Rank-one matrix estimation: analytic time evolution of gradient descent dynamics.

Antoine Bodin Nicolas Macris

Published in: COLT (2021)

Keyphrases

temporal evolution
singular values
cost function
dynamical systems
accurate estimation
singular value decomposition
positive definite
dynamic model
low rank
rank aggregation
nuclear norm minimization
coefficient matrix
rank order
estimation accuracy
estimation error
covariance matrix
loss function
least squares