On Polynomial Time Methods for Exact Low Rank Tensor Completion
February 22, 2017 ยท Declared Dead ยท ๐ 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
6 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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