Fast, Communication-Efficient, and Provable Decentralized Low Rank Matrix Recovery

This work develops a provably accurate fully-decentralized alternating projected gradient descent (GD) algorithm for recovering a low rank (LR) matrix from mutually independent projections of each of its columns, in a fast and communication-efficient fashion. To our best knowledge, this work is the first attempt to develop a provably correct decentralized algorithm (i) for any problem involving the use of an alternating projected GD algorithm; (ii) and for any problem in which the constraint set to be projected to is a non-convex set.