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A proper matrix-product cover from the mixed (2,1) norm
Statement
Let , with , and let . Suppose is nonempty. Put . For every , If or , then . Here is the sum of the Euclidean norms of the columns of ; when applying this lemma to a network layer, take and , as in the spectral-network-complexity definition. The number 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 .
The Frobenius norm 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 , dimensions and constants as in the Statement, and the nonempty feasible set .
is the sum of the squared absolute values of all entries of . The Frobenius norm on real or complex matrices
in a real or complex inner-product space. Cauchy–Schwarz: , with equality exactly for linearly dependent vectors
The Euclidean inner-product norm is homogeneous and satisfies the triangle inequality. The inner-product norm is definite, homogeneous, and satisfies the triangle inequality
is the least size of a finite proper Frobenius cover of . Proper Frobenius covering numbers
Closed bounded subsets of finite-dimensional real Euclidean space are compact. Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
is strictly increasing on positive reals and satisfies . The natural logarithm as the inverse of the exponential function Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm
The mixed norm is the sum of the Euclidean column norms, and is the induced Euclidean operator norm. Spectral network complexity with reference matrices
A continuous map from a compact metric space has compact image. The image of a compact metric space under a continuous map is compact, and so is the image of any compact subset
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
For any , write its columns as and the columns of as . By [F2], . Summing over gives ; the middle inequality follows by squaring, since all column norms are nonnegative. Thus for , and the diameter of is at most . If , is a singleton; if , any one point of nonempty covers it.
Assume and . For each nonzero column , each output coordinate , and each sign , form the rank-one atom , where is the th standard basis vector in . There are at most atoms and each has Frobenius norm . For , the expansion has coefficient mass , by [F2] column by column. Hence lies in the convex hull of these signed atoms: if , fill the remaining weight with , which is the midpoint of an atom and its negative. If , the product is .
For an integer , sample atoms independently from the finite convex representation of constructed in step 1.2. If are these atoms and , expansion of the squared Frobenius norm and independence give . Therefore some ordered -tuple gives a center within , and all such centers number at most . Taking yields an external -cover of the translated relaxed product set .
The mixed-norm constraint set is convex: for and , the column triangle inequality [F3] gives . The operator-norm constraint is convex because for each unit vector , , and taking the supremum over preserves the bound. The mixed norm is continuous as a finite sum of continuous column norms. From [F7] and the Euclidean triangle inequality, , where the last inequality follows from the rowwise Cauchy estimate in step 1.1; hence the operator norm is continuous and is closed. Also , so is bounded. Identify the real matrix space with by its entries; its Euclidean norm is the Frobenius norm, so [F5] makes compact. The map is continuous because step 1.1 and [F2] give . Hence [F8] makes compact; it is convex because is convex and is linear. For each of the finitely many external centers from step 2.1, the function is continuous on the nonempty compact metric space , since the reverse triangle inequality bounds its change by . Thus [F9] gives a nearest point for each center; enumerate the finite center set and choose these minimizers successively. For any , convexity gives for . Put . Minimality implies for ; division by and passage to give . Expanding then gives . Thus projection does not increase distance to any point of , and the cover becomes proper without increasing its size.
Put . Then , so step 2.1 and [F6] imply . Together with step 1.1 this proves both cases of the Statement.
Depends on
- Spectral network complexity with reference matrices
- Proper Frobenius covering numbers
- The Frobenius norm $\lVert A\rVert_F=(\sum_{i,j}|a_{ij}|^2)^{1/2}$ on real or complex matrices
- Cauchy–Schwarz: $|\langle u,v\rangle|\leq\lVert u\rVert\lVert v\rVert$, with equality exactly for linearly dependent vectors
- The inner-product norm is definite, homogeneous, and satisfies the triangle inequality
- Heine-Borel in $\mathbb{R}^n$: with the Euclidean metric a subset of $\mathbb{R}^n$ is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
- The image of a compact metric space under a continuous map is compact, and so is the image of any compact subset
- A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
- The natural logarithm as the inverse of the exponential function
- Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm
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