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Optimization Problems With Matrix Variables in Machine Learning and Control Applications
Optimization Problems With Matrix Variables in Machine Learning and Control Applications
Optimization Problems With Matrix Variables in Machine Learning and Control Applications

상세정보

자료유형  
 학위논문 서양
최종처리일시  
20260202103130
ISBN  
9798288861833
DDC  
658
저자명  
Yalcin, Baturalp.
서명/저자  
Optimization Problems With Matrix Variables in Machine Learning and Control Applications
발행사항  
[Sl] : University of California, Berkeley, 2025
발행사항  
Ann Arbor : ProQuest Dissertations & Theses, 2025
형태사항  
203 p
주기사항  
Source: Dissertations Abstracts International, Volume: 87-01, Section: B.
주기사항  
Advisor: Lavaei, Javad.
학위논문주기  
Thesis (Ph.D.)--University of California, Berkeley, 2025.
초록/해제  
요약This dissertation aims to advance the understanding and solution methods for optimization problems involving matrix variables. These problems are inherently complex and require sophisticated solution approaches. Despite their difficulty, they have critical applications in machine learning and control systems. We integrate high-dimensional statistics, machine learning, system theory, and mathematical optimization techniques to address key challenges in analyzing their solution landscapes and computational feasibility. The dissertation is divided into two parts.In the first part, we study low-rank matrix sensing and completion problems, which are fundamental in recommendation systems and collaborative filtering. The restricted isometry property (RIP) is sufficient for solving matrix sensing problems using the Burer-Monteiro (B-M) factorization approach. However, when the RIP condition is not satisfied, these problems are considered hard. A widely studied case of matrix recovery without RIP is the matrix completion problem. First, we identify a class of matrix completion problems that can be solved using simple graph traversal algorithms in polynomial time. Next, we demonstrate that for this class of polynomial-time solvable problems, the B-M factorization approach gives rise to exponentially many spurious local minima, causing gradient descent algorithms to fail in recovering ground-truth matrices almost surely. This highlights a gap between the information-theoretic and optimization complexity of the problem. On the other hand, another widely used convex semidefinite programming (SDP) formulation approach achieves the exact recovery for the same class of problems. However, we also identify another class of matrix completion problems where the SDP formulation fails, whereas the B-M factorization produces an optimization landscape where all local minima are global. Consequently, when the RIP conditions are not met, neither approach strictly outperforms the other for matrix completion.In the second part, we focus on the system identification problem for dynamical systems in the presence of adversarial disturbances. System identification involves learning a system matrix that governs the relationship between system states and inputs across time. In safety-critical systems, such as power grids, autonomous vehicles, and unmanned aerial vehicles, adversarial agents may attempt to manipulate system dynamics. The least-squares estimator, commonly used for learning system dynamics, is highly susceptible to these outliers and adversarial perturbations. To address this vulnerability, we analyze non-smooth estimators and establish their finite-time recovery guarantees. We show that for both linear time-invariant and parametrized nonlinear systems, non-smooth estimators can recover the exact system matrices in finite time with high probability. In contrast, the least-squares estimator fails to do so. We propose a first-order subgradient method to iteratively update estimates at each time step, leveraging information from previous estimates. This approach eliminates the need to solve a new optimization problem from scratch at each time step, significantly reducing computational complexity.
일반주제명  
Industrial engineering
일반주제명  
Computer science
키워드  
Matrix completion
키워드  
Matrix optimization
키워드  
Matrix sensing
키워드  
Robust learning
키워드  
Subgradient method
키워드  
System identification
기타저자  
University of California, Berkeley Industrial Engineering & Operations Research
기본자료저록  
Dissertations Abstracts International. 87-01B.
전자적 위치 및 접속  
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MARC

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■1001  ▼aYalcin,  Baturalp.
■24510▼aOptimization  Problems  With  Matrix  Variables  in  Machine  Learning  and  Control  Applications
■260    ▼a[Sl]▼bUniversity  of  California,  Berkeley▼c2025
■260  1▼aAnn  Arbor▼bProQuest  Dissertations  &  Theses▼c2025
■300    ▼a203  p
■500    ▼aSource:  Dissertations  Abstracts  International,  Volume:  87-01,  Section:  B.
■500    ▼aAdvisor:  Lavaei,  Javad.
■5021  ▼aThesis  (Ph.D.)--University  of  California,  Berkeley,  2025.
■520    ▼aThis  dissertation  aims  to  advance  the  understanding  and  solution  methods  for  optimization  problems  involving  matrix  variables.  These  problems  are  inherently  complex  and  require  sophisticated  solution  approaches.  Despite  their  difficulty,  they  have  critical  applications  in  machine  learning  and  control  systems.  We  integrate  high-dimensional  statistics,  machine  learning,  system  theory,  and  mathematical  optimization  techniques  to  address  key  challenges  in  analyzing  their  solution  landscapes  and  computational  feasibility.  The  dissertation  is  divided  into  two  parts.In  the  first  part,  we  study  low-rank  matrix  sensing  and  completion  problems,  which  are  fundamental  in  recommendation  systems  and  collaborative  filtering.  The  restricted  isometry  property  (RIP)  is  sufficient  for  solving  matrix  sensing  problems  using  the  Burer-Monteiro  (B-M)  factorization  approach.  However,  when  the  RIP  condition  is  not  satisfied,  these  problems  are  considered  hard.  A  widely  studied  case  of  matrix  recovery  without  RIP  is  the  matrix  completion  problem.  First,  we  identify  a  class  of  matrix  completion  problems  that  can  be  solved  using  simple  graph  traversal  algorithms  in  polynomial  time.  Next,  we  demonstrate  that  for  this  class  of  polynomial-time  solvable  problems,  the  B-M  factorization  approach  gives  rise  to  exponentially  many  spurious  local  minima,  causing  gradient  descent  algorithms  to  fail  in  recovering  ground-truth  matrices  almost  surely.  This  highlights  a  gap  between  the  information-theoretic  and  optimization  complexity  of  the  problem.  On  the  other  hand,  another  widely  used  convex  semidefinite  programming  (SDP)  formulation  approach  achieves  the  exact  recovery  for  the  same  class  of  problems.  However,  we  also  identify  another  class  of  matrix  completion  problems  where  the  SDP  formulation  fails,  whereas  the  B-M  factorization  produces  an  optimization  landscape  where  all  local  minima  are  global.  Consequently,  when  the  RIP  conditions  are  not  met,  neither  approach  strictly  outperforms  the  other  for  matrix  completion.In  the  second  part,  we  focus  on  the  system  identification  problem  for  dynamical  systems  in  the  presence  of  adversarial  disturbances.  System  identification  involves  learning  a  system  matrix  that  governs  the  relationship  between  system  states  and  inputs  across  time.  In  safety-critical  systems,  such  as  power  grids,  autonomous  vehicles,  and  unmanned  aerial  vehicles,  adversarial  agents  may  attempt  to  manipulate  system  dynamics.  The  least-squares  estimator,  commonly  used  for  learning  system  dynamics,  is  highly  susceptible  to  these  outliers  and  adversarial  perturbations.  To  address  this  vulnerability,  we  analyze  non-smooth  estimators  and  establish  their  finite-time  recovery  guarantees.  We  show  that  for  both  linear  time-invariant  and  parametrized  nonlinear  systems,  non-smooth  estimators  can  recover  the  exact  system  matrices  in  finite  time  with  high  probability.  In  contrast,  the  least-squares  estimator  fails  to  do  so.  We  propose  a  first-order  subgradient  method  to  iteratively  update  estimates  at  each  time  step,  leveraging  information  from  previous  estimates.  This  approach  eliminates  the  need  to  solve  a  new  optimization  problem  from  scratch  at  each  time  step,  significantly  reducing  computational  complexity.
■590    ▼aSchool  code:  0028.
■650  4▼aIndustrial  engineering
■650  4▼aComputer  science
■653    ▼aMatrix  completion
■653    ▼aMatrix  optimization
■653    ▼aMatrix  sensing
■653    ▼aRobust  learning
■653    ▼aSubgradient  method
■653    ▼aSystem  identification
■690    ▼a0796
■690    ▼a0546
■690    ▼a0984
■690    ▼a0800
■71020▼aUniversity  of  California,  Berkeley▼bIndustrial  Engineering  &  Operations  Research.
■7730  ▼tDissertations  Abstracts  International▼g87-01B.
■790    ▼a0028
■791    ▼aPh.D.
■792    ▼a2025
■793    ▼aEnglish
■85640▼uhttp://www.riss.kr/pdu/ddodLink.do?id=T17357095▼nKERIS▼z이  자료의  원문은  한국교육학술정보원에서  제공합니다.

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