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arXiv 2103.16852math.NAcs.NA
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基于实用正则化的低CP秩张量完备化

Low-CP-rank Tensor Completion via Practical Regularization

Jiahua Jiang, Fatoumata Sanogo, Carmeliza Navasca

摘要:

当高维张量与张量的环境维度相比具有相对较低的内在秩时,通常使用降维技术。CANDECOMP/PARAFAC(CP)张量完备化是一种广泛使用的方法,可以找到给定张量的低秩近似。在张量模型中,通过适当选择正则化参数,建立了一个$\ell_1$正则化最优化问题。正则化参数的选择对逼近精度有重要影响。然而,大量数据的出现对通过经典方法(例如加权广义交叉验证(WGCV)、无偏预测风险估计器和差异原理)计算正则化参数造成了繁重的计算负担。为了提高正则化参数选取的效率,充分利用CP张量的精度,将柔性混合方法嵌入到CP张量的框架中,提出了一种新的张量完备化算法.该方法的主要优点包括自动有效地结合正则化,提高重建和算法的鲁棒性。图像重建和模型降阶的数值算例验证了算法的有效性。

英文摘要:

Dimension reduction techniques are often used when the high-dimensional tensor has relatively low intrinsic rank compared to the ambient dimension of the tensor. The CANDECOMP/PARAFAC (CP) tensor completion is a widely used approach to find a low-rank approximation for a given tensor. In the tensor model, an $\ell_1$ regularized optimization problem was formulated with an appropriate choice of the regularization parameter. The choice of the regularization parameter is important in the approximation accuracy. However, the emergence of the large amount of data poses onerous computational burden for computing the regularization parameter via classical approaches such as the weighted generalized cross validation (WGCV), the unbiased predictive risk estimator, and the discrepancy principle. In order to improve the efficiency of choosing the regularization parameter and leverage the accuracy of the CP tensor, we propose a new algorithm for tensor completion by embedding the flexible hybrid method into the framework of the CP tensor. The main benefits of this method include incorporating regularization automatically and efficiently, improved reconstruction and algorithmic robustness. Numerical examples from image reconstruction and model order reduction demonstrate the performance of the propose algorithm.

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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