An Iterative Reweighted Method for Tucker Decomposition of Incomplete Tensors

DOI10.1109/TSP.2016.2572047MaRDI QIDQ4620934zbMATH OpenOpenAlexFDO

Authors Linxiao Yang, Jun Fang, Hongbin Li, Bing Zeng

Publication date 8 February 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.04695

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: We consider the problem of low-rank decomposition of incomplete multiway tensors. Since many real-world data lie on an intrinsically low dimensional subspace, tensor low-rank decomposition with missing entries has applications in many data analysis problems such as recommender systems and image inpainting. In this paper, we focus on Tucker decomposition which represents an Nth-order tensor in terms of N factor matrices and a core tensor via multilinear operations. To exploit the underlying multilinear low-rank structure in high-dimensional datasets, we propose a group-based log-sum penalty functional to place structural sparsity over the core tensor, which leads to a compact representation with smallest core tensor. The method for Tucker decomposition is developed by iteratively minimizing a surrogate function that majorizes the original objective function, which results in an iterative reweighted process. In addition, to reduce the computational complexity, an over-relaxed monotone fast iterative shrinkage-thresholding technique is adapted and embedded in the iterative reweighted process. The proposed method is able to determine the model complexity (i.e. multilinear rank) in an automatic way. Simulation results show that the proposed algorithm offers competitive performance compared with other existing algorithms.

Cited in

(6)

• Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory
• Tucker-3 decomposition with sparse core array using a penalty function based on Gini-index
• Recompression of Hadamard Products of Tensors in Tucker Format
• HTR-CTO algorithm for wireless data recovery
• Online subspace learning and imputation by tensor-ring decomposition
• HOSVD based multidimensional parameter estimation for massive MIMO system from incomplete channel measurements

This page was built for publication: An Iterative Reweighted Method for Tucker Decomposition of Incomplete Tensors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4620934)