Dictionary Learning and Matrix Recovery with Optimal Rate

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Van Vu, Yale University

Let A be an n脳n matrix, X be an n脳p matrix and Y = AX.听 A challenging and important problem in data analysis, motived by听dictionary learning, is to recover both A and X, given Y.听Under normal circumstances, it is clear that the problem is underdetermined. However, as showed by Spielman et. al., one can succeed when X is sufficiently sparse and random. 听In this talk, we discuss a solution to a conjecture听 raised by Spielman et. al. concerning the optimal condition which guarantees efficient recovery.听The main听 technical ingredient of our analysis is a novel way to use the 蔚-net argument in high dimensions for proving听 matrix concentration, beating the standard union bound. This part is of independent interest.听Joint work with K. Luh (Yale).听