Low-rank approximation of tensors via sparse optimization.

DOI10.1002/NLA.2136MaRDI QIDQ4637405zbMATHOpenAlexWikidataFDO

Authors Xiao Fei Wang, C. Navasca

Publication date 18 April 2018

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.05273

zbMATH Keywords

sparsitylow-rank approximationproximal alternating minimization\(l_1\)-regularization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Multilinear algebra, tensor calculus (15A69)

Abstract: The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper, we formulate a sparse optimization problem via an $l_1$-regularization to find a low-rank approximation of tensors. To solve this sparse optimization problem, we propose a rescaling algorithm of the proximal alternating minimization and study the theoretical convergence of this algorithm. Furthermore, we discuss the probabilistic consistency of the sparsity result and suggest a way to choose the regularization parameter for practical computation. In the simulation experiments, the performance of our algorithm supports that our method provides an efficient estimate on the number of rank-one tensor components in a given tensor. Moreover, this algorithm is also applied to surveillance videos for low-rank approximation.

Recommendations

• Rank-min-one and sparse tensor decomposition for surveillance video
• Tensor completion and low-\(n\)-rank tensor recovery via convex optimization
• Minimum n-rank approximation via iterative hard thresholding
• On approximation algorithm for orthogonal low-rank tensor approximation
• Best sparse rank-1 approximation to higher-order tensors via a truncated exponential induced regularizer

Cited in

(13)

• The low-rank approximation of fourth-order partial-symmetric and conjugate partial-symmetric tensor
• Decomposition into low-rank plus additive matrices for background/foreground separation: a review for a comparative evaluation with a large-scale dataset
• Pseudospectra localizations for generalized tensor eigenvalues to seek more positive definite tensors
• Best sparse rank-1 approximation to higher-order tensors via a truncated exponential induced regularizer
• Triangular decomposition of CP factors of a third-order tensor with application to solving nonlinear systems of equations
• A sparse rank-1 approximation algorithm for high-order tensors
• Low-CP-rank tensor completion via practical regularization
• Rank-min-one and sparse tensor decomposition for surveillance video
• The relation between a tensor and its associated semi-symmetric form
• A proximal point like method for solving tensor least-squares problems
• Orthogonal low-rank approximation to third-order tensors with automatic rank estimation
• Tensor sparsification via a bound on the spectral norm of random tensors: Algorithm 1.
• Practical approximation algorithms for \(\ell_1\)-regularized sparse rank-1 approximation to higher-order tensors

This page was built for publication: Low-rank approximation of tensors via sparse optimization.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4637405)