Tensor models play an increasingly prominent role in many fields, notably in machine learning. In several applications, such as community detection, topic modeling and Gaussian mixture learning, one must estimate a low-rank signal from a noisy tensor. Hence, understanding the fundamental limits of estimators of that signal inevitably calls for the study of random tensors. Substantial progress has been recently achieved on this subject in the large-dimensional limit. Yet, some of the most significant among these results--in particular, a precise characterization of the abrupt phase transition (with respect to signal-to-noise ratio) that governs the performance of the maximum likelihood (ML) estimator of a symmetric rank-one model with Gaussian noise--were derived based of mean-field spin glass theory, which is not easily accessible to non-experts. In this work, we develop a sharply distinct and more elementary approach, relying on standard but powerful tools brought by years of advances in random matrix theory. The key idea is to study the spectra of random matrices arising from contractions of a given random tensor. We show how this gives access to spectral properties of the random tensor itself. For the aforementioned rank-one model, our technique yields a hitherto unknown fixed-point equation whose solution precisely matches the asymptotic performance of the ML estimator above the phase transition threshold in the third-order case. A numerical verification provides evidence that the same holds for orders 4 and 5, leading us to conjecture that, for any order, our fixed-point equation is equivalent to the known characterization of the ML estimation performance that had been obtained by relying on spin glasses. Moreover, our approach sheds light on certain properties of the ML problem landscape in large dimensions and can be extended to other models, such as asymmetric and non-Gaussian.
翻译:电锯模型在许多领域,特别是在机器学习中发挥着日益显著的作用。在社区检测、主题模型和高斯混合学习等若干应用中,人们必须估计来自噪音高点的低声信号。因此,理解该信号估计器的基本极限不可避免地要求随机电压研究。最近,在大尺寸限制下,在这个问题上取得了显著进展。然而,在这些成果中,有些最显著的层面是,精确地描述管理最大可能性(ML)估计一等级模型的性能的突变阶段(信号对音率比率),在最大可能性(ML)估算器的性能方面,人们必须估计一个低声一等模型的低声信号。因此,理解该信号的测算器不可避免地对随机旋转的玻璃理论。在这项工作中,我们开发了一种截然不同的、更简单的、更强大的方法,依靠多年来的随机矩阵理论带来的标准但又更强大的工具。关键的想法是,研究从一个随机调调调调的螺旋模型产生的随机矩阵的光谱,在5级的等值估算中,我们所知道的直径直径直径直的直径直的图像的性性性性表现。