Tensor Deli: Tensor Completion for Low CP-Rank Tensors via Random Sampling

Fuente: arXiv
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Autori principali: Haselby, Cullen, Iwen, Mark, Karnik, Santhosh, Wang, Rongrong
Natura: Preprint
Pubblicazione: 2024
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author Haselby, Cullen
Iwen, Mark
Karnik, Santhosh
Wang, Rongrong
author_facet Haselby, Cullen
Iwen, Mark
Karnik, Santhosh
Wang, Rongrong
contents We propose two provably accurate methods for low CP-rank tensor completion - one using adaptive sampling and one using nonadaptive sampling. Both of our algorithms combine matrix completion techniques for a small number of slices along with Jennrich's algorithm to learn the factors corresponding to the first two modes, and then solve systems of linear equations to learn the factors corresponding to the remaining modes. For order-$3$ tensors, our algorithms follow a "sandwich" sampling strategy that more densely samples a few outer slices (the bread), and then more sparsely samples additional inner slices (the bbq-braised tofu) for the final completion. For an order-$d$, CP-rank $r$ tensor of size $n \times \cdots \times n$ that satisfies mild assumptions, our adaptive sampling algorithm recovers the CP-decomposition with high probability while using at most $O(nr\log r + dnr)$ samples and $O(n^2r^2+dnr^2)$ operations. Our nonadaptive sampling algorithm recovers the CP-decomposition with high probability while using at most $O(dnr^2\log n + nr\log^2 n)$ samples and runs in polynomial time. Numerical experiments demonstrate that both of our methods work well on noisy synthetic data as well as on real world data.
format Preprint
id arxiv_https___arxiv_org_abs_2403_09932
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Tensor Deli: Tensor Completion for Low CP-Rank Tensors via Random Sampling
Haselby, Cullen
Iwen, Mark
Karnik, Santhosh
Wang, Rongrong
Numerical Analysis
65F55, 15A83, 15A69
We propose two provably accurate methods for low CP-rank tensor completion - one using adaptive sampling and one using nonadaptive sampling. Both of our algorithms combine matrix completion techniques for a small number of slices along with Jennrich's algorithm to learn the factors corresponding to the first two modes, and then solve systems of linear equations to learn the factors corresponding to the remaining modes. For order-$3$ tensors, our algorithms follow a "sandwich" sampling strategy that more densely samples a few outer slices (the bread), and then more sparsely samples additional inner slices (the bbq-braised tofu) for the final completion. For an order-$d$, CP-rank $r$ tensor of size $n \times \cdots \times n$ that satisfies mild assumptions, our adaptive sampling algorithm recovers the CP-decomposition with high probability while using at most $O(nr\log r + dnr)$ samples and $O(n^2r^2+dnr^2)$ operations. Our nonadaptive sampling algorithm recovers the CP-decomposition with high probability while using at most $O(dnr^2\log n + nr\log^2 n)$ samples and runs in polynomial time. Numerical experiments demonstrate that both of our methods work well on noisy synthetic data as well as on real world data.
title Tensor Deli: Tensor Completion for Low CP-Rank Tensors via Random Sampling
topic Numerical Analysis
65F55, 15A83, 15A69
url https://arxiv.org/abs/2403.09932