A Non-convex One-Pass Framework for Generalized Factorization Machine and Rank-One Matrix Sensing

Ming Lin,Jieping Ye

Published 2016 in Neural Information Processing Systems

ABSTRACT

We develop an efficient alternating framework for learning a generalized version of Factorization Machine (gFM) on steaming data with provable guarantees. When the instances are sampled from $d$ dimensional random Gaussian vectors and the target second order coefficient matrix in gFM is of rank $k$, our algorithm converges linearly, achieves $O(\epsilon)$ recovery error after retrieving $O(k^{3}d\log(1/\epsilon))$ training instances, consumes $O(kd)$ memory in one-pass of dataset and only requires matrix-vector product operations in each iteration. The key ingredient of our framework is a construction of an estimation sequence endowed with a so-called Conditionally Independent RIP condition (CI-RIP). As special cases of gFM, our framework can be applied to symmetric or asymmetric rank-one matrix sensing problems, such as inductive matrix completion and phase retrieval.

PUBLICATION RECORD

  • Publication year

    2016

  • Venue

    Neural Information Processing Systems

  • Publication date

    2016-08-21

  • Fields of study

    Mathematics, Computer Science

  • Identifiers
  • External record

    Open on Semantic Scholar

  • Source metadata

    Semantic Scholar

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