Rank Estimation for Third-Order Tensor Completion in the Tensor-Train Format

Abstract: We propose a numerical method to obtain an adequate value for the upper bound on the rank for the tensor completion problem on the variety of third-order tensors of bounded tensor-train rank. The method is inspired by the parametrization of the tangent cone derived by Kutschan (2018). A proof of the adequacy of the upper bound for a related low-rank tensor approximation problem is given and an estimated rank is defined to extend the result to the low-rank tensor completion problem. Some experiments on synthetic data illustrate the approach and show that the method is very robust, e.g., to noise on the data.