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A New Convex Relaxation for Tensor Completion

Published 17 Jul 2013 in cs.LG, math.OC, and stat.ML | (1307.4653v1)

Abstract: We study the problem of learning a tensor from a set of linear measurements. A prominent methodology for this problem is based on a generalization of trace norm regularization, which has been used extensively for learning low rank matrices, to the tensor setting. In this paper, we highlight some limitations of this approach and propose an alternative convex relaxation on the Euclidean ball. We then describe a technique to solve the associated regularization problem, which builds upon the alternating direction method of multipliers. Experiments on one synthetic dataset and two real datasets indicate that the proposed method improves significantly over tensor trace norm regularization in terms of estimation error, while remaining computationally tractable.

Citations (177)

Summary

  • The paper introduces a novel convex relaxation that tightens tensor rank approximation using an Euclidean ball framework.
  • The methodology employs ADMM combined with a subgradient method to compute the proximity operator efficiently.
  • Experimental results demonstrate significant accuracy improvements in synthetic and real datasets, impacting imaging and recommendation systems.

A New Convex Relaxation for Tensor Completion

The paper investigates an alternative convex relaxation technique for the tensor completion problem. The task involves reconstructing a tensor from partial linear measurements and is pivotal in numerous applications such as collaborative filtering, image reconstruction, and medical imaging. The authors identify deficiencies in widely used methodologies and propose a novel formulation grounded on a convex relaxation within the Euclidean ball framework.

Methodological Contributions

The prevailing approach in tensor completion utilizes an extension of the trace norm regularization, originally applied to matrices, extended to tensors by averaging the trace norms of each matricization. While this method aims to efficiently promote low-rank structures, the authors demonstrate that it does not provide a tight convex relaxation for tensor rank—a crucial factor hindering its efficacy.

The paper introduces a more robust convex relaxation grounded in the Euclidean norm, offering a tighter approximation of the tensor rank than the tensor trace norm. This newly proposed regularizer is realized through the computation of the proximity operator using an alternating direction method of multipliers (ADMM) combined with a subgradient method, ensuring computational feasibility despite the complexity of the problem.

Numerical Results and Implications

The authors validate their method on both synthetic and real datasets, including video sequences and educational performance data. Experimental results illustrate a significant improvement in estimation accuracy compared to traditional tensor trace norm regularization techniques. These findings suggest practical advancements in fields requiring accurate tensor completion under constraints of partial data availability.

The implications are substantial for theoretical development and practical applications. The improvement in estimation accuracy hints at enhanced predictive capabilities in tensor-based modeling and learning tasks—boosting performance in sectors like recommendation systems, computer vision, and sensor data analysis.

Discussion and Future Directions

The authors propose additional inquiry into optimizing proximity operator computation, key to reducing computational overhead in large-scale tensor analysis problems. Future work may explore broader applications of the proposed convex relaxation technique across diverse machine learning challenges, potentially integrating with multilinear multitask learning scenarios.

The study offers a critical perspective on tensor completion methodologies, paving the way for more accurate, computationally feasible solutions in the domain of tensor-based learning and prediction. The paper's contributions lie in the subtle refinement of tensor rank approximation, reinforcing the theoretical and empirical basis upon which future advancements in tensor completion can be constructed.

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