The Noisy Power Method: A Meta Algorithm with Applications

Authors: Moritz Hardt, Eric Price

NeurIPS 2014 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Theoretical We provide a new robust convergence analysis of the well-known power method for computing the dominant singular vectors of a matrix that we call the noisy power method. Our result characterizes the convergence behavior of the algorithm when a significant amount noise is introduced after each matrix-vector multiplication. The noisy power method can be seen as a meta-algorithm that has recently found a number of important applications in a broad range of machine learning problems including alternating minimization for matrix completion, streaming principal component analysis (PCA), and privacy-preserving spectral analysis. Our general analysis subsumes several existing ad-hoc convergence bounds and resolves a number of open problems in multiple applications
Researcher Affiliation Industry Moritz Hardt IBM Research Almaden Eric Price IBM Research Almaden
Pseudocode Yes Figure 1: Noisy Power Method (NPM); Figure 2: Streaming Power Method (SPM); Figure 3: Private Power Method (PPM).
Open Source Code No The paper does not provide any concrete access to source code.
Open Datasets No The paper focuses on theoretical analysis and does not describe experiments on publicly available datasets or provide access information for any datasets used in experiments.
Dataset Splits No The paper focuses on theoretical analysis and does not describe training, validation, or test splits for empirical experiments.
Hardware Specification No The paper does not specify any hardware used for experiments.
Software Dependencies No The paper does not specify any software dependencies with version numbers.
Experiment Setup No The paper focuses on theoretical analysis and algorithm design, not empirical experimentation, and therefore does not include specific experimental setup details like hyperparameters or training configurations.