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On The Accelerated Noise-Tolerant Power Method, Zhiqiang Xu
On The Accelerated Noise-Tolerant Power Method, Zhiqiang Xu
Machine Learning Faculty Publications
We revisit the acceleration of the noise-tolerant power method for which, despite previous studies, the results remain unsatisfactory as they are either wrong or suboptimal, also lacking generality. In this work, we present a simple yet general and optimal analysis via noise-corrupted Chebyshev polynomials, which allows a larger iteration rank p than the target rank k, requires less noise conditions in a new form, and achieves the optimal iteration complexity (Equation presented) for some q satisfying k ≤ q ≤ p in a certain regime of the momentum parameter. Interestingly, it shows dynamic dependence of the noise tolerance on the …