Parameterized Complexity of Matrix Factorization - IBM · Parameterized Complexity of Matrix...

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Parameterized Complexity of Matrix Factorization

David P. Woodruff

IBM Almaden

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. .

Based on joint works with Ilya Razenshteyn, Zhao Song, Peilin Zhong

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 1 / 50

Outline

Frobenius norm factorization can be done in polynomial time

Intractable matrix problems

I Nonnegative matrix factorization(NMF)

F Arora-Ge-Kannan-Moitra’12, Moitra’13

I Weighted low rank approximation(WLRA)

F Razenshteyn-Song-W’16

I `1 low rank approximation(`1LRA)

F Song-W-Zhong’16

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 2 / 50

Outline

Frobenius norm factorization can be done in polynomial timeIntractable matrix problems

I Nonnegative matrix factorization(NMF)

F Arora-Ge-Kannan-Moitra’12, Moitra’13

I Weighted low rank approximation(WLRA)

F Razenshteyn-Song-W’16

I `1 low rank approximation(`1LRA)

F Song-W-Zhong’16

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 2 / 50

Outline

Frobenius norm factorization can be done in polynomial timeIntractable matrix problems

I Nonnegative matrix factorization(NMF)

F Arora-Ge-Kannan-Moitra’12, Moitra’13I Weighted low rank approximation(WLRA)

F Razenshteyn-Song-W’16

I `1 low rank approximation(`1LRA)

F Song-W-Zhong’16

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 2 / 50

Outline

Frobenius norm factorization can be done in polynomial timeIntractable matrix problems

I Nonnegative matrix factorization(NMF)F Arora-Ge-Kannan-Moitra’12, Moitra’13

I Weighted low rank approximation(WLRA)

F Razenshteyn-Song-W’16

I `1 low rank approximation(`1LRA)

F Song-W-Zhong’16

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 2 / 50

Outline

Frobenius norm factorization can be done in polynomial timeIntractable matrix problems

I Nonnegative matrix factorization(NMF)F Arora-Ge-Kannan-Moitra’12, Moitra’13

I Weighted low rank approximation(WLRA)

F Razenshteyn-Song-W’16I `1 low rank approximation(`1LRA)

F Song-W-Zhong’16

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 2 / 50

Outline

Frobenius norm factorization can be done in polynomial timeIntractable matrix problems

I Nonnegative matrix factorization(NMF)F Arora-Ge-Kannan-Moitra’12, Moitra’13

I Weighted low rank approximation(WLRA)F Razenshteyn-Song-W’16

I `1 low rank approximation(`1LRA)

F Song-W-Zhong’16

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 2 / 50

Outline

Frobenius norm factorization can be done in polynomial timeIntractable matrix problems

I Nonnegative matrix factorization(NMF)F Arora-Ge-Kannan-Moitra’12, Moitra’13

I Weighted low rank approximation(WLRA)F Razenshteyn-Song-W’16

I `1 low rank approximation(`1LRA)

F Song-W-Zhong’16

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 2 / 50

Outline

Frobenius norm factorization can be done in polynomial timeIntractable matrix problems

I Nonnegative matrix factorization(NMF)F Arora-Ge-Kannan-Moitra’12, Moitra’13

I Weighted low rank approximation(WLRA)F Razenshteyn-Song-W’16

I `1 low rank approximation(`1LRA)F Song-W-Zhong’16

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 2 / 50

Frobenius Norm Matrix Factorization

QuestionGiven a matrix A ∈ Rn×n and k > 1, the goal is to output two matricesU ∈ Rn×k ,V ∈ Rk×n such that

‖UV − A‖2F 6 (1 + ε) minrank−k A ′

‖A ′ − A‖2F ,

where ‖A‖2F = (∑n

i=1∑n

j=1 A2i,j)

2, ε ∈ [0,1)

Useful for data compression, easier to store factorizations U,VCan be solved using the singular value decomposition (SVD) inmatrix multiplication n2.376... timeFails if you want a nonnegative factorizationNot robust to noise, outliers, or missing entries

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 3 / 50

Frobenius Norm Matrix Factorization

QuestionGiven a matrix A ∈ Rn×n and k > 1, the goal is to output two matricesU ∈ Rn×k ,V ∈ Rk×n such that

‖UV − A‖2F 6 (1 + ε) minrank−k A ′

‖A ′ − A‖2F ,

where ‖A‖2F = (∑n

i=1∑n

j=1 A2i,j)

2, ε ∈ [0,1)

Useful for data compression, easier to store factorizations U,V

Can be solved using the singular value decomposition (SVD) inmatrix multiplication n2.376... timeFails if you want a nonnegative factorizationNot robust to noise, outliers, or missing entries

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 3 / 50

Frobenius Norm Matrix Factorization

QuestionGiven a matrix A ∈ Rn×n and k > 1, the goal is to output two matricesU ∈ Rn×k ,V ∈ Rk×n such that

‖UV − A‖2F 6 (1 + ε) minrank−k A ′

‖A ′ − A‖2F ,

where ‖A‖2F = (∑n

i=1∑n

j=1 A2i,j)

2, ε ∈ [0,1)

Useful for data compression, easier to store factorizations U,VCan be solved using the singular value decomposition (SVD) inmatrix multiplication n2.376... time

Fails if you want a nonnegative factorizationNot robust to noise, outliers, or missing entries

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 3 / 50

Frobenius Norm Matrix Factorization

QuestionGiven a matrix A ∈ Rn×n and k > 1, the goal is to output two matricesU ∈ Rn×k ,V ∈ Rk×n such that

‖UV − A‖2F 6 (1 + ε) minrank−k A ′

‖A ′ − A‖2F ,

where ‖A‖2F = (∑n

i=1∑n

j=1 A2i,j)

2, ε ∈ [0,1)

Useful for data compression, easier to store factorizations U,VCan be solved using the singular value decomposition (SVD) inmatrix multiplication n2.376... timeFails if you want a nonnegative factorization

Not robust to noise, outliers, or missing entries

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 3 / 50

Frobenius Norm Matrix Factorization

QuestionGiven a matrix A ∈ Rn×n and k > 1, the goal is to output two matricesU ∈ Rn×k ,V ∈ Rk×n such that

‖UV − A‖2F 6 (1 + ε) minrank−k A ′

‖A ′ − A‖2F ,

where ‖A‖2F = (∑n

i=1∑n

j=1 A2i,j)

2, ε ∈ [0,1)

Useful for data compression, easier to store factorizations U,VCan be solved using the singular value decomposition (SVD) inmatrix multiplication n2.376... timeFails if you want a nonnegative factorizationNot robust to noise, outliers, or missing entries

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 3 / 50

. .

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Nonnegative Matrix Factorization

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 4 / 50

Example of NMF. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 5 / 50

Example of NMF. .

. .

Given : A ∈ Rn×n, n = 4, k = 2

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 5 / 50

Example of NMF. .

. .

Given : A ∈ Rn×n, n = 4, k = 2

A =

0 1 1 11 2 1 12 4 2 23 5 2 2

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 5 / 50

Example of NMF. .

. .

Given : A ∈ Rn×n, n = 4, k = 2

A =

0 1 1 11 2 1 12 4 2 23 5 2 2

Question : Are there two matrices U,V> ∈ Rn×k , such thatUV = A,U > 0,V > 0

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 5 / 50

Example of NMF. .

. .

Given : A ∈ Rn×n, n = 4, k = 2

A =

0 1 1 11 2 1 12 4 2 23 5 2 2

Question : Are there two matrices U,V> ∈ Rn×k , such thatUV = A,U > 0,V > 0

=

0 11 12 23 2

· [1 1 0 00 1 1 1

]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 5 / 50

Example of NMF. .

. .

Given : A ∈ Rn×n, n = 4, k = 2

A =

0 1 1 11 2 1 12 4 2 23 5 2 2

Question : Are there two matrices U,V> ∈ Rn×k , such thatUV = A,U > 0,V > 0

=

0 11 12 23 2

· [1 1 0 00 1 1 1

]

= UV

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 5 / 50

Main Question, Nonnegative Matrix Factorization

QuestionGiven matrix A ∈ Rn×n and k > 1, is there an algorithm that candetermine if there exist two matrices U,V> ∈ Rn×k ,

UV = A,U > 0,V > 0.

Or, are there any hardness results?

Equivalent to computing the nonnegative rank of A, rank+(A)Fundamental question in machine learningApplications

I Text mining, Spectral data analysis, Scalable Internet distanceprediction, Non-stationary speech denoising, Bioinformatics,Nuclear imaging, etc.

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 6 / 50

Main Question, Nonnegative Matrix Factorization

QuestionGiven matrix A ∈ Rn×n and k > 1, is there an algorithm that candetermine if there exist two matrices U,V> ∈ Rn×k ,

UV = A,U > 0,V > 0.

Or, are there any hardness results?

Equivalent to computing the nonnegative rank of A, rank+(A)

Fundamental question in machine learningApplications

I Text mining, Spectral data analysis, Scalable Internet distanceprediction, Non-stationary speech denoising, Bioinformatics,Nuclear imaging, etc.

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 6 / 50

Main Question, Nonnegative Matrix Factorization

QuestionGiven matrix A ∈ Rn×n and k > 1, is there an algorithm that candetermine if there exist two matrices U,V> ∈ Rn×k ,

UV = A,U > 0,V > 0.

Or, are there any hardness results?

Equivalent to computing the nonnegative rank of A, rank+(A)Fundamental question in machine learning

Applications

I Text mining, Spectral data analysis, Scalable Internet distanceprediction, Non-stationary speech denoising, Bioinformatics,Nuclear imaging, etc.

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 6 / 50

Main Question, Nonnegative Matrix Factorization

QuestionGiven matrix A ∈ Rn×n and k > 1, is there an algorithm that candetermine if there exist two matrices U,V> ∈ Rn×k ,

UV = A,U > 0,V > 0.

Or, are there any hardness results?

Equivalent to computing the nonnegative rank of A, rank+(A)Fundamental question in machine learningApplications

I Text mining, Spectral data analysis, Scalable Internet distanceprediction, Non-stationary speech denoising, Bioinformatics,Nuclear imaging, etc.

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 6 / 50

Main Question, Nonnegative Matrix Factorization

QuestionGiven matrix A ∈ Rn×n and k > 1, is there an algorithm that candetermine if there exist two matrices U,V> ∈ Rn×k ,

UV = A,U > 0,V > 0.

Or, are there any hardness results?

Equivalent to computing the nonnegative rank of A, rank+(A)Fundamental question in machine learningApplications

I Text mining, Spectral data analysis, Scalable Internet distanceprediction, Non-stationary speech denoising, Bioinformatics,Nuclear imaging, etc.

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 6 / 50

Rank vs. Nonnegative Rankrank(A) is the rank and rank+(A) is the nonnegative rank

I rank(A) 6 rank+(A)I Vavasis’09, determining whether rank+(A) = rank(A) is NP-hard.

.

.

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 7 / 50

Rank vs. Nonnegative Rankrank(A) is the rank and rank+(A) is the nonnegative rank

I rank(A) 6 rank+(A)

I Vavasis’09, determining whether rank+(A) = rank(A) is NP-hard.

.

.

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 7 / 50

Rank vs. Nonnegative Rankrank(A) is the rank and rank+(A) is the nonnegative rank

I rank(A) 6 rank+(A)I Vavasis’09, determining whether rank+(A) = rank(A) is NP-hard.

.

.

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 7 / 50

Rank vs. Nonnegative Rankrank(A) is the rank and rank+(A) is the nonnegative rank

I rank(A) 6 rank+(A)I Vavasis’09, determining whether rank+(A) = rank(A) is NP-hard.

.

.

A =

1 1 0 01 0 1 00 1 0 10 0 1 1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 7 / 50

Rank vs. Nonnegative Rankrank(A) is the rank and rank+(A) is the nonnegative rank

I rank(A) 6 rank+(A)I Vavasis’09, determining whether rank+(A) = rank(A) is NP-hard.

.

.

A =

1 1 0 01 0 1 00 1 0 10 0 1 1

=

1 1 01 0 10 1 00 0 1

·1 0 0 −1

0 1 0 10 0 1 1

rank(A) = 3,

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 7 / 50

Rank vs. Nonnegative Rankrank(A) is the rank and rank+(A) is the nonnegative rank

I rank(A) 6 rank+(A)I Vavasis’09, determining whether rank+(A) = rank(A) is NP-hard.

.

.

A =

1 1 0 01 0 1 00 1 0 10 0 1 1

=

1 1 01 0 10 1 00 0 1

·1 0 0 −1

0 1 0 10 0 1 1

rank(A) = 3, but rank+(A) = 4

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 7 / 50

Polynomial System Verifier

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. .

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 8 / 50

Polynomial System Verifier

. .

. .[Renegar’92, Basu-Pollack-Roy’96]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 8 / 50

Polynomial System Verifier

. .

. .[Renegar’92, Basu-Pollack-Roy’96]

Given : a polynomial system P(x) over the real numbers

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 8 / 50

Polynomial System Verifier

. .

. .[Renegar’92, Basu-Pollack-Roy’96]

Given : a polynomial system P(x) over the real numbersv : #variables, x = (x1, x2, · · · , xv )

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 8 / 50

Polynomial System Verifier

. .

. .[Renegar’92, Basu-Pollack-Roy’96]

Given : a polynomial system P(x) over the real numbersv : #variables, x = (x1, x2, · · · , xv )

m : #polynomial constraints fi(x) > 0, ∀i ∈ [m]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 8 / 50

Polynomial System Verifier

. .

. .[Renegar’92, Basu-Pollack-Roy’96]

Given : a polynomial system P(x) over the real numbersv : #variables, x = (x1, x2, · · · , xv )

m : #polynomial constraints fi(x) > 0, ∀i ∈ [m]

d : maximum degree of all polynomial constraints

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 8 / 50

Polynomial System Verifier

. .

. .[Renegar’92, Basu-Pollack-Roy’96]

Given : a polynomial system P(x) over the real numbersv : #variables, x = (x1, x2, · · · , xv )

m : #polynomial constraints fi(x) > 0, ∀i ∈ [m]

d : maximum degree of all polynomial constraintsH : the bitsizes of the coefficients of the polynomials

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 8 / 50

Polynomial System Verifier

. .

. .[Renegar’92, Basu-Pollack-Roy’96]

Given : a polynomial system P(x) over the real numbersv : #variables, x = (x1, x2, · · · , xv )

m : #polynomial constraints fi(x) > 0, ∀i ∈ [m]

d : maximum degree of all polynomial constraintsH : the bitsizes of the coefficients of the polynomials

In (md)O(v) poly(H) time, candecide if there exists a solution to polynomial system P

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 8 / 50

Main Idea

. .

. .

1. Write minU,V>∈Rn×k ,U,V>0

‖UV − A‖2F as a polynomial system

that has poly(k) variables and poly(n) constraints and degree

2. Use polynomial system verifier to solve it

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 9 / 50

Algorithm. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 10 / 50

Algorithm. .

. .

Given : A ∈ Rn×n, k ∈ N

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 10 / 50

Algorithm. .

. .

Given : A ∈ Rn×n, k ∈ N

Question :

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 10 / 50

Algorithm. .

. .

Given : A ∈ Rn×n, k ∈ N

Question : Are there matrices U,V> ∈ Rn×k such that

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 10 / 50

Algorithm. .

. .

Given : A ∈ Rn×n, k ∈ N

Question : Are there matrices U,V> ∈ Rn×k such thatUV = A

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 10 / 50

Algorithm. .

. .

Given : A ∈ Rn×n, k ∈ N

Question : Are there matrices U,V> ∈ Rn×k such thatUV = AU > 0, V > 0

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 10 / 50

Algorithm. .

. .

Given : A ∈ Rn×n, k ∈ N

Question : Are there matrices U,V> ∈ Rn×k such thatUV = AU > 0, V > 0

Output :

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 10 / 50

Algorithm. .

. .

Given : A ∈ Rn×n, k ∈ N

Question : Are there matrices U,V> ∈ Rn×k such thatUV = AU > 0, V > 0

Output : Yes or No

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 10 / 50

Algorithm. .

. .

Given : A ∈ Rn×n, k ∈ N

Question : Are there matrices U,V> ∈ Rn×k such thatUV = AU > 0, V > 0

Output : Yes or Noin n2O(k)

time Arora-Ge-Kannan-Moitra’12

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 10 / 50

Algorithm. .

. .

Given : A ∈ Rn×n, k ∈ N

Question : Are there matrices U,V> ∈ Rn×k such thatUV = AU > 0, V > 0

Output : Yes or Noin n2O(k)

time Arora-Ge-Kannan-Moitra’12in 2O(k3)nO(k2) time Moitra’13

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 10 / 50

k -SUM. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 11 / 50

k -SUM. .

. .

k -SUM

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 11 / 50

k -SUM. .

. .

k -SUM

Given: a set of n values s1, s2, · · · , sn each in the range [0,1]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 11 / 50

k -SUM. .

. .

k -SUM

Given: a set of n values s1, s2, · · · , sn each in the range [0,1]

Determine:

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 11 / 50

k -SUM. .

. .

k -SUM

Given: a set of n values s1, s2, · · · , sn each in the range [0,1]

Determine: if there is a set of k numbers that sum to exactly k/2

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 11 / 50

k -SUM. .

. .

k -SUM

Given: a set of n values s1, s2, · · · , sn each in the range [0,1]

Determine: if there is a set of k numbers that sum to exactly k/2

k -SUM hardness [Patrascu-Williams’10]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 11 / 50

k -SUM. .

. .

k -SUM

Given: a set of n values s1, s2, · · · , sn each in the range [0,1]

Determine: if there is a set of k numbers that sum to exactly k/2

k -SUM hardness [Patrascu-Williams’10]

Assume: 3-SAT on n variables cannot be solved in 2o(n) time

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 11 / 50

k -SUM. .

. .

k -SUM

Given: a set of n values s1, s2, · · · , sn each in the range [0,1]

Determine: if there is a set of k numbers that sum to exactly k/2

k -SUM hardness [Patrascu-Williams’10]

Assume: 3-SAT on n variables cannot be solved in 2o(n) time

then k -SUM cannot be solved in no(k) time

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 11 / 50

Hardness - Under Exponential Time Hypothesis. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 12 / 50

Hardness - Under Exponential Time Hypothesis. .

. .

Given : A ∈ Rn×n, k ∈ N

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 12 / 50

Hardness - Under Exponential Time Hypothesis. .

. .

Given : A ∈ Rn×n, k ∈ N

Output : Are there two matrices U,V> ∈ Rn×k , such thatUV = AU > 0,V > 0

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 12 / 50

Hardness - Under Exponential Time Hypothesis. .

. .

Given : A ∈ Rn×n, k ∈ N

Output : Are there two matrices U,V> ∈ Rn×k , such thatUV = AU > 0,V > 0

Assume : Exponential Time Hypothesis[Impagliazzo-Paturi-Zane’98]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 12 / 50

Hardness - Under Exponential Time Hypothesis. .

. .

Given : A ∈ Rn×n, k ∈ N

Output : Are there two matrices U,V> ∈ Rn×k , such thatUV = AU > 0,V > 0

Assume : Exponential Time Hypothesis[Impagliazzo-Paturi-Zane’98]

Requires : nΩ(k) time

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 12 / 50

Open Problems

The upper bound is nO(k2) while the lower bound is nΩ(k) - what isthe right answer?

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 13 / 50

. .

. .

Weighted Low Rank Approximation

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 14 / 50

Weighted Low Rank Approximation. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 15 / 50

Weighted Low Rank Approximation. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, k ∈ N, ε > 0

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 15 / 50

Weighted Low Rank Approximation. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, k ∈ N, ε > 0

Output :

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 15 / 50

Weighted Low Rank Approximation. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, k ∈ N, ε > 0

Output : rank-k A ∈ Rn×n s.t.

AW A )− (

2

F

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 15 / 50

Weighted Low Rank Approximation. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, k ∈ N, ε > 0

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε) min

rank−k A ′‖W (A ′ − A)‖2F

AW A )− (

2

F

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 15 / 50

Weighted Low Rank Approximation. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, k ∈ N, ε > 0

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε) min

rank−k A ′‖W (A ′ − A)‖2F

.

∑i,j

W 2i,j(A

′i,j − Ai,j)

2

AW A )− (

2

F

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 15 / 50

Weighted Low Rank Approximation. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, k ∈ N, ε > 0

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε) min

rank−k A ′‖W (A ′ − A)‖2F

.

∑i,j

W 2i,j(A

′i,j − Ai,j)

2

.OPT

AW A )− (

2

F

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 15 / 50

Weighted Low Rank Approximation. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, k ∈ N, ε > 0

Output :

..

U,V> ∈ Rn×k s.t.‖W (UV − A)‖2F 6 (1 + ε)OPT

U

V

W A )− (

2

F

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 15 / 50

Motivation. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

.

9 8

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

..

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

...

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

....

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

.....

15

15

11

11

11

11

15

15

11

11

14

14

16

16

11

11

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

.....

15

15

11

11

11

11

15

15

11

11

14

14

16

16

11

11

.

11

11

11

11

11

11

16

16

13

13

12

12

12

12

14

14

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

.....

15

15

11

11

11

11

15

15

11

11

14

14

16

16

11

11

.

11

11

11

11

11

11

16

16

13

13

12

12

12

12

14

14

.

13

13

16

16

14

14

12

12

17

17

15

15

14

14

11

11

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

.....

15

15

11

11

11

11

15

15

11

11

14

14

16

16

11

11

.

11

11

11

11

11

11

16

16

13

13

12

12

12

12

14

14

.

13

13

16

16

14

14

12

12

17

17

15

15

14

14

11

11

.

12

12

11

11

12

12

11

11

15

15

11

11

13

13

14

14

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

.....

15

15

11

11

11

11

15

15

11

11

14

14

16

16

11

11

.

11

11

11

11

11

11

16

16

13

13

12

12

12

12

14

14

.

13

13

16

16

14

14

12

12

17

17

15

15

14

14

11

11

.

12

12

11

11

12

12

11

11

15

15

11

11

13

13

14

14

.

12

12

12

12

16

16

14

14

12

12

13

13

16

16

12

12

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

..........

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

...........

8 8

8 8

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

...........

8 8

8 8

.

4 4

4 4

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

...........

8 8

8 8

.

4 4

4 4

.

1 1

1 1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

...........

8 8

8 8

.

4 4

4 4

.

1 1

1 1

.

0 0

0 0

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

...........

8 8

8 8

.

4 4

4 4

.

1 1

1 1

.

0 0

0 0

.

8 8

8 8

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

...........

8 8

8 8

.

4 4

4 4

.

1 1

1 1

.

0 0

0 0

.

8 8

8 8

.

4 4

4 4

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

...........

8 8

8 8

.

4 4

4 4

.

1 1

1 1

.

0 0

0 0

.

8 8

8 8

.

4 4

4 4

.

2 2

2 2

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Motivation. .

. .

Action Comedy Historical Cartoon Magical

...........

8 8

8 8

.

4 4

4 4

.

1 1

1 1

.

0 0

0 0

.

8 8

8 8

.

4 4

4 4

.

2 2

2 2

.

1 1

1 1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 16 / 50

Matrix Completion. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 17 / 50

Matrix Completion. .

. .

Given : A ∈ R, ?n×n, Ω ⊂ [n]× [n] and k ∈ R

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 17 / 50

Matrix Completion. .

. .

Given : A ∈ R, ?n×n, Ω ⊂ [n]× [n] and k ∈ R

A =

1 ? ? 0? 1 0 ?? 0 1 ?0 ? ? 1

, k = 2

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 17 / 50

Matrix Completion. .

. .

Given : A ∈ R, ?n×n, Ω ⊂ [n]× [n] and k ∈ R

A =

1 ? ? 0? 1 0 ?? 0 1 ?0 ? ? 1

, k = 2

Output : AΩ s.t. rank(A) = k

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 17 / 50

Matrix Completion. .

. .

Given : A ∈ R, ?n×n, Ω ⊂ [n]× [n] and k ∈ R

A =

1 ? ? 0? 1 0 ?? 0 1 ?0 ? ? 1

, k = 2

Output : AΩ s.t. rank(A) = k

.

A =

1 1 0 01 1 0 00 0 1 10 0 1 1

, A =

1 0 1 00 1 0 11 0 1 00 1 0 1

.

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 17 / 50

Matrix Completion. .

. .

Given : A ∈ R, ?n×n, Ω ⊂ [n]× [n] and k ∈ R

A =

1 ? ? 0? 1 0 ?? 0 1 ?0 ? ? 1

, k = 2

Output : AΩ s.t. rank(A) = k

.

Algorithms : Candes-Recht’09, Candes-Recht’10, Keshavan’12Hardt-Wootters’14, Jain-Netrapalli-Sanghavi’13Hardt’15, Sun-Luo’15

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 17 / 50

Matrix Completion. .

. .

Given : A ∈ R, ?n×n, Ω ⊂ [n]× [n] and k ∈ R

A =

1 ? ? 0? 1 0 ?? 0 1 ?0 ? ? 1

, k = 2

Output : AΩ s.t. rank(A) = k

.

Algorithms : Candes-Recht’09, Candes-Recht’10, Keshavan’12Hardt-Wootters’14, Jain-Netrapalli-Sanghavi’13Hardt’15, Sun-Luo’15

Hardness : Peeters’96, Gillis-Glineur’11Hardt-Meka-Raghavendra-Weitz’14

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 17 / 50

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Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 18 / 50

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Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 18 / 50

Main Results - Summary

Algorithm for Weighted low rank approximation(WLRA) problem

I W has r distinct rows and columnsI W has r distinct columnsI W has rank at most r

Hardness for Weighted low rank approximation(WLRA) problem

.

.

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 19 / 50

Main Results - Summary

Algorithm for Weighted low rank approximation(WLRA) problemI W has r distinct rows and columns

I W has r distinct columnsI W has rank at most r

Hardness for Weighted low rank approximation(WLRA) problem

.

.

W =

1 1 1 3 3 41 1 1 3 3 42 2 2 5 5 02 2 2 5 5 02 2 2 5 5 07 7 7 4 4 6

, r = 3

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 19 / 50

Main Results - Summary

Algorithm for Weighted low rank approximation(WLRA) problemI W has r distinct rows and columnsI W has r distinct columns

I W has rank at most r

Hardness for Weighted low rank approximation(WLRA) problem

.

.

W =

1 1 1 1 1 12 2 2 1 1 33 3 3 1 1 54 4 4 1 1 15 5 5 1 1 36 6 6 1 1 5

, r = 3

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 19 / 50

Main Results - Summary

Algorithm for Weighted low rank approximation(WLRA) problemI W has r distinct rows and columnsI W has r distinct columnsI W has rank at most r

Hardness for Weighted low rank approximation(WLRA) problem

.

.

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

, r = 3

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 19 / 50

Main Results - Summary

Algorithm for Weighted low rank approximation(WLRA) problemI W has r distinct rows and columnsI W has r distinct columnsI W has rank at most r

Hardness for Weighted low rank approximation(WLRA) problem.

.

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 19 / 50

r Distinct Rows and Columns. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 20 / 50

r Distinct Rows and Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 20 / 50

r Distinct Rows and Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 3 3 41 1 1 3 3 42 2 2 5 5 02 2 2 5 5 02 2 2 5 5 07 7 7 4 4 6

, r = 3

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 20 / 50

r Distinct Rows and Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 3 3 41 1 1 3 3 42 2 2 5 5 02 2 2 5 5 02 2 2 5 5 07 7 7 4 4 6

, r = 3

Output :

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 20 / 50

r Distinct Rows and Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 3 3 41 1 1 3 3 42 2 2 5 5 02 2 2 5 5 02 2 2 5 5 07 7 7 4 4 6

, r = 3

Output : rank-k A ∈ Rn×n s.t.

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 20 / 50

r Distinct Rows and Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 3 3 41 1 1 3 3 42 2 2 5 5 02 2 2 5 5 02 2 2 5 5 07 7 7 4 4 6

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε) min

rank−k A ′‖W (A − A ′)‖2F

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 20 / 50

r Distinct Rows and Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 3 3 41 1 1 3 3 42 2 2 5 5 02 2 2 5 5 02 2 2 5 5 07 7 7 4 4 6

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε) min

rank−k A ′

.

∑i,j

W 2i,j(Ai,j − A ′i,j)

2

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 20 / 50

r Distinct Rows and Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 3 3 41 1 1 3 3 42 2 2 5 5 02 2 2 5 5 02 2 2 5 5 07 7 7 4 4 6

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε)

..

OPT

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 20 / 50

r Distinct Rows and Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 3 3 41 1 1 3 3 42 2 2 5 5 02 2 2 5 5 02 2 2 5 5 07 7 7 4 4 6

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε)

..

OPTwith prob. 9/10

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 20 / 50

r Distinct Rows and Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 3 3 41 1 1 3 3 42 2 2 5 5 02 2 2 5 5 02 2 2 5 5 07 7 7 4 4 6

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε)

..

OPTwith prob. 9/10in O((nnz(A) + nnz(W )) · nγ) + n · 2O(k2r/ε) time

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 20 / 50

r Distinct Rows and Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 3 3 41 1 1 3 3 42 2 2 5 5 02 2 2 5 5 02 2 2 5 5 07 7 7 4 4 6

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε)

..

OPTwith prob. 9/10in O((nnz(A) + nnz(W )) · nγ) + n · 2O(k2r/ε) timefor an arbitrarily small constant γ > 0

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 20 / 50

r Distinct Rows and Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 3 3 41 1 1 3 3 42 2 2 5 5 02 2 2 5 5 02 2 2 5 5 07 7 7 4 4 6

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε)

..

OPTwith prob. 9/10in O((nnz(A) + nnz(W )) · nγ) + n · 2O(k2r/ε) timefor an arbitrarily small constant γ > 0fixed parameter tractable

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 20 / 50

r Distinct Columns. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 21 / 50

r Distinct Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 21 / 50

r Distinct Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 1 1 12 2 2 1 1 33 3 3 1 1 54 4 4 1 1 15 5 5 1 1 36 6 6 1 1 5

, r = 3

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 21 / 50

r Distinct Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 1 1 12 2 2 1 1 33 3 3 1 1 54 4 4 1 1 15 5 5 1 1 36 6 6 1 1 5

, r = 3

Output :

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 21 / 50

r Distinct Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 1 1 12 2 2 1 1 33 3 3 1 1 54 4 4 1 1 15 5 5 1 1 36 6 6 1 1 5

, r = 3

Output : rank-k A ∈ Rn×n s.t.

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 21 / 50

r Distinct Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 1 1 12 2 2 1 1 33 3 3 1 1 54 4 4 1 1 15 5 5 1 1 36 6 6 1 1 5

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε) min

rank−k A ′‖W (A − A ′)‖2F

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 21 / 50

r Distinct Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 1 1 12 2 2 1 1 33 3 3 1 1 54 4 4 1 1 15 5 5 1 1 36 6 6 1 1 5

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε) min

rank−k A ′

.

∑i,j

W 2i,j(Ai,j − A ′i,j)

2

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 21 / 50

r Distinct Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 1 1 12 2 2 1 1 33 3 3 1 1 54 4 4 1 1 15 5 5 1 1 36 6 6 1 1 5

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε)

..

OPT

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 21 / 50

r Distinct Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 1 1 12 2 2 1 1 33 3 3 1 1 54 4 4 1 1 15 5 5 1 1 36 6 6 1 1 5

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε)

..

OPTwith prob. 9/10

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 21 / 50

r Distinct Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 1 1 12 2 2 1 1 33 3 3 1 1 54 4 4 1 1 15 5 5 1 1 36 6 6 1 1 5

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε)

..

OPTwith prob. 9/10in O((nnz(A) + nnz(W )) · nγ) + n · 2O(k2r2/ε) time

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 21 / 50

r Distinct Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 1 1 12 2 2 1 1 33 3 3 1 1 54 4 4 1 1 15 5 5 1 1 36 6 6 1 1 5

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε)

..

OPTwith prob. 9/10in O((nnz(A) + nnz(W )) · nγ) + n · 2O(k2r2/ε) timefor an arbitrarily small constant γ > 0

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 21 / 50

r Distinct Columns. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 1 1 12 2 2 1 1 33 3 3 1 1 54 4 4 1 1 15 5 5 1 1 36 6 6 1 1 5

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε)

..

OPTwith prob. 9/10in O((nnz(A) + nnz(W )) · nγ) + n · 2O(k2r2/ε) timefor an arbitrarily small constant γ > 0fixed parameter tractable

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 21 / 50

Rank r. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 22 / 50

Rank r. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 22 / 50

Rank r. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

, r = 3

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 22 / 50

Rank r. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

, r = 3

Output :

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 22 / 50

Rank r. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

, r = 3

Output : rank-k A ∈ Rn×n s.t.

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 22 / 50

Rank r. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε) min

rank−k A ′‖W (A − A ′)‖2F

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 22 / 50

Rank r. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε) min

rank−k A ′

.

∑i,j

W 2i,j(Ai,j − A ′i,j)

2

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 22 / 50

Rank r. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε)

..

OPT

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 22 / 50

Rank r. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε)

..

OPTwith prob. 9/10

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 22 / 50

Rank r. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε)

..

OPTwith prob. 9/10

in nO(k2r/ε) time

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 22 / 50

Rank r. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

, r = 3

Output : rank-k A ∈ Rn×n s.t.‖W (A − A)‖2F 6 (1 + ε)

..

OPTwith prob. 9/10

in nO(k2r/ε) timepreviously only r=1 was known to be in polynomial time

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 22 / 50

Random-4SAT Hypothesis. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 23 / 50

Random-4SAT Hypothesis. .

. .

[Feige’02, Goerdt-Lanka’04]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 23 / 50

Random-4SAT Hypothesis. .

. .

[Feige’02, Goerdt-Lanka’04]

Given : random 4-SAT formula S on n variables

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 23 / 50

Random-4SAT Hypothesis. .

. .

[Feige’02, Goerdt-Lanka’04]

Given : random 4-SAT formula S on n variableseach clause has 4 literals

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 23 / 50

Random-4SAT Hypothesis. .

. .

[Feige’02, Goerdt-Lanka’04]

Given : random 4-SAT formula S on n variableseach clause has 4 literalseach of Θ(n4) clauses is picked ind. with prob. Θ(1/n3)m = Θ(n) is the number of clauses

(x4 ∨ x32 ∨ x9 ∨ x20)S1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 23 / 50

Random-4SAT Hypothesis. .

. .

[Feige’02, Goerdt-Lanka’04]

Given : random 4-SAT formula S on n variableseach clause has 4 literalseach of Θ(n4) clauses is picked ind. with prob. Θ(1/n3)m = Θ(n) is the number of clauses

Any algorithm that :

(x4 ∨ x32 ∨ x9 ∨ x20)S1

(x2 ∨ x13 ∨ x5 ∨ x25)S2

· · · · · ·(x11 ∨ x19 ∨ x24 ∨ x6)Sm

S = S1 ∧ S2 ∧ · · ·∧ Sm

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 23 / 50

Random-4SAT Hypothesis. .

. .

[Feige’02, Goerdt-Lanka’04]

Given : random 4-SAT formula S on n variableseach clause has 4 literalseach of Θ(n4) clauses is picked ind. with prob. Θ(1/n3)m = Θ(n) is the number of clauses

Any algorithm that :outputs 1 with prob. 1 when S is satisfiableoutputs 0 with prob. > 1/2probability is over the input instances

(x4 ∨ x32 ∨ x9 ∨ x20)S1

(x2 ∨ x13 ∨ x5 ∨ x25)S2

· · · · · ·(x11 ∨ x19 ∨ x24 ∨ x6)Sm

S = S1 ∧ S2 ∧ · · ·∧ Sm

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 23 / 50

Random-4SAT Hypothesis. .

. .

[Feige’02, Goerdt-Lanka’04]

Given : random 4-SAT formula S on n variableseach clause has 4 literalseach of Θ(n4) clauses is picked ind. with prob. Θ(1/n3)m = Θ(n) is the number of clauses

Any algorithm that :outputs 1 with prob. 1 when S is satisfiableoutputs 0 with prob. > 1/2probability is over the input instances

Requires : 2Ω(n) time

(x4 ∨ x32 ∨ x9 ∨ x20)S1

(x2 ∨ x13 ∨ x5 ∨ x25)S2

· · · · · ·(x11 ∨ x19 ∨ x24 ∨ x6)Sm

S = S1 ∧ S2 ∧ · · ·∧ Sm

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 23 / 50

Maximum Edge Biclique(MEB). .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 24 / 50

Maximum Edge Biclique(MEB). .

. .

Given : A bipartite graph G = (U,V ,E) with |U | = |V | = n

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 24 / 50

Maximum Edge Biclique(MEB). .

. .

Given : A bipartite graph G = (U,V ,E) with |U | = |V | = n

Output : A k1-by-k2 complete bipartite subgraph of G

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 24 / 50

Maximum Edge Biclique(MEB). .

. .

Given : A bipartite graph G = (U,V ,E) with |U | = |V | = n

Output : A k1-by-k2 complete bipartite subgraph of Gs.t. k1 · k2 is maximized

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 24 / 50

Maximum Edge Biclique(MEB). .

. .

Given : A bipartite graph G = (U,V ,E) with |U | = |V | = n

Output : A k1-by-k2 complete bipartite subgraph of Gs.t. k1 · k2 is maximized

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 24 / 50

Maximum Edge Biclique(MEB). .

. .

Given : A bipartite graph G = (U,V ,E) with |U | = |V | = n

Output : A k1-by-k2 complete bipartite subgraph of Gs.t. k1 · k2 is maximized

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 24 / 50

Maximum Edge Biclique(MEB). .

. .

Given : A bipartite graph G = (U,V ,E) with |U | = |V | = n

Output : A k1-by-k2 complete bipartite subgraph of Gs.t. k1 · k2 is maximized

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 24 / 50

Maximum Edge Biclique(MEB). .

. .

Given : A bipartite graph G = (U,V ,E) with |U | = |V | = n

Output : A k1-by-k2 complete bipartite subgraph of Gs.t. k1 · k2 is maximized

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 24 / 50

Maximum Edge Biclique(MEB). .

. .

[Goerdt-Lanka’04]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 25 / 50

Maximum Edge Biclique(MEB). .

. .

[Goerdt-Lanka’04]

Assume : Random 4-SAT hardness hypothesis

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 25 / 50

Maximum Edge Biclique(MEB). .

. .

[Goerdt-Lanka’04]

Assume : Random 4-SAT hardness hypothesis

there exist two constants ε1 > ε2 > 0 such that

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 25 / 50

Maximum Edge Biclique(MEB). .

. .

[Goerdt-Lanka’04]

Assume : Random 4-SAT hardness hypothesis

there exist two constants ε1 > ε2 > 0 such that

Any algorithm that : distinguishes between

bipartite graphs G = (U,V ,E) with |U | = |V | = n in two cases

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 25 / 50

Maximum Edge Biclique(MEB). .

. .

[Goerdt-Lanka’04]

Assume : Random 4-SAT hardness hypothesis

there exist two constants ε1 > ε2 > 0 such that

Any algorithm that : distinguishes between

bipartite graphs G = (U,V ,E) with |U | = |V | = n in two cases

1. there is a clique of size > (n/16)2(1 + ε1)

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 25 / 50

Maximum Edge Biclique(MEB). .

. .

[Goerdt-Lanka’04]

Assume : Random 4-SAT hardness hypothesis

there exist two constants ε1 > ε2 > 0 such that

Any algorithm that : distinguishes between

bipartite graphs G = (U,V ,E) with |U | = |V | = n in two cases

1. there is a clique of size > (n/16)2(1 + ε1)

2. all bipartite cliques are of size 6 (n/16)2(1 + ε2)

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 25 / 50

Maximum Edge Biclique(MEB). .

. .

[Goerdt-Lanka’04]

Assume : Random 4-SAT hardness hypothesis

there exist two constants ε1 > ε2 > 0 such that

Any algorithm that : distinguishes between

bipartite graphs G = (U,V ,E) with |U | = |V | = n in two cases

1. there is a clique of size > (n/16)2(1 + ε1)

2. all bipartite cliques are of size 6 (n/16)2(1 + ε2)

Requires :

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 25 / 50

Maximum Edge Biclique(MEB). .

. .

[Goerdt-Lanka’04]

Assume : Random 4-SAT hardness hypothesis

there exist two constants ε1 > ε2 > 0 such that

Any algorithm that : distinguishes between

bipartite graphs G = (U,V ,E) with |U | = |V | = n in two cases

1. there is a clique of size > (n/16)2(1 + ε1)

2. all bipartite cliques are of size 6 (n/16)2(1 + ε2)

Requires : 2Ω(n) time

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 25 / 50

Reduction. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 26 / 50

Reduction. .

. .

MEB

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 26 / 50

Reduction. .

. .

MEB Given : U,V with |U | = |V | = n

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 26 / 50

Reduction. .

. .

MEB Given : U,V with |U | = |V | = nOutput : a biclique s.t. k1k2 is maximized

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 26 / 50

Reduction. .

. .

MEB Given : U,V with |U | = |V | = nOutput : a biclique s.t. k1k2 is maximized

( complement ) |E |− k1k2 is minimized

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 26 / 50

Reduction. .

. .

MEB Given : U,V with |U | = |V | = nOutput : a biclique s.t. k1k2 is maximized

( complement ) |E |− k1k2 is minimized

WLRA

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 26 / 50

Reduction. .

. .

MEB Given : U,V with |U | = |V | = nOutput : a biclique s.t. k1k2 is maximized

( complement ) |E |− k1k2 is minimized

WLRA Given : A ∈ 0,1n×n,W ∈ Rn×n

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 26 / 50

Reduction. .

. .

MEB Given : U,V with |U | = |V | = nOutput : a biclique s.t. k1k2 is maximized

( complement ) |E |− k1k2 is minimized

WLRA Given : A ∈ 0,1n×n,W ∈ Rn×n

Output : u, v ∈ Rn s.t. ‖W (uv> − A)‖2F is minimized

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 26 / 50

Reduction. .

. .

MEB Given : U,V with |U | = |V | = nOutput : a biclique s.t. k1k2 is maximized

( complement ) |E |− k1k2 is minimized

WLRA Given : A ∈ 0,1n×n,W ∈ Rn×n

Output : u, v ∈ Rn s.t. ‖W (uv> − A)‖2F is minimized

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 26 / 50

Reduction. .

. .

MEB Given : U,V with |U | = |V | = nOutput : a biclique s.t. k1k2 is maximized

( complement ) |E |− k1k2 is minimized

WLRA Given : A ∈ 0,1n×n,W ∈ Rn×n

Output : u, v ∈ Rn s.t. ‖W (uv> − A)‖2F is minimized

Ai,j =

10

if edge (Ui ,Vj) exists

otherwise

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 26 / 50

Reduction. .

. .

MEB Given : U,V with |U | = |V | = nOutput : a biclique s.t. k1k2 is maximized

( complement ) |E |− k1k2 is minimized

WLRA Given : A ∈ 0,1n×n,W ∈ Rn×n

Output : u, v ∈ Rn s.t. ‖W (uv> − A)‖2F is minimized

Ai,j =

10

if edge (Ui ,Vj) exists

otherwiseW i,j =

1n6

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 26 / 50

Main Results - Hardness. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 27 / 50

Main Results - Hardness. .

. .

Weighted Low Rank Approximation Hardness

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 27 / 50

Main Results - Hardness. .

. .

Weighted Low Rank Approximation Hardness

Given : A ∈ Rn×n, distinct r columns W ∈ Rn×n

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 27 / 50

Main Results - Hardness. .

. .

Weighted Low Rank Approximation Hardness

Given : A ∈ Rn×n, distinct r columns W ∈ Rn×n

k ∈ N, ε > 0,W ij ∈ 0,1,2, · · · ,poly(n)

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 27 / 50

Main Results - Hardness. .

. .

Weighted Low Rank Approximation Hardness

Given : A ∈ Rn×n, distinct r columns W ∈ Rn×n

k ∈ N, ε > 0,W ij ∈ 0,1,2, · · · ,poly(n)

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPTwith prob. 9/10

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 27 / 50

Main Results - Hardness. .

. .

Weighted Low Rank Approximation Hardness

Given : A ∈ Rn×n, distinct r columns W ∈ Rn×n

k ∈ N, ε > 0,W ij ∈ 0,1,2, · · · ,poly(n)

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPTwith prob. 9/10

Assume : Random-4SAT Hypothesis[Feige’02, Goerdt-Lanka’04]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 27 / 50

Main Results - Hardness. .

. .

Weighted Low Rank Approximation Hardness

Given : A ∈ Rn×n, distinct r columns W ∈ Rn×n

k ∈ N, ε > 0,W ij ∈ 0,1,2, · · · ,poly(n)

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPTwith prob. 9/10

Assume : Random-4SAT Hypothesis[Feige’02, Goerdt-Lanka’04]

∃ε0 > 0, for any algorithm with ε < ε0 and k > 1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 27 / 50

Main Results - Hardness. .

. .

Weighted Low Rank Approximation Hardness

Given : A ∈ Rn×n, distinct r columns W ∈ Rn×n

k ∈ N, ε > 0,W ij ∈ 0,1,2, · · · ,poly(n)

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPTwith prob. 9/10

Assume : Random-4SAT Hypothesis[Feige’02, Goerdt-Lanka’04]

∃ε0 > 0, for any algorithm with ε < ε0 and k > 1Requires : 2Ω(r) time

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 27 / 50

Algorithmic Techniques

Tools

I Polynomial system verifier [Renegar’92, Basu-Pollack-Roy’96]I Lower bound on the cost [Jeronimo-Perrucci-Tsigaridas’13]I Multiple regression sketch

Algorithm, assuming a rank r weight matrix W

I Warmup, inefficient WLRA algorithmI “Guessing a sketch”

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 28 / 50

Algorithmic Techniques

ToolsI Polynomial system verifier [Renegar’92, Basu-Pollack-Roy’96]

I Lower bound on the cost [Jeronimo-Perrucci-Tsigaridas’13]I Multiple regression sketch

Algorithm, assuming a rank r weight matrix W

I Warmup, inefficient WLRA algorithmI “Guessing a sketch”

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 28 / 50

Algorithmic Techniques

ToolsI Polynomial system verifier [Renegar’92, Basu-Pollack-Roy’96]I Lower bound on the cost [Jeronimo-Perrucci-Tsigaridas’13]

I Multiple regression sketchAlgorithm, assuming a rank r weight matrix W

I Warmup, inefficient WLRA algorithmI “Guessing a sketch”

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 28 / 50

Algorithmic Techniques

ToolsI Polynomial system verifier [Renegar’92, Basu-Pollack-Roy’96]I Lower bound on the cost [Jeronimo-Perrucci-Tsigaridas’13]I Multiple regression sketch

Algorithm, assuming a rank r weight matrix W

I Warmup, inefficient WLRA algorithmI “Guessing a sketch”

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 28 / 50

Algorithmic Techniques

ToolsI Polynomial system verifier [Renegar’92, Basu-Pollack-Roy’96]I Lower bound on the cost [Jeronimo-Perrucci-Tsigaridas’13]I Multiple regression sketch

Algorithm, assuming a rank r weight matrix W

I Warmup, inefficient WLRA algorithmI “Guessing a sketch”

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 28 / 50

Algorithmic Techniques

ToolsI Polynomial system verifier [Renegar’92, Basu-Pollack-Roy’96]I Lower bound on the cost [Jeronimo-Perrucci-Tsigaridas’13]I Multiple regression sketch

Algorithm, assuming a rank r weight matrix WI Warmup, inefficient WLRA algorithm

I “Guessing a sketch”

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 28 / 50

Algorithmic Techniques

ToolsI Polynomial system verifier [Renegar’92, Basu-Pollack-Roy’96]I Lower bound on the cost [Jeronimo-Perrucci-Tsigaridas’13]I Multiple regression sketch

Algorithm, assuming a rank r weight matrix WI Warmup, inefficient WLRA algorithmI “Guessing a sketch”

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 28 / 50

Polynomial System Verifier (Recall)

. .

. .

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 29 / 50

Polynomial System Verifier (Recall)

. .

. .[Renegar’92, Basu-Pollack-Roy’96]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 29 / 50

Polynomial System Verifier (Recall)

. .

. .[Renegar’92, Basu-Pollack-Roy’96]

Given : a real polynomial system P(x)

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 29 / 50

Polynomial System Verifier (Recall)

. .

. .[Renegar’92, Basu-Pollack-Roy’96]

Given : a real polynomial system P(x)v : #variables, x = (x1, x2, · · · , xv )

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 29 / 50

Polynomial System Verifier (Recall)

. .

. .[Renegar’92, Basu-Pollack-Roy’96]

Given : a real polynomial system P(x)v : #variables, x = (x1, x2, · · · , xv )

m : #polynomial constraints fi(x) > 0, ∀i ∈ [m]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 29 / 50

Polynomial System Verifier (Recall)

. .

. .[Renegar’92, Basu-Pollack-Roy’96]

Given : a real polynomial system P(x)v : #variables, x = (x1, x2, · · · , xv )

m : #polynomial constraints fi(x) > 0, ∀i ∈ [m]

d : maximum degree of all polynomial constraints

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 29 / 50

Polynomial System Verifier (Recall)

. .

. .[Renegar’92, Basu-Pollack-Roy’96]

Given : a real polynomial system P(x)v : #variables, x = (x1, x2, · · · , xv )

m : #polynomial constraints fi(x) > 0, ∀i ∈ [m]

d : maximum degree of all polynomial constraintsH : the bitsizes of the coefficients of the polynomials

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 29 / 50

Polynomial System Verifier (Recall)

. .

. .[Renegar’92, Basu-Pollack-Roy’96]

Given : a real polynomial system P(x)v : #variables, x = (x1, x2, · · · , xv )

m : #polynomial constraints fi(x) > 0, ∀i ∈ [m]

d : maximum degree of all polynomial constraintsH : the bitsizes of the coefficients of the polynomials

It takes (md)O(v) poly(H) time todecide if there exists a solution to polynomial system P

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 29 / 50

Lower Bound on the Cost

. .

. .

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 30 / 50

Lower Bound on the Cost

. .

. .[Jeronimo-Perrucci-Tsigaridas’13]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 30 / 50

Lower Bound on the Cost

. .

. .[Jeronimo-Perrucci-Tsigaridas’13]

Given: a real polynomial system P(x)

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 30 / 50

Lower Bound on the Cost

. .

. .[Jeronimo-Perrucci-Tsigaridas’13]

Given: a real polynomial system P(x)

v : #variables, x = (x1, x2, · · · , xv )

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 30 / 50

Lower Bound on the Cost

. .

. .[Jeronimo-Perrucci-Tsigaridas’13]

Given: a real polynomial system P(x)

v : #variables, x = (x1, x2, · · · , xv )

m : #polynomials constraints fi(x) > 0, ∀i ∈ [m]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 30 / 50

Lower Bound on the Cost

. .

. .[Jeronimo-Perrucci-Tsigaridas’13]

Given: a real polynomial system P(x)

v : #variables, x = (x1, x2, · · · , xv )

m : #polynomials constraints fi(x) > 0, ∀i ∈ [m]

d : maximum degree of all polynomials

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 30 / 50

Lower Bound on the Cost

. .

. .[Jeronimo-Perrucci-Tsigaridas’13]

Given: a real polynomial system P(x)

v : #variables, x = (x1, x2, · · · , xv )

m : #polynomials constraints fi(x) > 0, ∀i ∈ [m]

d : maximum degree of all polynomialsH : the bitsizes of the coefficients of the polynomials

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 30 / 50

Lower Bound on the Cost

. .

. .[Jeronimo-Perrucci-Tsigaridas’13]

Given: a real polynomial system P(x)

v : #variables, x = (x1, x2, · · · , xv )

m : #polynomials constraints fi(x) > 0, ∀i ∈ [m]

d : maximum degree of all polynomialsH : the bitsizes of the coefficients of the polynomials

.

Rv

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 30 / 50

Lower Bound on the Cost

. .

. .[Jeronimo-Perrucci-Tsigaridas’13]

Given: a real polynomial system P(x)

v : #variables, x = (x1, x2, · · · , xv )

m : #polynomials constraints fi(x) > 0, ∀i ∈ [m]

d : maximum degree of all polynomialsH : the bitsizes of the coefficients of the polynomials

.

Rv

.

T : x ∈ Rv |f1(x) > 0, · · · , fm(x) > 0

T

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 30 / 50

Lower Bound on the Cost

. .

. .[Jeronimo-Perrucci-Tsigaridas’13]

Given: a real polynomial system P(x)

v : #variables, x = (x1, x2, · · · , xv )

m : #polynomials constraints fi(x) > 0, ∀i ∈ [m]

d : maximum degree of all polynomialsH : the bitsizes of the coefficients of the polynomials

.

Rv

.

T : x ∈ Rv |f1(x) > 0, · · · , fm(x) > 0

T

.

minimum value that nonnegative g takes over T ∩ Ball is

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 30 / 50

Lower Bound on the Cost

. .

. .[Jeronimo-Perrucci-Tsigaridas’13]

Given: a real polynomial system P(x)

v : #variables, x = (x1, x2, · · · , xv )

m : #polynomials constraints fi(x) > 0, ∀i ∈ [m]

d : maximum degree of all polynomialsH : the bitsizes of the coefficients of the polynomials

.

Rv

.

T : x ∈ Rv |f1(x) > 0, · · · , fm(x) > 0

T

.

minimum value that nonnegative g takes over T ∩ Ball is

Ball

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 30 / 50

Lower Bound on the Cost

. .

. .[Jeronimo-Perrucci-Tsigaridas’13]

Given: a real polynomial system P(x)

v : #variables, x = (x1, x2, · · · , xv )

m : #polynomials constraints fi(x) > 0, ∀i ∈ [m]

d : maximum degree of all polynomialsH : the bitsizes of the coefficients of the polynomials

.

Rv

.

T : x ∈ Rv |f1(x) > 0, · · · , fm(x) > 0

T

.

minimum value that nonnegative g takes over T ∩ Ball is

Ball

either 0 or > (2H + m)−dv

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 30 / 50

Lower Bound on the Cost

. .

. .[Jeronimo-Perrucci-Tsigaridas’13]

Given: a real polynomial system P(x)

v : #variables, x = (x1, x2, · · · , xv )

m : #polynomials constraints fi(x) > 0, ∀i ∈ [m]

d : maximum degree of all polynomialsH : the bitsizes of the coefficients of the polynomials

.

Rv

.

T : x ∈ Rv |f1(x) > 0, · · · , fm(x) > 0

T

.

minimum value that nonnegative g takes over T ∩ Ball is

Ball

either 0 or > (2H + m)−dv

g = (x1x2 − 1)2 + x22

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 30 / 50

Multiple Regression Sketch. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 31 / 50

Multiple Regression Sketch. .

. .

Given :

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 31 / 50

Multiple Regression Sketch. .

. .

Given : A(1),A(2), · · · ,A(m) ∈ Rn×k

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 31 / 50

Multiple Regression Sketch. .

. .

Given : A(1),A(2), · · · ,A(m) ∈ Rn×k

b(1),b(2), · · · ,b(m) ∈ Rn×1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 31 / 50

Multiple Regression Sketch. .

. .

Given : A(1),A(2), · · · ,A(m) ∈ Rn×k

b(1),b(2), · · · ,b(m) ∈ Rn×1

Let x(j) = arg minx∈Rk×1

‖A(j)x − b(j)‖,∀j ∈ [m]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 31 / 50

Multiple Regression Sketch. .

. .

Given : A(1),A(2), · · · ,A(m) ∈ Rn×k

b(1),b(2), · · · ,b(m) ∈ Rn×1

Let x(j) = arg minx∈Rk×1

‖A(j)x − b(j)‖,∀j ∈ [m]

Choose : S to be a random Gaussian matrix

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 31 / 50

Multiple Regression Sketch. .

. .

Given : A(1),A(2), · · · ,A(m) ∈ Rn×k

b(1),b(2), · · · ,b(m) ∈ Rn×1

Let x(j) = arg minx∈Rk×1

‖A(j)x − b(j)‖,∀j ∈ [m]

Choose : S to be a random Gaussian matrixDenote y(j) = arg min

y∈Rk×1‖SA(j)y − Sb(j)‖, ∀j ∈ [m]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 31 / 50

Multiple Regression Sketch. .

. .

Given : A(1),A(2), · · · ,A(m) ∈ Rn×k

b(1),b(2), · · · ,b(m) ∈ Rn×1

Let x(j) = arg minx∈Rk×1

‖A(j)x − b(j)‖,∀j ∈ [m]

Choose : S to be a random Gaussian matrixDenote y(j) = arg min

y∈Rk×1‖SA(j)y − Sb(j)‖, ∀j ∈ [m]

Gaurantee :

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 31 / 50

Multiple Regression Sketch. .

. .

Given : A(1),A(2), · · · ,A(m) ∈ Rn×k

b(1),b(2), · · · ,b(m) ∈ Rn×1

Let x(j) = arg minx∈Rk×1

‖A(j)x − b(j)‖,∀j ∈ [m]

Choose : S to be a random Gaussian matrixDenote y(j) = arg min

y∈Rk×1‖SA(j)y − Sb(j)‖, ∀j ∈ [m]

Gaurantee : For all ε ∈ (0,1/2), one can set t = O(k/ε) such that

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 31 / 50

Multiple Regression Sketch. .

. .

Given : A(1),A(2), · · · ,A(m) ∈ Rn×k

b(1),b(2), · · · ,b(m) ∈ Rn×1

Let x(j) = arg minx∈Rk×1

‖A(j)x − b(j)‖,∀j ∈ [m]

Choose : S to be a random Gaussian matrixDenote y(j) = arg min

y∈Rk×1‖SA(j)y − Sb(j)‖, ∀j ∈ [m]

Gaurantee : For all ε ∈ (0,1/2), one can set t = O(k/ε) such thatm∑

j=1‖A(j)y(j) − b(j)‖22 6 (1 + ε)

m∑j=1‖A(j)x(j) − b(j)‖22

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 31 / 50

Multiple Regression Sketch. .

. .

Given : A(1),A(2), · · · ,A(m) ∈ Rn×k

b(1),b(2), · · · ,b(m) ∈ Rn×1

Let x(j) = arg minx∈Rk×1

‖A(j)x − b(j)‖,∀j ∈ [m]

Choose : S to be a random Gaussian matrixDenote y(j) = arg min

y∈Rk×1‖SA(j)y − Sb(j)‖, ∀j ∈ [m]

Gaurantee : For all ε ∈ (0,1/2), one can set t = O(k/ε) such thatm∑

j=1‖A(j)y(j) − b(j)‖22 6 (1 + ε)

m∑j=1‖A(j)x(j) − b(j)‖22

with prob. 9/10

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 31 / 50

Multiple Regression Sketch. .

. .

Given : A(1),A(2), · · · ,A(m) ∈ Rn×k

b(1),b(2), · · · ,b(m) ∈ Rn×1

Let x(j) = arg minx∈Rk×1

‖A(j)x − b(j)‖,∀j ∈ [m]

Choose : S to be a random Gaussian matrixDenote y(j) = arg min

y∈Rk×1‖SA(j)y − Sb(j)‖, ∀j ∈ [m]

Gaurantee : For all ε ∈ (0,1/2), one can set t = O(k/ε) such thatm∑

j=1‖A(j)y(j) − b(j)‖22 6 (1 + ε)

m∑j=1‖A(j)x(j) − b(j)‖22

with prob. 9/10

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 31 / 50

Warmup, inefficient WLRA Algorithm. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Warmup, inefficient WLRA Algorithm. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Warmup, inefficient WLRA Algorithm. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

.

Aij ∈ 0,±1,±2, · · · ,±∆

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Warmup, inefficient WLRA Algorithm. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

W ij ∈ 0,1,2, · · · ,∆

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Warmup, inefficient WLRA Algorithm. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPT

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Warmup, inefficient WLRA Algorithm. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPTAlgorithm :

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Warmup, inefficient WLRA Algorithm. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPTAlgorithm :

1. create 2nk variables for U,V> ∈ Rn×k

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Warmup, inefficient WLRA Algorithm. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPTAlgorithm :

1. create 2nk variables for U,V> ∈ Rn×k

2. write polynomial g(x1, · · · , x2nk ) = ‖W (A − UV )‖2F

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Warmup, inefficient WLRA Algorithm. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPTAlgorithm :

1. create 2nk variables for U,V> ∈ Rn×k

2. write polynomial g(x1, · · · , x2nk ) = ‖W (A − UV )‖2F3. pick C ∈ [L−,L+], run polynomial verifier g(x) 6 C

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Warmup, inefficient WLRA Algorithm. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPTAlgorithm :

1. create 2nk variables for U,V> ∈ Rn×k

2. write polynomial g(x1, · · · , x2nk ) = ‖W (A − UV )‖2F3. pick C ∈ [L−,L+], run polynomial verifier g(x) 6 C4. optimize C by binary search over [L−,L+]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Warmup, inefficient WLRA Algorithm. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPTAlgorithm :

1. create 2nk variables for U,V> ∈ Rn×k

2. write polynomial g(x1, · · · , x2nk ) = ‖W (A − UV )‖2F3. pick C ∈ [L−,L+], run polynomial verifier g(x) 6 C4. optimize C by binary search over [L−,L+]

Time : 2Ω(nk)

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Warmup, inefficient WLRA Algorithm. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPTAlgorithm :

1. create 2nk variables for U,V> ∈ Rn×k

2. write polynomial g(x1, · · · , x2nk ) = ‖W (A − UV )‖2F3. pick C ∈ [L−,L+], run polynomial verifier g(x) 6 C4. optimize C by binary search over [L−,L+]

Time : 2Ω(nk)

How can we do better?

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Warmup, inefficient WLRA Algorithm. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPTAlgorithm :

1. create 2nk variables for U,V> ∈ Rn×k

Time : 2Ω(nk)

How can we do better?

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Warmup, inefficient WLRA Algorithm. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPTAlgorithm :

1. create 2nk variables for U,V> ∈ Rn×k

Time : 2Ω(nk)

How can we do better?polynomial verifier runs in (# constraints · degree)O(# variables)

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Warmup, inefficient WLRA Algorithm. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPTAlgorithm :

1. create 2nk variables for U,V> ∈ Rn×k

Time : 2Ω(nk)

How can we do better?polynomial verifier runs in (# constraints · degree)O(# variables)

lower bound on cost (# constraints)−degreeO(# variables)

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Warmup, inefficient WLRA Algorithm. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPTAlgorithm :

1. create 2nk variables for U,V> ∈ Rn×k

Time : 2Ω(nk)

How can we do better?polynomial verifier runs in (# constraints · degree)O(# variables)

lower bound on cost (# constraints)−degreeO(# variables)

write a polynomial with few #variables, i.e. poly(kr/ε)

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Warmup, inefficient WLRA Algorithm. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : rank-k A s.t. ‖W (A − A)‖2F 6 (1 + ε)OPTAlgorithm :

1. create 2nk variables for U,V> ∈ Rn×k

Time : 2Ω(nk)

How can we do better?polynomial verifier runs in (# constraints · degree)O(# variables)

lower bound on cost (# constraints)−degreeO(# variables)

write a polynomial with few #variables, i.e. poly(kr/ε)without blowing up degree and #constraints too much

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 32 / 50

Main Idea

. .

. .

To reduce the number of variables to poly(kr/ε) :

1. Multiple regression sketch with O(k/ε) rows

2. Weight matrix W has rank at most r

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 33 / 50

Guess a Sketch. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

.

Aij ∈ 0,±1,±2, · · · ,±∆

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

W ij ∈ 0,1,2, · · · ,∆

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm : W j be j th column of WDW j be diagonal matrix with vector W j

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm : W j be j th column of WDW j be diagonal matrix with vector W j

.

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

DW 1 =

10

10

10

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm : W j be j th column of WDW j be diagonal matrix with vector W j

..

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

DW 2 =

11

10

00

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm : W j be j th column of WDW j be diagonal matrix with vector W j

...

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

DW 3 =

12

34

56

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm : W j be j th column of WDW j be diagonal matrix with vector W j

....

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

DW 4 =

21

20

10

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm : W j be j th column of WDW j be diagonal matrix with vector W j

.....

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

DW 5 =

22

44

66

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm : W j be j th column of WDW j be diagonal matrix with vector W j

......

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

DW 6 =

23

44

56

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.

U

V

W A )− (

2

F

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.

U

V

W A )− (

2

F

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

U

V

W A )− (

2

F

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

U

V

W A )− (

2

F

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

n∑i=1‖U iVDW i − AiDW i‖22

U

V

W A )− (

2

F

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

n∑i=1‖U iVDW i − AiDW i‖22

Sketch by Gaussian S,T> ∈ Rt×n

S T

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

n∑i=1‖U iVDW i − AiDW i‖22

Sketch by Gaussian S,T> ∈ Rt×nn∑

j=1‖SDW j UV j − SDW j Aj‖22

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

n∑i=1‖U iVDW i − AiDW i‖22

Sketch by Gaussian S,T> ∈ Rt×nn∑

j=1‖SDW j UV j − SDW j Aj‖22

n∑i=1‖U iVDW i T − AiDW i T‖22

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

n∑i=1‖U iVDW i − AiDW i‖22

Sketch by Gaussian S,T> ∈ Rt×nn∑

j=1‖SDW j UV j − SDW j Aj‖22

n∑i=1‖U iVDW i T − AiDW i T‖22

Guess SDW j U ∈ Rt×k and VDW i T ∈ Rk×t

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

n∑i=1‖U iVDW i − AiDW i‖22

Sketch by Gaussian S,T> ∈ Rt×nn∑

j=1‖SDW j UV j − SDW j Aj‖22

n∑i=1‖U iVDW i T − AiDW i T‖22

Guess SDW j U ∈ Rt×k and VDW i T ∈ Rk×t

.

SDW 1U = S

U

10

10

10

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

n∑i=1‖U iVDW i − AiDW i‖22

Sketch by Gaussian S,T> ∈ Rt×nn∑

j=1‖SDW j UV j − SDW j Aj‖22

n∑i=1‖U iVDW i T − AiDW i T‖22

Guess SDW j U ∈ Rt×k and VDW i T ∈ Rk×t

..

SDW 2U = S

U

11

10

00

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

n∑i=1‖U iVDW i − AiDW i‖22

Sketch by Gaussian S,T> ∈ Rt×nn∑

j=1‖SDW j UV j − SDW j Aj‖22

n∑i=1‖U iVDW i T − AiDW i T‖22

Guess SDW j U ∈ Rt×k and VDW i T ∈ Rk×t

...

SDW 3U = S

U

12

34

56

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

n∑i=1‖U iVDW i − AiDW i‖22

Sketch by Gaussian S,T> ∈ Rt×nn∑

j=1‖SDW j UV j − SDW j Aj‖22

n∑i=1‖U iVDW i T − AiDW i T‖22

Guess SDW j U ∈ Rt×k and VDW i T ∈ Rk×t

....

SDW 4U = S

U

21

20

10

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

n∑i=1‖U iVDW i − AiDW i‖22

Sketch by Gaussian S,T> ∈ Rt×nn∑

j=1‖SDW j UV j − SDW j Aj‖22

n∑i=1‖U iVDW i T − AiDW i T‖22

Guess SDW j U ∈ Rt×k and VDW i T ∈ Rk×t

.....

SDW 5U = S

U

22

44

66

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

n∑i=1‖U iVDW i − AiDW i‖22

Sketch by Gaussian S,T> ∈ Rt×nn∑

j=1‖SDW j UV j − SDW j Aj‖22

n∑i=1‖U iVDW i T − AiDW i T‖22

Guess SDW j U ∈ Rt×k and VDW i T ∈ Rk×t

......

SDW 6U = S

U

23

44

56

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

n∑i=1‖U iVDW i − AiDW i‖22

Sketch by Gaussian S,T> ∈ Rt×nn∑

j=1‖SDW j UV j − SDW j Aj‖22

n∑i=1‖U iVDW i T − AiDW i T‖22

Guess SDW j U ∈ Rt×k and VDW i T ∈ Rk×t

......

Create t × k variables for each of n SDW j U s?

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

n∑i=1‖U iVDW i − AiDW i‖22

Sketch by Gaussian S,T> ∈ Rt×nn∑

j=1‖SDW j UV j − SDW j Aj‖22

n∑i=1‖U iVDW i T − AiDW i T‖22

Guess SDW j U ∈ Rt×k and VDW i T ∈ Rk×t

......

Create t × k variables for each of n SDW j U s?

.

×t × kn

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

n∑i=1‖U iVDW i − AiDW i‖22

Sketch by Gaussian S,T> ∈ Rt×nn∑

j=1‖SDW j UV j − SDW j Aj‖22

n∑i=1‖U iVDW i T − AiDW i T‖22

Guess SDW j U ∈ Rt×k and VDW i T ∈ Rk×t

......

Create t × k variables for each of n SDW j U s?

.

×t × k

.

?

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

..

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :

......

.n∑j=1‖DW j UV j − DW j Aj‖22

n∑i=1‖U iVDW i − AiDW i‖22

Sketch by Gaussian S,T> ∈ Rt×nn∑

j=1‖SDW j UV j − SDW j Aj‖22

n∑i=1‖U iVDW i T − AiDW i T‖22

Guess SDW j U ∈ Rt×k and VDW i T ∈ Rk×t

......

Create t × k variables for each of n SDW j U s?

.

×t × k

..

r

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 34 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm : W j be j th column of W

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm : W j be j th column of W.

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

1 1 10 1 21 1 30 0 41 0 50 0 6

column span of W

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm : W j be j th column of W..

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

101010

=

101010

W 1 = W 1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm : W j be j th column of W...

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

111000

=

111000

W 2 = W 2

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm : W j be j th column of W....

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

123456

=

123456

W 3 = W 3

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm : W j be j th column of W.....

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

212010

= +

101010

111000

W 4 = W 1 + W 2

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm : W j be j th column of W......

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

224466

= +

101010

123456

W 5 = W 1 + W 3

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm : W j be j th column of W.......

W =

1 1 1 2 2 20 1 2 1 2 31 1 3 2 4 40 0 4 0 4 41 0 5 1 6 50 0 6 0 6 6

234456

= +

111000

123456

W 6 = W 2 + W 3

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :....... n∑

j=1‖DW j UV j − DW j Aj‖22

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :....... n∑

j=1‖DW j UV j − DW j Aj‖22

sketchn∑

j=1‖SDW j UV j − SDW j Aj‖22

1 + ε

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :....... n∑

j=1‖DW j UV j − DW j Aj‖22

sketchn∑

j=1‖SDW j UV j − SDW j Aj‖22

1 + ε

create variables for SDW j U, ∀j ∈ [r ]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :....... n∑

j=1‖DW j UV j − DW j Aj‖22

sketchn∑

j=1‖SDW j UV j − SDW j Aj‖22

1 + ε

create variables for SDW j U, ∀j ∈ [r ]

.

S

U

10

10

10

create t × k variables for SDW 1U

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :....... n∑

j=1‖DW j UV j − DW j Aj‖22

sketchn∑

j=1‖SDW j UV j − SDW j Aj‖22

1 + ε

create variables for SDW j U, ∀j ∈ [r ]

..

S

U

11

10

00

create t × k variables for SDW 2U

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :....... n∑

j=1‖DW j UV j − DW j Aj‖22

sketchn∑

j=1‖SDW j UV j − SDW j Aj‖22

1 + ε

create variables for SDW j U, ∀j ∈ [r ]

...

S

U

12

34

56

create t × k variables for SDW 3U

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :....... n∑

j=1‖DW j UV j − DW j Aj‖22

sketchn∑

j=1‖SDW j UV j − SDW j Aj‖22

1 + ε

create variables for SDW j U, ∀j ∈ [r ]

....

S

U

21

20

10

write SDW 4U as SDW 1U + SDW 2U

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :....... n∑

j=1‖DW j UV j − DW j Aj‖22

sketchn∑

j=1‖SDW j UV j − SDW j Aj‖22

1 + ε

create variables for SDW j U, ∀j ∈ [r ]

.....

S

U

1 + 10 + 1

1 + 10 + 0

1 + 00 + 0

write SDW 4U as SDW 1U + SDW 2U

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :....... n∑

j=1‖DW j UV j − DW j Aj‖22

sketchn∑

j=1‖SDW j UV j − SDW j Aj‖22

1 + ε

create variables for SDW j U, ∀j ∈ [r ]

......

S

U(

10

10

10

+

11

10

00

)

write SDW 4U as SDW 1U + SDW 2U

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :....... n∑

j=1‖DW j UV j − DW j Aj‖22

sketchn∑

j=1‖SDW j UV j − SDW j Aj‖22

1 + ε

create variables for SDW j U, ∀j ∈ [r ]

.......

S

U

22

44

66

write SDW 5U as SDW 1U + SDW 3U

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :....... n∑

j=1‖DW j UV j − DW j Aj‖22

sketchn∑

j=1‖SDW j UV j − SDW j Aj‖22

1 + ε

create variables for SDW j U, ∀j ∈ [r ]

........

S

U

1 + 10 + 2

1 + 30 + 4

1 + 50 + 6

write SDW 5U as SDW 1U + SDW 3U

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :....... n∑

j=1‖DW j UV j − DW j Aj‖22

sketchn∑

j=1‖SDW j UV j − SDW j Aj‖22

1 + ε

create variables for SDW j U, ∀j ∈ [r ]

.........

S

U(

10

10

10

+

12

34

56

)

write SDW 5U as SDW 1U + SDW 3U

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :....... n∑

j=1‖DW j UV j − DW j Aj‖22

sketchn∑

j=1‖SDW j UV j − SDW j Aj‖22

1 + ε

create variables for SDW j U, ∀j ∈ [r ]

.........

S

U

23

44

56

write SDW 6U as SDW 2U + SDW 3U

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :....... n∑

j=1‖DW j UV j − DW j Aj‖22

sketchn∑

j=1‖SDW j UV j − SDW j Aj‖22

1 + ε

create variables for SDW j U, ∀j ∈ [r ]

.........

S

U

1 + 11 + 2

1 + 30 + 4

0 + 50 + 6

write SDW 6U as SDW 2U + SDW 3U

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Guess a Sketch. .

. .

Given : A ∈ Rn×n, W ∈ Rn×n, r ∈ N, k ∈ N, ε > 0

Output : U,V> ∈ Rn×k s.t. ‖W (UV − A)‖2F 6 (1 + ε)OPT

Algorithm :....... n∑

j=1‖DW j UV j − DW j Aj‖22

sketchn∑

j=1‖SDW j UV j − SDW j Aj‖22

1 + ε

create variables for SDW j U, ∀j ∈ [r ]

.........

S

U(

11

10

00

+

12

34

56

)

write SDW 6U as SDW 2U + SDW 3U

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 35 / 50

Wrapping Up

Can use an explicit formula for the regression solution in terms ofthe variables created

The regression solution is a rational function, but can use tricks toclear the denominatorMultiple Regression Sketch + Bounded Rank Weight Matrix implya small number of variablesTime : nO(rk2/ε)

(# constraints · degree)O(# variables) = (O(n) ·O(nk))O(krt)

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 36 / 50

Wrapping Up

Can use an explicit formula for the regression solution in terms ofthe variables createdThe regression solution is a rational function, but can use tricks toclear the denominator

Multiple Regression Sketch + Bounded Rank Weight Matrix implya small number of variablesTime : nO(rk2/ε)

(# constraints · degree)O(# variables) = (O(n) ·O(nk))O(krt)

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 36 / 50

Wrapping Up

Can use an explicit formula for the regression solution in terms ofthe variables createdThe regression solution is a rational function, but can use tricks toclear the denominatorMultiple Regression Sketch + Bounded Rank Weight Matrix implya small number of variables

Time : nO(rk2/ε)

(# constraints · degree)O(# variables) = (O(n) ·O(nk))O(krt)

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 36 / 50

Wrapping Up

Can use an explicit formula for the regression solution in terms ofthe variables createdThe regression solution is a rational function, but can use tricks toclear the denominatorMultiple Regression Sketch + Bounded Rank Weight Matrix implya small number of variablesTime : nO(rk2/ε)

(# constraints · degree)O(# variables) = (O(n) ·O(nk))O(krt)

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 36 / 50

Wrapping Up

Can use an explicit formula for the regression solution in terms ofthe variables createdThe regression solution is a rational function, but can use tricks toclear the denominatorMultiple Regression Sketch + Bounded Rank Weight Matrix implya small number of variablesTime : nO(rk2/ε)

(# constraints · degree)O(# variables) = (O(n) ·O(nk))O(krt)

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 36 / 50

Open Problems

For a rank-r weight matrix W , the upper bound is nO(k2r/ε) but thelower bound is only 2Ω(r) - can we close this gap?

Can we prove a hardness result with respect to the parameter k ,e.g., a 2Ω(k) lower bound for WLRA problem?

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 37 / 50

Open Problems

For a rank-r weight matrix W , the upper bound is nO(k2r/ε) but thelower bound is only 2Ω(r) - can we close this gap?Can we prove a hardness result with respect to the parameter k ,e.g., a 2Ω(k) lower bound for WLRA problem?

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 37 / 50

. .

. .

`1 Low Rank Approximation

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 38 / 50

`1-Low Rank Approximation. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 39 / 50

`1-Low Rank Approximation. .

. .

Given : A ∈ Rn×n, k ∈ N, α > 1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 39 / 50

`1-Low Rank Approximation. .

. .

Given : A ∈ Rn×n, k ∈ N, α > 1

Output :

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 39 / 50

`1-Low Rank Approximation. .

. .

Given : A ∈ Rn×n, k ∈ N, α > 1

Output : rank-k A ∈ Rn×n s.t.

A A−

1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 39 / 50

`1-Low Rank Approximation. .

. .

Given : A ∈ Rn×n, k ∈ N, α > 1

Output : rank-k A ∈ Rn×n s.t.‖A − A‖1 6 α · min

rank−k A ′‖A ′ − A‖1

A A−

1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 39 / 50

`1-Low Rank Approximation. .

. .

Given : A ∈ Rn×n, k ∈ N, α > 1

Output : rank-k A ∈ Rn×n s.t.‖A − A‖1 6 α · min

rank−k A ′‖A ′ − A‖1

.

∑i,j|A ′i,j − Ai,j |

A A−

1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 39 / 50

`1-Low Rank Approximation. .

. .

Given : A ∈ Rn×n, k ∈ N, α > 1

Output : rank-k A ∈ Rn×n s.t.‖A − A‖1 6 α · min

rank−k A ′‖A ′ − A‖1

.

∑i,j|A ′i,j − Ai,j |

.OPT

A A−

1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 39 / 50

`1-Low Rank Approximation. .

. .

Given : A ∈ Rn×n, k ∈ N, α > 1

Output :

..

U ∈ Rn×k ,V ∈ Rk×n s.t.‖UV − A‖1 6 α · OPT

U

V

A−

1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 39 / 50

Why is `1-low Rank Approximation Interesting?

The problem was shown to be NP-hard by Gillis-Vavasis’15 and anumber of heuristics have been proposed

Asked in several places if there are any approximation algorithms

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 40 / 50

Why is `1-low Rank Approximation Interesting?

The problem was shown to be NP-hard by Gillis-Vavasis’15 and anumber of heuristics have been proposedAsked in several places if there are any approximation algorithms

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 40 / 50

Thought Experiments. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 41 / 50

Thought Experiments. .

. .

Given : A set of points in 2-dimensions

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 41 / 50

Thought Experiments. .

. .

Given : A set of points in 2-dimensions

Goal : Find a line to fit those points

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 41 / 50

Thought Experiments. .

. .

Given : A set of points in 2-dimensions

Goal : Find a line to fit those points

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 41 / 50

Thought Experiments. .

. .

Given : A set of points in 2-dimensions

Goal : Find a line to fit those points

.

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 41 / 50

Thought Experiments. .

. .

Given : A set of points in 2-dimensions

Goal : Find a line to fit those points

.

Output : `2 minimizer line,

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 41 / 50

Thought Experiments. .

. .

Given : A set of points in 2-dimensions

Goal : Find a line to fit those points

.

Output : `2 minimizer line, `1 minimizer line

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 41 / 50

Thought Experiments. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 42 / 50

Thought Experiments. .

. .

Given : k = 1 and A =

4 0 0 00 1 1 10 1 1 10 1 1 1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 42 / 50

Thought Experiments. .

. .

Given : k = 1 and A =

4 0 0 00 1 1 10 1 1 10 1 1 1

Output : rank-1 ‖‖F−solution A =

4 0 0 00 0 0 00 0 0 00 0 0 0

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 42 / 50

Thought Experiments. .

. .

Given : k = 1 and A =

4 0 0 00 1 1 10 1 1 10 1 1 1

Output : rank-1 ‖‖F−solution A =

4 0 0 00 0 0 00 0 0 00 0 0 0

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 42 / 50

Thought Experiments. .

. .

Given : k = 1 and A =

4 0 0 00 1 1 10 1 1 10 1 1 1

Output : rank-1 ‖‖F−solution A =

4 0 0 00 0 0 00 0 0 00 0 0 0

Output : rank-1 ‖‖1−solution A =

0 0 0 00 1 1 10 1 1 10 1 1 1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 42 / 50

Thought Experiments. .

. .

Given : k = 1 and A =

4 0 0 00 1 1 10 1 1 10 1 1 1

Output : rank-1 ‖‖F−solution A =

4 0 0 00 0 0 00 0 0 00 0 0 0

Output : rank-1 ‖‖1−solution A =

0 0 0 00 1 1 10 1 1 10 1 1 1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 42 / 50

Heuristics and Nearly `1 Setting

`1-setting

I Heuristic algorithms Ke-Kanade’05, Ding-Zhou-He-Zha’06,Kwak’08, Brooks-Dula-Boone’13

I Robust PCA Candes-Li-Ma-Wright’11,Wright-Ganesh-Rao-Peng-Ma’09,Netrapalli-Niranjan-Sanghavi-Anandkumar-Jain’14,Yi-Park-Chen-Caramanis’16

None of them can achieve better than poly(n) approximation ratio

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 43 / 50

Heuristics and Nearly `1 Setting

`1-settingI Heuristic algorithms Ke-Kanade’05, Ding-Zhou-He-Zha’06,

Kwak’08, Brooks-Dula-Boone’13

I Robust PCA Candes-Li-Ma-Wright’11,Wright-Ganesh-Rao-Peng-Ma’09,Netrapalli-Niranjan-Sanghavi-Anandkumar-Jain’14,Yi-Park-Chen-Caramanis’16

None of them can achieve better than poly(n) approximation ratio

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 43 / 50

Heuristics and Nearly `1 Setting

`1-settingI Heuristic algorithms Ke-Kanade’05, Ding-Zhou-He-Zha’06,

Kwak’08, Brooks-Dula-Boone’13I Robust PCA Candes-Li-Ma-Wright’11,

Wright-Ganesh-Rao-Peng-Ma’09,Netrapalli-Niranjan-Sanghavi-Anandkumar-Jain’14,Yi-Park-Chen-Caramanis’16

None of them can achieve better than poly(n) approximation ratio

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 43 / 50

Heuristics and Nearly `1 Setting

`1-settingI Heuristic algorithms Ke-Kanade’05, Ding-Zhou-He-Zha’06,

Kwak’08, Brooks-Dula-Boone’13I Robust PCA Candes-Li-Ma-Wright’11,

Wright-Ganesh-Rao-Peng-Ma’09,Netrapalli-Niranjan-Sanghavi-Anandkumar-Jain’14,Yi-Park-Chen-Caramanis’16

None of them can achieve better than poly(n) approximation ratio

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 43 / 50

Main Question, `1 Low Rank Approximation

QuestionGiven matrix A ∈ Rn×n, is there an algorithm that is able to output arank-k matrix A such that

‖A − A‖1 6 α · minrank−k A ′

‖A ′ − A‖1?

Or, are there any inapproximability results?

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 44 / 50

Main Results - Algorithms

Upper bound (Algorithm) for an arbitrary n × n matrix A

I poly(k) log n-approximation, poly(n) timeI O(k)-approximation, nO(k)2O(k2) time.I Bicriteria algorithm

F rank-2k O(1)-approximation, nO(k2) running time

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 45 / 50

Main Results - Algorithms

Upper bound (Algorithm) for an arbitrary n × n matrix AI poly(k) log n-approximation, poly(n) time

I O(k)-approximation, nO(k)2O(k2) time.I Bicriteria algorithm

F rank-2k O(1)-approximation, nO(k2) running time

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 45 / 50

Main Results - Algorithms

Upper bound (Algorithm) for an arbitrary n × n matrix AI poly(k) log n-approximation, poly(n) timeI O(k)-approximation, nO(k)2O(k2) time.

I Bicriteria algorithm

F rank-2k O(1)-approximation, nO(k2) running time

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 45 / 50

Main Results - Algorithms

Upper bound (Algorithm) for an arbitrary n × n matrix AI poly(k) log n-approximation, poly(n) timeI O(k)-approximation, nO(k)2O(k2) time.I Bicriteria algorithm

F rank-2k O(1)-approximation, nO(k2) running time

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 45 / 50

Main Results - Algorithms

Upper bound (Algorithm) for an arbitrary n × n matrix AI poly(k) log n-approximation, poly(n) timeI O(k)-approximation, nO(k)2O(k2) time.I Bicriteria algorithm

F rank-2k O(1)-approximation, nO(k2) running time

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 45 / 50

Hardness - Under Exponential Time Hypothesis. .

. .Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 46 / 50

Hardness - Under Exponential Time Hypothesis. .

. .

`1-Low Rank Approximation Hardness

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 46 / 50

Hardness - Under Exponential Time Hypothesis. .

. .

`1-Low Rank Approximation Hardness

Given : A ∈ Rn×n, k ∈ N, α > 1

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 46 / 50

Hardness - Under Exponential Time Hypothesis. .

. .

`1-Low Rank Approximation Hardness

Given : A ∈ Rn×n, k ∈ N, α > 1

Output : U ∈ Rn×k , V ∈ Rk×n s.t. ‖UV − A‖1 6 α ·OPTwith prob. 9/10

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 46 / 50

Hardness - Under Exponential Time Hypothesis. .

. .

`1-Low Rank Approximation Hardness

Given : A ∈ Rn×n, k ∈ N, α > 1

Output : U ∈ Rn×k , V ∈ Rk×n s.t. ‖UV − A‖1 6 α ·OPTwith prob. 9/10

Assume : Exponential Time Hypothesis(ETH)[Impagliazzo-Paturi-Zane’98]

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 46 / 50

Hardness - Under Exponential Time Hypothesis. .

. .

`1-Low Rank Approximation Hardness

Given : A ∈ Rn×n, k ∈ N, α > 1

Output : U ∈ Rn×k , V ∈ Rk×n s.t. ‖UV − A‖1 6 α ·OPTwith prob. 9/10

Assume : Exponential Time Hypothesis(ETH)[Impagliazzo-Paturi-Zane’98]

for arbitrarily small constant γ > 0

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 46 / 50

Hardness - Under Exponential Time Hypothesis. .

. .

`1-Low Rank Approximation Hardness

Given : A ∈ Rn×n, k ∈ N, α > 1

Output : U ∈ Rn×k , V ∈ Rk×n s.t. ‖UV − A‖1 6 α ·OPTwith prob. 9/10

Assume : Exponential Time Hypothesis(ETH)[Impagliazzo-Paturi-Zane’98]

for arbitrarily small constant γ > 0for any algorithm running in nO(1) time

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 46 / 50

Hardness - Under Exponential Time Hypothesis. .

. .

`1-Low Rank Approximation Hardness

Given : A ∈ Rn×n, k ∈ N, α > 1

Output : U ∈ Rn×k , V ∈ Rk×n s.t. ‖UV − A‖1 6 α ·OPTwith prob. 9/10

Assume : Exponential Time Hypothesis(ETH)[Impagliazzo-Paturi-Zane’98]

for arbitrarily small constant γ > 0for any algorithm running in nO(1) time

Requires : α > (1 + 1log1+γ n

)

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 46 / 50

Hardness - Under Exponential Time Hypothesis. .

. .

`1-Low Rank Approximation Hardness

Given : A ∈ Rn×n, k ∈ N, α > 1

Output : U ∈ Rn×k , V ∈ Rk×n s.t. ‖UV − A‖1 6 α ·OPTwith prob. 9/10

Assume : Exponential Time Hypothesis(ETH)[Impagliazzo-Paturi-Zane’98]

for arbitrarily small constant γ > 0for any algorithm running in nO(1) time

Requires : α > (1 + 1log1+γ n

)

Implies a 2Ω(1/ε1−γ) Hardness

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 46 / 50

Open Problems

The hardness result is for (1 + 1/ poly(log n)) approximation, canwe obtain a hardness result for O(1) approximation ?

We have an nO(k)-time O(k)-approximation algorithm, can eitherthe approximation or the time be improved?We have a poly(n)-time O(log n) · poly(k)-approximationalgorithm. Can the approximation be improved?

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 47 / 50

Open Problems

The hardness result is for (1 + 1/ poly(log n)) approximation, canwe obtain a hardness result for O(1) approximation ?

We have an nO(k)-time O(k)-approximation algorithm, can eitherthe approximation or the time be improved?

We have a poly(n)-time O(log n) · poly(k)-approximationalgorithm. Can the approximation be improved?

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 47 / 50

Open Problems

The hardness result is for (1 + 1/ poly(log n)) approximation, canwe obtain a hardness result for O(1) approximation ?

We have an nO(k)-time O(k)-approximation algorithm, can eitherthe approximation or the time be improved?We have a poly(n)-time O(log n) · poly(k)-approximationalgorithm. Can the approximation be improved?

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 47 / 50

Conclusions

Studied intractable matrix factorization problems through the lensof parameterized complexity

I nonnegative matrix factorizationI weighted low rank approximationI `1-low rank approximation

Algorithm techniques

I polynomial system verifierI random matrices for dimensionality reduction to reduce the number

of variables

Hardness techniques

I random 4-SAT, ETH, etc.

Parameterized Complexity gives a way of coping with intractabilityfor emerging machine learning problems

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 48 / 50

Conclusions

Studied intractable matrix factorization problems through the lensof parameterized complexity

I nonnegative matrix factorization

I weighted low rank approximationI `1-low rank approximation

Algorithm techniques

I polynomial system verifierI random matrices for dimensionality reduction to reduce the number

of variables

Hardness techniques

I random 4-SAT, ETH, etc.

Parameterized Complexity gives a way of coping with intractabilityfor emerging machine learning problems

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 48 / 50

Conclusions

Studied intractable matrix factorization problems through the lensof parameterized complexity

I nonnegative matrix factorizationI weighted low rank approximation

I `1-low rank approximationAlgorithm techniques

I polynomial system verifierI random matrices for dimensionality reduction to reduce the number

of variables

Hardness techniques

I random 4-SAT, ETH, etc.

Parameterized Complexity gives a way of coping with intractabilityfor emerging machine learning problems

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 48 / 50

Conclusions

Studied intractable matrix factorization problems through the lensof parameterized complexity

I nonnegative matrix factorizationI weighted low rank approximationI `1-low rank approximation

Algorithm techniques

I polynomial system verifierI random matrices for dimensionality reduction to reduce the number

of variables

Hardness techniques

I random 4-SAT, ETH, etc.

Parameterized Complexity gives a way of coping with intractabilityfor emerging machine learning problems

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 48 / 50

Conclusions

Studied intractable matrix factorization problems through the lensof parameterized complexity

I nonnegative matrix factorizationI weighted low rank approximationI `1-low rank approximation

Algorithm techniques

I polynomial system verifierI random matrices for dimensionality reduction to reduce the number

of variablesHardness techniques

I random 4-SAT, ETH, etc.

Parameterized Complexity gives a way of coping with intractabilityfor emerging machine learning problems

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 48 / 50

Conclusions

Studied intractable matrix factorization problems through the lensof parameterized complexity

I nonnegative matrix factorizationI weighted low rank approximationI `1-low rank approximation

Algorithm techniquesI polynomial system verifier

I random matrices for dimensionality reduction to reduce the numberof variables

Hardness techniques

I random 4-SAT, ETH, etc.

Parameterized Complexity gives a way of coping with intractabilityfor emerging machine learning problems

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 48 / 50

Conclusions

Studied intractable matrix factorization problems through the lensof parameterized complexity

I nonnegative matrix factorizationI weighted low rank approximationI `1-low rank approximation

Algorithm techniquesI polynomial system verifierI random matrices for dimensionality reduction to reduce the number

of variables

Hardness techniques

I random 4-SAT, ETH, etc.

Parameterized Complexity gives a way of coping with intractabilityfor emerging machine learning problems

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 48 / 50

Conclusions

Studied intractable matrix factorization problems through the lensof parameterized complexity

I nonnegative matrix factorizationI weighted low rank approximationI `1-low rank approximation

Algorithm techniquesI polynomial system verifierI random matrices for dimensionality reduction to reduce the number

of variablesHardness techniques

I random 4-SAT, ETH, etc.

Parameterized Complexity gives a way of coping with intractabilityfor emerging machine learning problems

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 48 / 50

Conclusions

Studied intractable matrix factorization problems through the lensof parameterized complexity

I nonnegative matrix factorizationI weighted low rank approximationI `1-low rank approximation

Algorithm techniquesI polynomial system verifierI random matrices for dimensionality reduction to reduce the number

of variablesHardness techniques

I random 4-SAT, ETH, etc.

Parameterized Complexity gives a way of coping with intractabilityfor emerging machine learning problems

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 48 / 50

Conclusions

Studied intractable matrix factorization problems through the lensof parameterized complexity

I nonnegative matrix factorizationI weighted low rank approximationI `1-low rank approximation

Algorithm techniquesI polynomial system verifierI random matrices for dimensionality reduction to reduce the number

of variablesHardness techniques

I random 4-SAT, ETH, etc.

Parameterized Complexity gives a way of coping with intractabilityfor emerging machine learning problems

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 48 / 50

Thank you!. .

. .

Questions?

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 49 / 50

Cauchy Distribution. .

. .

Cauchy distribution C(µ,γ), pdf f (x) = 1πγ

γ2

(x−µ)2+γ

µ

For any three independent random variablesX ,Y ,Z drawn from Cauchy distribution.For any a,b ∈ R, aX + bY ∼ (|a|+ |b|)Z

Razenshteyn-Song-Woodruff-Zhong Parameterized Complexity of Matrix Factorization 50 / 50