Near-optimal sample complexity for convex tensor completion

November 14, 2017 ยท Declared Dead ยท ๐Ÿ› Information and Inference A Journal of the IMA

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Authors Navid Ghadermarzy, Yaniv Plan, ร–zgรผr Yฤฑlmaz arXiv ID 1711.04965 Category cs.LG: Machine Learning Cross-listed math.OC, stat.ML Citations 33 Venue Information and Inference A Journal of the IMA Last Checked 6 months ago
Abstract
We analyze low rank tensor completion (TC) using noisy measurements of a subset of the tensor. Assuming a rank-$r$, order-$d$, $N \times N \times \cdots \times N$ tensor where $r=O(1)$, the best sampling complexity that was achieved is $O(N^{\frac{d}{2}})$, which is obtained by solving a tensor nuclear-norm minimization problem. However, this bound is significantly larger than the number of free variables in a low rank tensor which is $O(dN)$. In this paper, we show that by using an atomic-norm whose atoms are rank-$1$ sign tensors, one can obtain a sample complexity of $O(dN)$. Moreover, we generalize the matrix max-norm definition to tensors, which results in a max-quasi-norm (max-qnorm) whose unit ball has small Rademacher complexity. We prove that solving a constrained least squares estimation using either the convex atomic-norm or the nonconvex max-qnorm results in optimal sample complexity for the problem of low-rank tensor completion. Furthermore, we show that these bounds are nearly minimax rate-optimal. We also provide promising numerical results for max-qnorm constrained tensor completion, showing improved recovery results compared to matricization and alternating least squares.
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