Differentiable fixed-rank regularisation using bilinear parameterisation
Low rank structures are present in many applications of computer vision and machine learning. A popular approach consists of explicitly parameterising the set or matrices with sought rank, leading to a bilinear factorisation, reducing the problem to find the bilinear factors. While such an approach can be efficiently implemented using second-order methods, such as Levenberg-Marquardt (LM) or Varia