New Riemannian preconditioned algorithms for tensor completion via polyadic decomposition
We propose new Riemannian preconditioned algorithms for low-rank tensor completion via the polyadic decomposition of a tensor. These algorithms exploit a non-Euclidean metric on the product space of the factor matrices of the low-rank tensor in the polyadic decomposition form. This new metric is designed using an approximation of the diagonal blocks of the Hessian of the tensor completion cost function, thus has a preconditioning effect on these algorithms. We prove that the proposed Riemannian gradient descent algorithm globally converges to a stationary point of the tensor completion problem, with convergence rate estimates using the $\L{}$ojasiewicz property. Numerical results on synthetic and real-world data suggest that the proposed algorithms are more efficient in memory and time compared to state-of-the-art algorithms. Moreover, the proposed algorithms display a greater tolerance for overestimated rank parameters in terms of the tensor recovery performance, thus enable a flexible choice of the rank parameter.
Code (1)
Similar Papers 제목 키워드 기반
Low-rank tensor completion: a Riemannian manifold preconditioning approach
We propose a novel Riemannian manifold preconditioning approach for the tensor completion problem with rank constraint. A novel Riemannian metric or inner product is proposed that exploits the least-squares structure of …
Riemannian optimizationRiemannian preconditioning for tensor completion
We propose a novel Riemannian preconditioning approach for the tensor completion problem with rank constraint. A Riemannian metric or inner product is proposed that exploits the least-squares structure of the cost functi…
Riemannian optimizationFast and Provable Tensor-Train Format Tensor Completion via Precondtioned Riemannian Gradient Descent
Low-rank tensor completion aims to recover a tensor from partially observed entries, and it is widely applicable in fields such as quantum computing and image processing. Due to the significant advantages of the tensor t…
Quantum State TomographyNoisy Tensor Completion for Tensors with a Sparse Canonical Polyadic Factor
In this paper we study the problem of noisy tensor completion for tensors that admit a canonical polyadic or CANDECOMP/PARAFAC (CP) decomposition with one of the factors being sparse. We present general theoretical error…
GOCPT: Generalized Online Canonical Polyadic Tensor Factorization and Completion
Low-rank tensor factorization or completion is well-studied and applied in various online settings, such as online tensor factorization (where the temporal mode grows) and online tensor completion (where incomplete slice…