New Riemannian preconditioned algorithms for tensor completion via polyadic decomposition
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CP decompositionpolyadic decompositionpreconditioned gradientRiemannian optimizationtensor completion
Multilinear algebra, tensor calculus (15A69) Matrix completion problems (15A83) Numerical methods for low-rank matrix approximation; matrix compression (65F55) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Methods of reduced gradient type (90C52)
Abstract: 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 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.
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Cited in
(13)- A Riemannian trust-region method for low-rank tensor completion.
- Low-rank tensor completion by Riemannian optimization
- Riemannian conjugate gradient method for low-rank tensor completion
- Riemannian preconditioned algorithms for tensor completion via tensor ring decomposition
- Riemannian preconditioned coordinate descent for low multilinear rank approximation
- Riemannian preconditioning algorithms for the low-rank tensor completion via the triple decomposition
- Low-rank optimization on Tucker tensor varieties
- Optimization on product manifolds under a preconditioned metric
- Rank-one approximation of a higher-order tensor by a Riemannian trust-region method
- A modified spectral projected gradient method for tensor approximations over closed convex sets
- The rank-1 completion problem for cubic tensors
- Tensor-on-tensor regression: Riemannian optimization, over-parameterization, statistical-computational gap and their interplay
- Robust completion for rank-1 tensors with noises
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