Marc Mézard - Bocconi University, Milano
Wednesday, September 6th, 10:45AM EDT (Zoom meeting starts at 10:30 EDT)
Matrix Factorization with Neural Networks
The factorization of a large matrix into the product of two matrices is an important mathematical problem encountered in many tasks, ranging from dictionary learning to machine learning. Statistical physics can provide on the one hand theoretical limits on the possibility of factorizing matrices in the limit of infinite size, and also practical algorithms. While this program has been successful in the case of finite rank matrices, the regime of extensive rank (scaling linearly with the dimension of the matrix) turns out to be much harder. This talk will describe a new approach to matrix factorization that maps it to neural network models of associative memory: each pattern found in the associative memory correspond to one factor of the matrix decomposition. A detailed theoretical analysis of this new approach shows that matrix factorization in the extensive rank regime is possible when the rank is below a certain threshold.
Joint work with Francesco Camilli.