Missing-Data-Induced Phase Transitions in Spectral PLS for Multimodal Learning
- URL: http://arxiv.org/abs/2601.21294v1
- Date: Thu, 29 Jan 2026 05:46:44 GMT
- Title: Missing-Data-Induced Phase Transitions in Spectral PLS for Multimodal Learning
- Abstract summary: We study PLS-SVD under independent entry-wise missing-completely-at-random masking.<n>PLS-SVD exhibits a sharp BBP-type phase transition below a critical signal-to-noise threshold.<n> multimodal experiments corroborate the predicted phase diagram and recovery curves across aspect ratios, signal strengths, and missingness levels.
- Score: 2.9748898344267776
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Partial Least Squares (PLS) learns shared structure from paired data via the top singular vectors of the empirical cross-covariance (PLS-SVD), but multimodal datasets often have missing entries in both views. We study PLS-SVD under independent entry-wise missing-completely-at-random masking in a proportional high-dimensional spiked model. After appropriate normalization, the masked cross-covariance behaves like a spiked rectangular random matrix whose effective signal strength is attenuated by $\sqrtρ$, where $ρ$ is the joint entry retention probability. As a result, PLS-SVD exhibits a sharp BBP-type phase transition: below a critical signal-to-noise threshold the leading singular vectors are asymptotically uninformative, while above it they achieve nontrivial alignment with the latent shared directions, with closed-form asymptotic overlap formulas. Simulations and semi-synthetic multimodal experiments corroborate the predicted phase diagram and recovery curves across aspect ratios, signal strengths, and missingness levels.
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