تقرير
A Random Matrix Perspective on Random Tensors
العنوان: | A Random Matrix Perspective on Random Tensors |
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المؤلفون: | Goulart, José Henrique de Morais, Couillet, Romain, Comon, Pierre |
سنة النشر: | 2021 |
المجموعة: | Computer Science Mathematics Statistics |
مصطلحات موضوعية: | Statistics - Machine Learning, Computer Science - Machine Learning, Mathematics - Probability, 15A69, 60B20 |
الوصف: | Tensor models play an increasingly prominent role in many fields, notably in machine learning. In several applications, such as community detection, topic modeling and Gaussian mixture learning, one must estimate a low-rank signal from a noisy tensor. Hence, understanding the fundamental limits of estimators of that signal inevitably calls for the study of random tensors. Substantial progress has been recently achieved on this subject in the large-dimensional limit. Yet, some of the most significant among these results--in particular, a precise characterization of the abrupt phase transition (with respect to signal-to-noise ratio) that governs the performance of the maximum likelihood (ML) estimator of a symmetric rank-one model with Gaussian noise--were derived based of mean-field spin glass theory, which is not easily accessible to non-experts. In this work, we develop a sharply distinct and more elementary approach, relying on standard but powerful tools brought by years of advances in random matrix theory. The key idea is to study the spectra of random matrices arising from contractions of a given random tensor. We show how this gives access to spectral properties of the random tensor itself. For the aforementioned rank-one model, our technique yields a hitherto unknown fixed-point equation whose solution precisely matches the asymptotic performance of the ML estimator above the phase transition threshold in the third-order case. A numerical verification provides evidence that the same holds for orders 4 and 5, leading us to conjecture that, for any order, our fixed-point equation is equivalent to the known characterization of the ML estimation performance that had been obtained by relying on spin glasses. Moreover, our approach sheds light on certain properties of the ML problem landscape in large dimensions and can be extended to other models, such as asymmetric and non-Gaussian. |
نوع الوثيقة: | Working Paper |
URL الوصول: | http://arxiv.org/abs/2108.00774 |
رقم الأكسشن: | edsarx.2108.00774 |
قاعدة البيانات: | arXiv |
الوصف غير متاح. |