Optimization on the hierarchical Tucker manifold - applications to tensor completion
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Abstract: In this work, we develop an optimization framework for problems whose solutions are well-approximated by Hierarchical Tucker (HT) tensors, an efficient structured tensor format based on recursive subspace factorizations. By exploiting the smooth manifold structure of these tensors, we construct standard optimization algorithms such as Steepest Descent and Conjugate Gradient for completing tensors from missing entries. Our algorithmic framework is fast and scalable to large problem sizes as we do not require SVDs on the ambient tensor space, as required by other methods. Moreover, we exploit the structure of the Gramian matrices associated with the HT format to regularize our problem, reducing overfitting for high subsampling ratios. We also find that the organization of the tensor can have a major impact on completion from realistic seismic acquisition geometries. These samplings are far from idealized randomized samplings that are usually considered in the literature but are realizable in practical scenarios. Using these algorithms, we successfully interpolate large-scale seismic data sets and demonstrate the competitive computational scaling of our algorithms as the problem sizes grow.
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- scientific article; zbMATH DE number 6474942 (Why is no real title available?)
- scientific article; zbMATH DE number 5223994 (Why is no real title available?)
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Cited in
(27)- A TT-based hierarchical framework for decomposing high-order tensors
- Constrained optimization with low-rank tensors and applications to parametric problems with PDEs
- Dynamically orthogonal tensor methods for high-dimensional nonlinear PDEs
- Enabling numerically exact local solver for waveform inversion -- a low-rank approach
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- Preconditioned low-rank Riemannian optimization for linear systems with tensor product structure
- Riemannian optimization for high-dimensional tensor completion
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- A tensor train approach for internet traffic data completion
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- Tensor networks and hierarchical tensors for the solution of high-dimensional partial differential equations
- Parallel tensor methods for high-dimensional linear PDEs
- Low-rank tensor recovery using sequentially optimal modal projections in iterative hard thresholding (SeMPIHT)
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