Interpolating Convex and Non-Convex Tensor Decompositions via the Subspace Norm
March 18, 2015 ยท Declared Dead ยท ๐ Neural Information Processing Systems
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Authors
Qinqing Zheng, Ryota Tomioka
arXiv ID
1503.05479
Category
cs.LG: Machine Learning
Cross-listed
cs.AI,
stat.ML
Citations
14
Venue
Neural Information Processing Systems
Last Checked
4 months ago
Abstract
We consider the problem of recovering a low-rank tensor from its noisy observation. Previous work has shown a recovery guarantee with signal to noise ratio $O(n^{\lceil K/2 \rceil /2})$ for recovering a $K$th order rank one tensor of size $n\times \cdots \times n$ by recursive unfolding. In this paper, we first improve this bound to $O(n^{K/4})$ by a much simpler approach, but with a more careful analysis. Then we propose a new norm called the subspace norm, which is based on the Kronecker products of factors obtained by the proposed simple estimator. The imposed Kronecker structure allows us to show a nearly ideal $O(\sqrt{n}+\sqrt{H^{K-1}})$ bound, in which the parameter $H$ controls the blend from the non-convex estimator to mode-wise nuclear norm minimization. Furthermore, we empirically demonstrate that the subspace norm achieves the nearly ideal denoising performance even with $H=O(1)$.
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