Yudong Wei

Direction-Magnitude Decomposition for Low-Rank Matrix Optimization: Faster Convergence and Saddle-to-saddle Dynamics

Yudong Wei, Liang Zhang, Bingcong Li, Niao He

Low-rank matrix optimization is often carried out via the Burer-Monteiro (BM) formulation, but choosing the factorization rank $r$ is delicate and can substantially slow optimization. We propose a unified framework, termed direction-magnitude decomposition (DMD), that decomposes…Read more