HOSVD-Based Algorithm for Weighted Tensor Completion

Abstract: Matrix completion, the problem of completing missing entries in a data matrix with low dimensional structure (such as rank), has seen many fruitful approaches and analyses. Tensor completion is the tensor analog, that attempts to impute missing tensor entries from similar low-rank type assumptions. In this paper, we study the tensor completion problem when the sampling pattern is deterministic and possibly non-uniform. We first propose an efficient weighted HOSVD algorithm for recovery of the underlying low-rank tensor from noisy observations and then derive the error bounds under a properly weighted metric. Additionally, the efficiency and accuracy of our algorithm are both tested using synthetic and real datasets in numerical simulations.