Sharp analysis of power iteration for tensor PCA

Yuchen Wu; Kangjie Zhou

We investigate the power iteration algorithm for the tensor PCA model introduced in Richard and Montanari (2014). Previous work studying the properties of tensor power iteration is either limited to a constant number of iterations, or requires a non-trivial data-independent initialization. In this paper, we move beyond these limitations and analyze the dynamics of randomly initialized tensor power iteration up to polynomially many steps. Our contributions are threefold: First, we establish sharp bounds on the number of iterations required for power method to converge to the planted signal, for a broad range of the signal-to-noise ratios. Second, our analysis reveals that the actual algorithmic threshold for power iteration is smaller than the one conjectured in the literature by a $\mathrm{polylog}(n)$ factor, where $n$ is the ambient dimension. Finally, we propose a simple and effective stopping criterion for power iteration, which provably outputs a solution that is highly correlated with the true signal. Extensive numerical experiments verify our theoretical results.

Sharp analysis of power iteration for tensor PCA

Abstract