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Learning Nonlinear Factor Models with Unknown Monotone Links from Incomplete and Noisy Data

Yutong Chao, Resat Gökhan, Jalal Etesami, Ali Habibnia

arXiv 25 May 2026 · Statistics — Machine Learning

arXiv:2605.26271 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We study a nonlinear factor model in which observed responses depend on low-rank latent factors through an unknown monotone link function. This setting is challenging and largely underexplored due to severe nonconvexity and identifiability issues. The link function is assumed to lie in a reproducing kernel Hilbert space (RKHS), enabling flexible nonparametric modeling while preserving identifiability. We formulate the problem as the joint recovery of the low-rank factors, loadings, and the nonlinear link function from possibly incomplete and noisy observations and propose a projected block coordinate descent (BCD) algorithm with explicit regularization to address scale and rotational ambiguities. Under mild incoherence of factors and standard sampling conditions, we establish convergence guarantees in both noiseless and noisy regimes, along with sublinear regret bounds for the link-function updates. Our results extend classical linear factor models to a broad nonlinear regime and provide a principled framework for learning nonlinear latent structures. We evaluate the proposed approach using controlled synthetic experiments, indicating promising performance.

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53
references
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in-text mentions
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distinct cited
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Zheng, Qinqing and Lafferty, John (2016) Convergence analysis for rectangular matrix completion using Burer-Monteiro factorization and gradient descent0.8947571%
2Sankagiri, Suryanarayana and Etesami, Jalal and Grossglauser, Matthias (2025) Recommendations from Sparse Comparison Data: Provably Fast Convergence for Nonconvex Matrix Factorization self0.87462100%
3Candès, Emmanuel and Recht, Benjamin (2009) Exact Matrix Completion via Convex Optimization0.73732100%
4Chen, Yudong and Wainwright, Martin J (2015) Fast low-rank estimation by projected gradient descent: General statistical and algorithmic guarantees0.73732100%
5Sun, Ruoyu and Luo, Zhi-Quan (2016) Guaranteed matrix completion via non-convex factorization0.73732100%
6Candes, Emmanuel J and Plan, Yaniv (2010) Matrix completion with noise0.64422100%
7Caner, Mehmet and Daniele, Maurizio (2025) Deep learning based residuals in non-linear factor models: Precision matrix estimation of returns with low signal-to-noise ratio0.64422100%
8Fan, Jianqing and Liao, Yuan and Mincheva, Martina (2013) Large covariance estimation by thresholding principal orthogonal complements0.64422100%
9Scholkopf, Bernhard and Smola, Alexander J (2018) Learning with kernels: support vector machines, regularization, optimization, and beyond0.58531100%
10Chen, Mingli and Fernández-Val, Iván and Weidner, Martin (2014) Nonlinear panel models with interactive effects0.51121100%

Showing the top 10 of 53 scored citations.