Learning Nonlinear Factor Models with Unknown Monotone Links from Incomplete and Noisy Data
从不完整含噪数据学习未知单调链接的非线性因子模型
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,…