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Bibliographic Details
Main Authors: Budzinskiy, Stanislav, Zamarashkin, Nikolai
Format: Preprint
Published: 2022
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Online Access:https://arxiv.org/abs/2206.12486
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author Budzinskiy, Stanislav
Zamarashkin, Nikolai
author_facet Budzinskiy, Stanislav
Zamarashkin, Nikolai
contents We propose a message passing algorithm, based on variational Bayesian inference, for low-rank tensor completion with automatic rank determination in the canonical polyadic format when additional side information (SI) is given. The SI comes in the form of low-dimensional subspaces the contain the fiber spans of the tensor (columns, rows, tubes, etc.). We validate the regularization properties induced by SI with extensive numerical experiments on synthetic and real-world data and present the results about tensor recovery and rank determination. The results show that the number of samples required for successful completion is significantly reduced in the presence of SI. We also discuss the origin of a bump in the phase transition curves that exists when the dimensionality of SI is comparable with that of the tensor.
format Preprint
id arxiv_https___arxiv_org_abs_2206_12486
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Variational Bayesian inference for CP tensor completion with side information
Budzinskiy, Stanislav
Zamarashkin, Nikolai
Machine Learning
Probability
We propose a message passing algorithm, based on variational Bayesian inference, for low-rank tensor completion with automatic rank determination in the canonical polyadic format when additional side information (SI) is given. The SI comes in the form of low-dimensional subspaces the contain the fiber spans of the tensor (columns, rows, tubes, etc.). We validate the regularization properties induced by SI with extensive numerical experiments on synthetic and real-world data and present the results about tensor recovery and rank determination. The results show that the number of samples required for successful completion is significantly reduced in the presence of SI. We also discuss the origin of a bump in the phase transition curves that exists when the dimensionality of SI is comparable with that of the tensor.
title Variational Bayesian inference for CP tensor completion with side information
topic Machine Learning
Probability
url https://arxiv.org/abs/2206.12486