Chen, delve into the effectiveness of convex relaxation techniques and their computational limitations. Discover an alternative approach using nonconvex programs and learn how these algorithms can return correct solutions in linear time under certain conditions. Examine the extension of this theory to noisy systems and understand how the algorithms achieve minimax optimal statistical accuracy. Gain insights into the computational efficiency of this method compared to traditional least-squares problems. Follow the lecture's progression from introduction to practical applications, covering topics such as phase retrieval in imaging science, latent variable models, and neural network learning with quadratic activation. Explore concepts like low-rank factorization, maximum likelihood estimation, spectral initialization, and iterative refinement techniques. Conclude with an analysis of performance guarantees and stability under noisy data conditions.
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The Power of Nonconvex Optimization in Solving Random Quadratic Systems of Equations - Lecture 1