Bayesian Extensive-Rank Matrix Factorization with Rotational Invariant Priors

We consider a statistical model for matrix factorization in a regime where the rank of the two hidden matrix factors grows linearly with their dimension and their product is corrupted by additive noise. Despite various approaches, statistical and algorithmic limits of such problems have remained elusive. We study a Bayesian setting with the assumptions that (a) one of the matrix factors is symmetric, (b) both factors as well as the additive noise have rotational invariant priors, (c) the priors are known to the statistician. We derive analytical formulas for Rotation Invariant Estimators to reconstruct the two matrix factors, and conjecture that these are optimal in the large-dimension limit, in the sense that they minimize the average mean-square-error. We provide numerical checks which confirm the optimality conjecture when confronted to Oracle Estimators which are optimal by definition, but involve the ground-truth. Our derivation relies on a combination of tools, namely random matrix theory transforms, spherical integral formulas, and the replica method from statistical mechanics.

Paper

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Peer review

Reviewer PN687/10 · confidence 3/52023-07-05

Summary

The authors consider the problem of matrix factorization of a noisy measurement in the setting of all matrices having an rotationally invariant prior. They provide a non-rigorous but comprehensive theoretical derivation of their results. They also provide a number of experiments validating there theoretical claims.

Strengths

- Explicit formulas for the reconstruction of the matrix factors - Strong experimental support for the theoretical claims

Weaknesses

- The analysis is limited to the rotationally invariant setting

Questions

- It would be nice to have a short summary and outlook at the end of the paper - In line 67 what do you mean by proper distribution? - Can you briefly elaborate on the relationship between your work and the works 34-36 mentioned in the introduction?

Rating

7: Accept: Technically solid paper, with high impact on at least one sub-area, or moderate-to-high impact on more than one areas, with good-to-excellent evaluation, resources, reproducibility, and no unaddressed ethical considerations.

Confidence

3: You are fairly confident in your assessment. It is possible that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work. Math/other details were not carefully checked.

Soundness

3 good

Presentation

4 excellent

Contribution

4 excellent

Limitations

The limitations have been adequately addressed.

Reviewer AAM77/10 · confidence 3/52023-07-05

Summary

This paper explores the Matrix Factorization problem, which involves estimating the matrices $X \in \mathbb{R}^{N \times N}$ and $Y \in \mathbb{R}^{N \times M}$ given the noisy matrix $S = \sqrt{\kappa} X Y + W$. The focus is on the high-dimensional regime, where $N/M \to \alpha$, and the investigation includes bi-rotationally invariant $Y$ and $W$, as well as symmetric rotationally invariant $X$. The authors examine rotationally invariant estimators, which are estimators that share the same singular vectors as the noisy matrix $S$. The paper derives rotationally invariant estimators based on oracle knowledge of the target matrices and demonstrates that they are also Bayes optimal. By assuming concentration and utilizing replica methods, the paper derives explicitly computable estimators from the oracle estimators. The empirical performance of these derived estimators is investigated and shown to closely match that of the oracle estimators. This suggests that the estimators derived using non-rigorous methods from statistical physics are indeed optimal.

Strengths

The low-rank matrix factorization problem with finite-rank matrices is now a well-studied topic. Similarly, the low-rank matrix denoising problem with extensive (diverging) ranks has garnered recent interest. However, results on matrix factorization with extensive ranks have been relatively scarce. This paper aims to fill this gap in the literature by providing results for the matrix factorization problem with diverging ranks and under general rotationally-invariant priors. The paper is well-written overall, and Section 5 provides a concise and easy-to-follow overview of the derivation of the results, which are otherwise quite complex.

Weaknesses

The main results of the paper, which are the explicitly computed Rotationally Invariant Estimators, rely on non-rigorous methods from statistical physics. While the empirical results are compelling, it would be valuable in the future to establish a more solid theoretical foundation for these estimators. Moreover, the assumptions made on the matrices $X$ and $Y$ may be considered somewhat unnatural. It would be beneficial for the authors to provide additional motivation as to why the findings of this paper could be of interest to the NeurIPS community beyond the specific problem examined here. This could help clarify the broader significance and potential applications of the research.

Questions

Can the authors expand on the relevance of the methodology developed in the paper for the analysis of the weight matrices of neural networks?

Rating

7: Accept: Technically solid paper, with high impact on at least one sub-area, or moderate-to-high impact on more than one areas, with good-to-excellent evaluation, resources, reproducibility, and no unaddressed ethical considerations.

Confidence

3: You are fairly confident in your assessment. It is possible that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work. Math/other details were not carefully checked.

Soundness

3 good

Presentation

3 good

Contribution

3 good

Limitations

Theoretical paper with no immediate negative societal impact.

Reviewer LQDn7/10 · confidence 3/52023-07-07

Summary

This paper considers a matrix factorization problem in a setting where the rank of the factor matrices grow linearly with the ambient dimensions. They assume that the factors follow a prior distribution such that: (1) One of the matrix factor is symmetric, (2) Both factors and the noise are drawn from rotationally invariant distributions. (3) The priors are known to the statistician. They propose to study a class of rotationally invariant estimators. They derive a closed form expression for the oracle estimator in this class, and show that it is Bayes optimal. They propose an estimator and conjecture that its performance matches the oracle. They provide evidence of their conjecture through experiments.

Strengths

This paper seems to be the first one that explores MF in this challenging setting, and opens up a new research direction that might be of interest. They derive a closed form neat expression for the Bayes optimal estimator, although this cannot be implemented in practice. As an alternative, they propose an estimator that can be implemented in practice. Although their result is non-rigorous, simulation suggests that this is the correct thing to do. A sub-optimal estimator for one factor that does not require prior knowledge of $\mu_X$ is also proposed. Their presentation is nice and clean.

Weaknesses

Although this paper presents nice technical contributions, it is not clear why this prior structure should be considered in practice. It would be nice to give a few practical examples which past results can not cover but this work do.

Questions

1. I am wondering how sensitive is the proposed estimators to misspecification of prior. 2. If the prior is not presented, is there a way to estimate them? I feel the assumption that prior is known for both the factors and noise is a bit strong. Perhaps the authors should comment a little bit. For example, explain when it is reasonable to assume this information is given. 3. Several literatures that might be useful to include: Information-theoretic limits of MF: [1] Bayes-optimal limits in structured PCA, and how to reach them (arXiv:2210.01237) [2] Fundamental Limits of Low-Rank Matrix Estimation with Diverging Aspect Ratios (arXiv:2211.00488) AMP for rotationally invariant matrices: [1] Approximate Message Passing algorithms for rotationally invariant matrices (arXiv:2008.11892)

Rating

7: Accept: Technically solid paper, with high impact on at least one sub-area, or moderate-to-high impact on more than one areas, with good-to-excellent evaluation, resources, reproducibility, and no unaddressed ethical considerations.

Confidence

3: You are fairly confident in your assessment. It is possible that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work. Math/other details were not carefully checked.

Soundness

3 good

Presentation

3 good

Contribution

2 fair

Limitations

The limitations are clearly reflected in the model assumption, and societal impact not applicable.

Reviewer LgE79/10 · confidence 4/52023-07-17

Summary

For a matrix factorization model S = \kappa XY + W, this paper proposes a method for estimating X and Y from S under the assumption that priors of X, Y, and W satisfy certain rotation invariance properties and their distributions of eigen/singular values are known. The proposed method is rather simple. First, using the singular value decomposition, we assess the left and right singular bases of S, which are eigen/singular bases of X and Y. Next, keeping the bases fixed, the eigen/singular values of X and Y are adjusted for minimizing the average mean squared errors, which can be analytically performed with the knowledge of limiting distributions of eigen/singular values of X, Y, and W. The Bayesian optimality is shown for the proposed estimators using the replica method from statistical mechanics and random matrix theory.

Strengths

As long as I know, this is the first paper that shows a concrete practical method for constructing the Bayes optimal estimator for O(N) rank matrix factorization problem.

Weaknesses

The shown optimality holds under rather many assumptions (rotation invariance, knowledge of limiting eigen/singular value distributions) are necessary.

Questions

I am curious about what happens when c is set to zero for the shifted Wigner. Does it cause any singularity for the estimator? Or, does the estimator of X continuously converge to zero matrix as c -> 0?

Rating

9: Very Strong Accept: Technically flawless paper with groundbreaking impact on at least one area of AI/ML and excellent impact on multiple areas of AI/ML, with flawless evaluation, resources, and reproducibility, and no unaddressed ethical considerations.

Confidence

4: You are confident in your assessment, but not absolutely certain. It is unlikely, but not impossible, that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work.

Soundness

4 excellent

Presentation

4 excellent

Contribution

4 excellent

Limitations

Yes.

Reviewer PN682023-08-17

I would like to thank the authors for the clarifications. I have slightly increased my evaluation.

Reviewer LQDn2023-08-17

I want to thank the authors for the detailed clarification. I have increased my rating.

Reviewer LgE72023-08-18

Thank you for the reply. I am satisfied with it.

Program Chairsdecision2023-09-21

Decision

Accept (spotlight)

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