Products of positive semidefinite matrices arise when successive steps of a randomized optimization method use different data points. Their average can have a negative eigenvalue even though every individual matrix is positive semidefinite. Lai and Lim proved at ICML 2020 that $\sum_{i\ne j}A_iA_j\succeq-\frac{1}{4}n(n...
Grimmer, Shu, and Wang asked whether a balanced constant schedule is $s$-composable at every horizon. More precisely, for an integer $n\geq 1$, let $\bar{h}=1+r$, where $r\in(0,1)$ is the unique solution of $$r^n\bigl(1+n(1+r)\bigr)=1,$$ and run gradient descent for $n$ steps with normalized stepsize $\bar{h}$. The cas...
We give an explicit extremal function for one step of gradient descent when the gradient error is bounded relative to the true gradient. The function is the sum of a quadratic in one coordinate and a Huber function in the other. It attains, for every admissible relative error level and every stepsize in the intermediat...
Banerjee, Chen, and Sivakumar asked at COLT 2015 whether a uniform small-ball condition on the rows of a random design matrix forces a restricted-eigenvalue lower bound whose sample complexity is governed by the ordinary Euclidean Gaussian width of an arbitrary spherical subset. We give a negative answer to the natural...
Wu and Santhanam asked whether one can determine, from an increasing i.i.d. sample of binary random matrices, whether the unknown mean matrix is diagonalizable while making only finitely many errors almost surely. We answer this question affirmatively, for diagonalizability over either $\mathbb{R}$ or $\mathbb{C}$. The...
Jin-Ze Zhao· 0 citations
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