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Near-optimal sample complexity for convex tensor completion.
- Source :
-
Information & Inference: A Journal of the IMA . Sep2019, Vol. 8 Issue 3, p577-619. 43p. - Publication Year :
- 2019
-
Abstract
- We study the problem of estimating a low-rank tensor when we have noisy observations of a subset of its entries. A rank- |$r$| , order- |$d$| , |$N \times N \times \cdots \times N$| tensor, where |$r=O(1)$| , has |$O(dN)$| free variables. On the other hand, prior to our work, the best sample complexity that was achieved in the literature is |$O\left(N^{\frac{d}{2}}\right)$| , obtained by solving a tensor nuclear-norm minimization problem. In this paper, we consider the 'M-norm', an atomic norm whose atoms are rank-1 sign tensors. We also consider a generalization of the matrix max-norm to tensors, which results in a quasi-norm that we call 'max-qnorm'. We prove that solving an M-norm constrained least squares (LS) problem results in nearly optimal sample complexity for low-rank tensor completion (TC). A similar result holds for max-qnorm as well. Furthermore, we show that these bounds are nearly minimax rate-optimal. We also provide promising numerical results for max-qnorm constrained TC, showing improved recovery compared to matricization and alternating LS. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 20498764
- Volume :
- 8
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Information & Inference: A Journal of the IMA
- Publication Type :
- Academic Journal
- Accession number :
- 138621845
- Full Text :
- https://doi.org/10.1093/imaiai/iay019