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Record W4396934691 · doi:10.3150/23-bej1675

Low-rank matrix recovery under heavy-tailed errors

2024· article· en· W4396934691 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueBernoulli · 2024
Typearticle
Languageen
FieldEngineering
TopicSparse and Compressive Sensing Techniques
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsMathematicsRank (graph theory)StatisticsMatrix (chemical analysis)EconometricsCombinatorics

Abstract

fetched live from OpenAlex

This paper proposes convex relaxation based robust methods to recover approximately low-rank matrices in the presence of heavy-tailed and asymmetric errors, allowing for heteroscedasticity. We focus on three archetypal applications in matrix recovery: matrix compressed sensing, matrix completion and multitask regression. Statistically, we provide sub-Gaussian-type deviation bounds when the noise variables only have bounded variances in each aforementioned setting. Improving upon the earlier results in Fan, Wang and Zhu (Ann. Statist. 49 (2021) 1239–1266), the convergence rates of our estimators are proportional to the noise scale under matrix sensing and multitask regression settings, and thus diminish to 0 in the noiseless case. Computationally, we propose a matrix version of the local adaptive majorize-minimization algorithm, which is much faster than the alternating direction method of multiplier used in previous work and is scalable to large datasets. Numerical experiments demonstrate the advantage of our methods over their non-robust counterparts and corroborate the theoretical findings that the convergence rates are proportional to the noise scale.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.255
Threshold uncertainty score0.671

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.013
GPT teacher head0.251
Teacher spread0.238 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it