Near-Optimal Nonconvex Matrix Completion

We study nonconvex methods for matrix completion, the problem of recovering a low-rank matrix from a subset of its entries. Convex methods achieve sample complexity linear in the matrix dimension and the rank, up to logarithmic factors, whereas global guarantees for commonly used nonconvex methods require a higher polynomial dependence on the rank. We close this gap by analyzing Riemannian gradient descent (RGD) and Riemannian Gauss–Newton (RGN) methods. For an $n\times n$ matrix of rank $r$ with incoherence parameter $\mu$ and condition number $\kappa$, the two methods achieve exact recovery with high probability from $O(\mu nr\log n\log (n\kappa ))$ and $O(\mu nr\log n\log (2\mu r\kappa ))$ observations, respectively. The methods use a multiscale residual initialization, while the analysis simultaneously controls the spectral error and incoherence. The resulting RGD iterates converge linearly, whereas RGN eventually converges Q-quadratically.