Coherence-free Entrywise Estimation of Eigenvectors in Low-rank Signal-plus-noise Matrix Models

Authors: Hao Yan, Keith Levin

NeurIPS 2024 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental 5 Numerical experiments. We turn to a brief experimental exploration of our theoretical results.
Researcher Affiliation Academia Hao Yan Department of Statistics University of Wisconsin Madison Madison, WI 53706 United States of America hyan84@wisc.edu. Keith Levin Department of Statistics University of Wisconsin Madison Madison, WI 53706 United States of America kdlevin@wisc.edu
Pseudocode Yes Algorithm 1 Coherence-free eigenvector estimation algorithm. Input: Observed matrix Y Rn n; leading eigenvalue estimate bλ; parameter β > 0. Output: bu Rn
Open Source Code Yes in addition to the algorithmic descriptions in Sections 2 and 3 and the details in Section 5, we have included code for running all reported experiments in our supplemental materials.
Open Datasets No We consider three distributions for the entries of W : Gaussian, Laplacian and Rademacher, all scaled to have variance σ2 = 1. We consider two approaches to generating u .
Dataset Splits No We report the mean of 20 independent trials for each combination of problem size n, magnitude a and methods for generating u and W .
Hardware Specification No All experiments were run in a distributed environment on commodity hardware without GPUs. In total, the experiments reported below used 3425 compute-hours. Mean memory usage was 3.5 GB, with a maximum of 11 GB.
Software Dependencies No The paper mentions 'open source software tools' in the NeurIPS checklist but does not provide specific software or library version numbers.
Experiment Setup Yes We take λ = n log n in all experiments, matching the rate in Remark 1. We consider three distributions for the entries of W : Gaussian, Laplacian and Rademacher, all scaled to have variance σ2 = 1.