On Polynomial Time Methods for Exact Low Rank Tensor Completion

February 22, 2017 Β· Declared Dead Β· πŸ› Foundations of Computational Mathematics

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Authors Dong Xia, Ming Yuan arXiv ID 1702.06980 Category stat.ML: Machine Learning (Stat) Cross-listed cs.IT, cs.LG Citations 80 Venue Foundations of Computational Mathematics Last Checked 2 months ago
Abstract
In this paper, we investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries. We show that a gradient descent algorithm with initial value obtained from a spectral method can, in particular, reconstruct a ${d\times d\times d}$ tensor of multilinear ranks $(r,r,r)$ with high probability from as few as $O(r^{7/2}d^{3/2}\log^{7/2}d+r^7d\log^6d)$ entries. In the case when the ranks $r=O(1)$, our sample size requirement matches those for nuclear norm minimization (Yuan and Zhang, 2016a), or alternating least squares assuming orthogonal decomposability (Jain and Oh, 2014). Unlike these earlier approaches, however, our method is efficient to compute, easy to implement, and does not impose extra structures on the tensor. Numerical results are presented to further demonstrate the merits of the proposed approach.
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