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arXiv 1502.04689cs.LGcs.NAmath.NAstat.ML
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利用t-SVD进行精确张量补全

Exact tensor completion using t-SVD

Tufts University(塔夫茨大学)

Zemin Zhang, Shuchin Aeron

AI总结:

本文基于t-SVD提出张量补全方法,通过凸优化最小化张量核范数以保证恢复概率,验证了在随机采样下张量补全的最优性。

摘要:

本文聚焦于从有限采样中补全多维数组(张量)的问题。我们的方法基于最近提出的张量奇异值分解(t-SVD)。利用该分解可以得到称为张量管秩的张量秩概念,其最优性性质类似于由SVD得到的矩阵秩。如[2]所示,某些多维数据,如平移视频序列,表现出低张量管秩,我们考虑在数据立方体的随机采样下补全此类数据的问题。我们证明,通过求解一个凸优化问题,该问题最小化作为张量管秩的凸松弛得到的张量核范数,可以保证在观察到与t-SVD中的自由度成比例的样本时,恢复具有 overwhelming 概率。从这个意义上说,我们的结果是顺序最优的。该结果成立的条件非常类似于矩阵补全的无相干条件,尽管我们是在t-SVD的代数框架下定义无相干性。我们还在一些真实数据集上展示了算法的性能,并将其与其他基于张量展平和Tucker分解的方法进行了比较。

英文摘要:

In this paper we focus on the problem of completion of multidimensional arrays (also referred to as tensors) from limited sampling. Our approach is based on a recently proposed tensor-Singular Value Decomposition (t-SVD) [1]. Using this factorization one can derive notion of tensor rank, referred to as the tensor tubal rank, which has optimality properties similar to that of matrix rank derived from SVD. As shown in [2] some multidimensional data, such as panning video sequences exhibit low tensor tubal rank and we look at the problem of completing such data under random sampling of the data cube. We show that by solving a convex optimization problem, which minimizes the tensor nuclear norm obtained as the convex relaxation of tensor tubal rank, one can guarantee recovery with overwhelming probability as long as samples in proportion to the degrees of freedom in t-SVD are observed. In this sense our results are order-wise optimal. The conditions under which this result holds are very similar to the incoherency conditions for the matrix completion, albeit we define incoherency under the algebraic set-up of t-SVD. We show the performance of the algorithm on some real data sets and compare it with other existing approaches based on tensor flattening and Tucker decomposition.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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