Dropping Convexity for More Efficient and Scalable Online Multiview Learning
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Multiview representation learning is very popular for latent factor analysis. It naturally arises in many data analysis, machine learning, and information retrieval applications to model dependent structures among multiple data sources. For computational convenience, existing approaches usually formulate the multiview representation learning as convex optimization problems, where global optima can be obtained by certain algorithms in polynomial time. However, many evidences have corroborated that heuristic nonconvex approaches also have good empirical computational performance and convergence to the global optima, although there is a lack of theoretical justification. Such a gap between theory and practice motivates us to study a nonconvex formulation for multiview representation learning, which can be efficiently solved by a simple stochastic gradient descent (SGD) algorithm. We first illustrate the geometry of the nonconvex formulation; Then by characterizing the dynamics of the approximate limiting process, we establish global rates of convergence to the global optima. Numerical experiments are provided to support our theory.
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