KL PROPERTY OF EXPONENT 1/2 OF l(2,0)-NORM AND DC REGULARIZED FACTORIZATIONS FOR LOW-RANK MATRIX RECOVERY

摘要

This paper is concerned with the factorization form of the rank regularized loss minimization problem. To cater for the scenario in which only a coarse estimation is available for the rank of the true matrix, an l(2,0)-norm regularized term is added to the factored loss function to reduce the rank adaptively; and account for the ambiguities in the factorization, a balanced term is then introduced. For the least squares loss, under a restricted condition number assumption on the sampling operator, we establish the KL property of exponent 1/2 of the nonsmooth factored composite function and its equivalent DC regularized surrogates in the set of their global minimizers. We also confirm the theoretical findings by applying a proximal linearized alternating minimization method to the regularized factorizations.