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A proper matrix-product cover from the mixed (2,1) norm

Statement

Let X∈Rn×d, M∈Rd×m with n,d,m≥1, and let a,s≥0. Suppose C:={A∈Rd×m:∥A−M∥2,1≤a, ∥A∥σ≤s} is nonempty. Put U:={XA:A∈C}. For every ϵ>0, log⁡NF(U,ϵ)≤5 a2∥X∥F2ϵ2log⁡(2dm). If a∥X∥F=0 or ϵ≥2a∥X∥F, then NF(U,ϵ)=1. Here ∥A−M∥2,1 is the sum of the Euclidean norms of the columns of A−M; when applying this lemma to a network layer, take A=Ai⊤ and M=Mi⊤, as in the spectral-network-complexity definition. The number NF is the proper Frobenius covering number.

Statement references

Spectral network complexity with reference matrices: defines the column-sum mixed norm and the induced Euclidean operator norm.

Proper Frobenius covering numbers: defines the proper cover whose centers must lie in U.

The Frobenius norm ∥A∥F=(∑i,j∣aij∣2)1/2 on real or complex matrices: defines the Euclidean matrix-entry norm used to measure cover error.

Bartlett, Foster, and Telgarsky, Lemma 3.2 and Appendix A.4: gives the Maurey sparsification route to this matrix-product cover.

Facts & Assumptions

Given: Matrices X,M, dimensions and constants as in the Statement, and the nonempty feasible set C.

[F1]

∥Z∥F2 is the sum of the squared absolute values of all entries of Z. The Frobenius norm ∥A∥F=(∑i,j∣aij∣2)1/2 on real or complex matrices

[F2]

∣⟨u,v⟩∣≤∥u∥∥v∥ in a real or complex inner-product space. Cauchy–Schwarz: ∣⟨u,v⟩∣≤∥u∥∥v∥, with equality exactly for linearly dependent vectors

[F3]

The Euclidean inner-product norm is homogeneous and satisfies the triangle inequality. The inner-product norm is definite, homogeneous, and satisfies the triangle inequality

[F4]

NF(U,ϵ) is the least size of a finite proper Frobenius cover of U. Proper Frobenius covering numbers

[F6]

log⁡ is strictly increasing on positive reals and satisfies log⁡(xy)=log⁡x+log⁡y. The natural logarithm as the inverse of the exponential function Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm

[F7]

The mixed norm is the sum of the Euclidean column norms, and ∥A∥σ is the induced Euclidean operator norm. Spectral network complexity with reference matrices

[F9]

A continuous real-valued function on a nonempty compact metric space attains its minimum. A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value

Proof

1.1F1F2F7givenalgebra

For any B∈Rd×m, write its columns as bj and the columns of X as xr. By [F2], ∥Xbj∥22=∑i∣∑rXir(bj)r∣2≤∥X∥F2∥bj∥22. Summing over j gives ∥XB∥F≤∥X∥F(∑j∥bj∥22)1/2≤∥X∥F∑j∥bj∥2=∥X∥F∥B∥2,1; the middle inequality follows by squaring, since all column norms are nonnegative. Thus ∥A−A′∥2,1≤2a for A,A′∈C, and the diameter of U is at most 2a∥X∥F. If a∥X∥F=0, U is a singleton; if ϵ≥2a∥X∥F, any one point of nonempty U covers it.

1.2F1F2F7givenconstructalgebra

Assume a∥X∥F>0 and 0<ϵ<2a∥X∥F. For each nonzero column xr, each output coordinate j, and each sign η∈{−1,+1}, form the rank-one atom Vrjη=η(xr/∥xr∥2)ej⊤, where ej is the jth standard basis vector in Rm. There are at most 2dm atoms and each has Frobenius norm 1. For B=A−M, the expansion XB=∑r,j(B)rjxrej⊤ has coefficient mass β:=∑r,j∣Brj∣∥xr∥2≤∥B∥2,1∥X∥F≤a∥X∥F=:c, by [F2] column by column. Hence XB/c lies in the convex hull of these signed atoms: if β<c, fill the remaining weight with 0, which is the midpoint of an atom and its negative. If β=0, the product is 0.

2.1F1step 1.2givenalgebraconstruct

For an integer k≥1, sample k atoms independently from the finite convex representation of XB/c constructed in step 1.2. If V1,…,Vk are these atoms and EV1=XB/c, expansion of the squared Frobenius norm and independence give E∥ck−1∑t=1kVt−XB∥F2=(c2/k)(E∥V1∥F2−∥EV1∥F2)≤c2/k. Therefore some ordered k-tuple gives a center within c/k, and all such centers number at most (2dm)k. Taking k=⌈c2/ϵ2⌉ yields an external ϵ-cover of the translated relaxed product set XM+{XB:∥B∥2,1≤a}.

3.1F1F2F3F5F7F8F9step 1.1step 2.1givenalgebraconstruct

The mixed-norm constraint set is convex: for A,A′∈C and 0≤t≤1, the column triangle inequality [F3] gives ∥t(A−M)+(1−t)(A′−M)∥2,1≤ta+(1−t)a=a. The operator-norm constraint is convex because for each unit vector v, ∥(tA+(1−t)A′)v∥2≤t∥Av∥2+(1−t)∥A′v∥2≤s, and taking the supremum over v preserves the bound. The mixed norm is continuous as a finite sum of continuous column norms. From [F7] and the Euclidean triangle inequality, ∣∥A∥σ−∥A′∥σ∣≤∥A−A′∥σ≤∥A−A′∥F, where the last inequality follows from the rowwise Cauchy estimate in step 1.1; hence the operator norm is continuous and C is closed. Also ∥A−M∥F≤∥A−M∥2,1≤a, so C is bounded. Identify the real matrix space with Rdm by its entries; its Euclidean norm is the Frobenius norm, so [F5] makes C compact. The map T(A)=XA is continuous because step 1.1 and [F2] give ∥T(A)−T(A′)∥F≤∥X∥F∥A−A′∥2,1≤m∥X∥F∥A−A′∥F. Hence [F8] makes U=T(C) compact; it is convex because C is convex and T is linear. For each of the finitely many external centers z from step 2.1, the function u↦∥z−u∥F is continuous on the nonempty compact metric space U, since the reverse triangle inequality bounds its change by ∥u−u′∥F. Thus [F9] gives a nearest point p∈U for each center; enumerate the finite center set and choose these minimizers successively. For any u∈U, convexity gives p+t(u−p)∈U for 0≤t≤1. Put ⟨P,Q⟩F:=∑i,jPijQij. Minimality implies 0≤∥z−p−t(u−p)∥F2−∥z−p∥F2=−2t⟨z−p,u−p⟩F+t2∥u−p∥F2 for 0<t≤1; division by t and passage to t↓0 give ⟨z−p,u−p⟩F≤0. Expanding ∥z−u∥F2 then gives ∥p−u∥F2≤∥z−u∥F2. Thus projection does not increase distance to any point of U, and the cover becomes proper without increasing its size.

4.1F4F6step 1.1step 3.1step 2.1algebra∎

Put q=a2∥X∥F2/ϵ2>1/4. Then k=⌈q⌉≤q+1≤5q, so step 2.1 and [F6] imply log⁡NF(U,ϵ)≤klog⁡(2dm)≤5qlog⁡(2dm). Together with step 1.1 this proves both cases of the Statement.

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