Guaranteed Non-convex Learning Algorithms through Tensor Factorization

author: Animashree Anandkumar, University of California, Irvine
published: May 27, 2016,   recorded: May 2016,   views: 4772


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Modern machine learning involves massive datasets of text, images, videos, biological data, and so on. Most learning tasks can be framed as optimization problems which turn out to be non-convex and NP-hard to solve. This hardness barrier can be overcome by: (i) focusing on conditions which make learning tractable, (ii) replacing the given optimization objective with better behaved ones, and (iii) exploiting non-obvious connections that abound in learning problems.

I will discuss the above in the context of: (i) unsupervised learning of latent variable models and (ii) training multi-layer neural networks, through a novel framework involving spectral decomposition of moment matrices and tensors. Tensors are rich structures that can encode higher order relationships in data. Despite being non-convex, tensor decomposition can be solved optimally using simple iterative algorithms under mild conditions. In practice, tensor methods yield enormous gains both in running times and learning accuracy over traditional methods for training probabilistic models such as variational inference. These positive results demonstrate that many challenging learning tasks can be solved efficiently, both in theory and in practice.

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