## Abstract

Matrix completion is a basic machine learning problem that has wide applications, especially in collaborative filtering and recommender systems. Simple non-convex optimization algorithms are popular and effective in practice. Despite recent progress in proving various non-convex algorithms converge from a good initial point, it remains unclear why random or arbitrary initialization suffices in practice. We prove that the commonly used non-convex objective function for positive semidefinite matrix completion has no spurious local minima - all local minima must also be global. Therefore, many popular optimization algorithms such as (stochastic) gradient descent can provably solve positive semidefinite matrix completion with arbitrary initialization in polynomial time. The result can be generalized to the setting when the observed entries contain noise. We believe that our main proof strategy can be useful for understanding geometric properties of other statistical problems involving partial or noisy observations.

Original language | English (US) |
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Pages (from-to) | 2981-2989 |

Number of pages | 9 |

Journal | Advances in Neural Information Processing Systems |

State | Published - Jan 1 2016 |

Externally published | Yes |

Event | 30th Annual Conference on Neural Information Processing Systems, NIPS 2016 - Barcelona, Spain Duration: Dec 5 2016 → Dec 10 2016 |

## All Science Journal Classification (ASJC) codes

- Computer Networks and Communications
- Information Systems
- Signal Processing