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arXiv 1801.01673math.NAcs.NA
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关于张量秩分解的平均条件数

On the average condition number of tensor rank decompositions

Max Planck Institute for Mathematics in the Sciences(马克斯·普朗克科学促进研究所数学系);KU Leuven(荷语鲁汶大学)

Paul Breiding, Nick Vannieuwenhoven

AI总结:

本文研究了随机张量秩分解的几何条件数的期望值,发现n1×n2×2张量的条件数期望值为无穷大,表明此类分解对扰动敏感,而更大尺寸的张量具有有限的平均条件数,揭示了张量格式间条件数敏感性的差异。

摘要:

我们计算了随机张量秩分解的几何条件数的幂的期望值。特别地,证明了n1×n2×2张量在给定随机秩-r分解时,其条件数的期望值为无穷大。这表明,此类秩-r分解对扰动是敏感的,并且提供了进一步的证据表明张量分解在数值上具有挑战性。另一方面,我们提供了理论和实证证据表明,所有n1,n2,n3≥3的张量具有有限的平均条件数。这表明在格式n1×n2×2和其它三阶张量之间存在条件数敏感性的差距。为建立这些结果,我们证明了张量秩分解到ill-posed分解的自然加权距离下界由条件数的倒数给出。即,我们证明了一个关于张量秩分解的条件数定理的不等式。

英文摘要:

We compute the expected value of powers of the geometric condition number of random tensor rank decompositions. It is shown in particular that the expected value of the condition number of $n_1\times n_2 \times 2$ tensors with a random rank-$r$ decomposition, given by factor matrices with independent and identically distributed standard normal entries, is infinite. This entails that it is expected and probable that such a rank-$r$ decomposition is sensitive to perturbations of the tensor. Moreover, it provides concrete further evidence that tensor decomposition can be a challenging problem, also from the numerical point of view. On the other hand, we provide strong theoretical and empirical evidence that tensors of size $n_1~\times~n_2~\times~n_3$ with all $n_1,n_2,n_3 \ge 3$ have a finite average condition number. This suggests there exists a gap in the expected sensitivity of tensors between those of format $n_1\times n_2 \times 2$ and other order-3 tensors. For establishing these results, we show that a natural weighted distance from a tensor rank decomposition to the locus of ill-posed decompositions with an infinite geometric condition number is bounded from below by the inverse of this condition number. That is, we prove one inequality towards a so-called condition number theorem for the tensor rank 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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