Distributed Low-rank Matrix Factorization With Exact Consensus

Zhihui Zhu, Qiuwei Li, Xinshuo Yang, Gongguo Tang, Michael B. Wakin
2019 Neural Information Processing Systems  
Low-rank matrix factorization is a problem of broad importance, owing to the ubiquity of low-rank models in machine learning contexts. In spite of its nonconvexity, this problem has a well-behaved geometric landscape, permitting local search algorithms such as gradient descent to converge to global minimizers. In this paper, we study low-rank matrix factorization in the distributed setting, where local variables at each node encode parts of the overall matrix factors, and consensus is
more » ... among certain such variables. We identify conditions under which this new problem also has a well-behaved geometric landscape, and we propose an extension of distributed gradient descent (DGD) to solve this problem. The favorable landscape allows us to prove convergence to global optimality with exact consensus, a stronger result than what is provided by off-the-shelf DGD theory.
dblp:conf/nips/ZhuLYTW19 fatcat:h5xeheanjvbf3pn7cf6d42mehe