This work develops a provably accurate fully-decentralized alternating projected gradient descent (GD) algorithm for recovering a low rank (LR) matrix from mutually independent projections of each of its columns, in a fast and communication-efficient fashion. To our best knowledge, this work is the first attempt to develop a provably correct decentralized algorithm (i) for any problem involving the use of an alternating projected GD algorithm; (ii) and for any problem in which the constraint set to be projected to is a non-convex set.
翻译:本工作提出了一种可证明准确的全去中心化交替投影梯度下降算法,用于从各列相互独立的投影中快速且通信高效地恢复低秩矩阵。据我们所知,这是首次尝试开发可证明正确的去中心化算法:(i) 针对任何涉及交替投影梯度下降算法的问题;(ii) 针对任何需投影的约束集为非凸集的问题。