Matrix Completion has No Spurious Local Minimum

Part of Advances in Neural Information Processing Systems 29 (NIPS 2016)

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Authors

Rong Ge, Jason D. Lee, Tengyu Ma

Abstract

<p>Matrix completion is a basic machine learning problem that has wide applications, especially in collaborative filtering and recommender systems. Simple non-convex optimization algorithms are popular and effective in practice. Despite recent progress in proving various non-convex algorithms converge from a good initial point, it remains unclear why random or arbitrary initialization suffices in practice. We prove that the commonly used non-convex objective function for matrix completion has no spurious local minima --- all local minima must also be global. Therefore, many popular optimization algorithms such as (stochastic) gradient descent can provably solve matrix completion with \textit{arbitrary} initialization in polynomial time.</p>