Riemannian Perspective on Matrix Factorization

Abstract

We study the non-convex matrix factorization approach to matrix completion via Riemannian geometry. Based on an optimization formulation over a Grassmannian manifold, we characterize the landscape based on the notion of principal angles between subspaces. For the fully observed case, our results show that there is a region in which the cost is geodesically convex, and outside of which all critical points are strictly saddle. We empirically study the partially observed case based on our findings.