Corrected Block Sparse Spectral Optimization: Exact Models, Finite Identification, and Local Dynamics
The block generalized-power method pairs threshold-based support selection with inexpensive Stiefel updates, but the standard block formulation conflates two nonequivalent objectives and leaves inactive components, threshold ties, and post-selection refitting ill-specified. We rebuild the model from the primal. Eliminating each loading column from the normalized loading-ball problem gives a sum of soft-thresholded Euclidean norms (A-SUM); the squared-threshold objective in common use arises from a quadratic lift (A-SQ). We prove both identities, exhibit a two-component instance whose maximizers disagree, and specify explicit conventions for zero-response columns, ties, rank deficiency, and mask-before-refit. For A-SQ we separate the historical full-polar iteration from a safeguarded Riemannian ascent and prove, for the latter, whole-sequence convergence via a sufficient-ascent lemma, a relative-error lemma, and the Kurdyka-Lojasiewicz property, which applies because the soft-threshold objective and the Stiefel constraint are semi-algebraic. A strict threshold margin then forces finite identification of the support and sign pattern. The post-identification map is ordinary power…
- arXiv
- 2610.25721
- Authors
- Omid Shams Solari
- Categories
- stat.ML · cs.AI · cs.LG · math.OC