The Average Spectrum Norm and Near-Optimal Tensor Completion

Fuente: arXiv
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Autori principali: López, Oscar, Lehoucq, Richard, Llosa-Vite, Carlos, Prasadan, Arvind, Dunlavy, Daniel M.
Natura: Preprint
Pubblicazione: 2024
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author López, Oscar
Lehoucq, Richard
Llosa-Vite, Carlos
Prasadan, Arvind
Dunlavy, Daniel M.
author_facet López, Oscar
Lehoucq, Richard
Llosa-Vite, Carlos
Prasadan, Arvind
Dunlavy, Daniel M.
contents We introduce a new tensor norm, the average spectrum norm, to study sample complexity of tensor completion problems based on the canonical polyadic decomposition (CPD). Properties of the average spectrum norm and its dual norm are investigated, demonstrating their utility for low-rank tensor recovery analysis. Our novel approach significantly reduces the provable sample rate for CPD-based noisy tensor completion, providing the best bounds to date on the number of observed noisy entries required to produce an arbitrarily accurate estimate of an underlying mean value tensor. Under Poisson and Bernoulli multivariate distributions, we show that an $N$-way CPD rank-$R$ parametric tensor $\boldsymbol{\mathscr{M}}\in\mathbb{R}^{I\times \cdots\times I}$ generating noisy observations can be approximated by large likelihood estimators from $\mathcal{O}(IR^2\log^{N+2}(I))$ revealed entries. Furthermore, under nonnegative and orthogonal versions of the CPD we improve the result to depend linearly on the rank, achieving the near-optimal rate $\mathcal{O}(IR\log^{N+2}(I))$.
format Preprint
id arxiv_https___arxiv_org_abs_2404_10085
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle The Average Spectrum Norm and Near-Optimal Tensor Completion
López, Oscar
Lehoucq, Richard
Llosa-Vite, Carlos
Prasadan, Arvind
Dunlavy, Daniel M.
Information Theory
We introduce a new tensor norm, the average spectrum norm, to study sample complexity of tensor completion problems based on the canonical polyadic decomposition (CPD). Properties of the average spectrum norm and its dual norm are investigated, demonstrating their utility for low-rank tensor recovery analysis. Our novel approach significantly reduces the provable sample rate for CPD-based noisy tensor completion, providing the best bounds to date on the number of observed noisy entries required to produce an arbitrarily accurate estimate of an underlying mean value tensor. Under Poisson and Bernoulli multivariate distributions, we show that an $N$-way CPD rank-$R$ parametric tensor $\boldsymbol{\mathscr{M}}\in\mathbb{R}^{I\times \cdots\times I}$ generating noisy observations can be approximated by large likelihood estimators from $\mathcal{O}(IR^2\log^{N+2}(I))$ revealed entries. Furthermore, under nonnegative and orthogonal versions of the CPD we improve the result to depend linearly on the rank, achieving the near-optimal rate $\mathcal{O}(IR\log^{N+2}(I))$.
title The Average Spectrum Norm and Near-Optimal Tensor Completion
topic Information Theory
url https://arxiv.org/abs/2404.10085