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Simple and practical algorithms for $\ell_p$-norm low-rank approximation
Proceedings of the 34th Conference on Uncertainty in Artificial Intelligence, PMLR R16:413-423, 2018.
Abstract
We propose practical algorithms for entrywise ‘p-norm low-rank approximation, for p = 1 or p = 1. The proposed framework, which is non-convex and gradient-based, is easy to implement and typically attains better approx- imations, faster, than state of the art. From a theoretical standpoint, we show that the proposed scheme can attain (1 + ")- OPT approximations. Our algorithms are not hyperparameter-free: they achieve the desider- ata only assuming algorithm’s hyperparame- ters are known apriori—or are at least approx- imable. I.e., our theory indicates what problem quantities need to be known, in order to get a good solution within polynomial time, and does not contradict to recent inapproximabilty results, as in [46].