Low-rank approximation of tensors via sparse optimization.

DOI10.1002/NLA.2136zbMATH Open1499.65247arXiv1504.05273OpenAlexW2963431840WikidataQ114235423 ScholiaQ114235423MaRDI QIDQ4637405FDOQ4637405

Authors: Xiao Fei Wang, C. Navasca 

Publication date: 18 April 2018

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

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.

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

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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)

Cited In (13)

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• A sparse rank-1 approximation algorithm for high-order tensors
• Low-CP-rank tensor completion via practical regularization
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• Triangular decomposition of CP factors of a third-order tensor with application to solving nonlinear systems of equations
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• The relation between a tensor and its associated semi-symmetric form
• Best sparse rank-1 approximation to higher-order tensors via a truncated exponential induced regularizer
• 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.
• A proximal point like method for solving tensor least-squares problems
• Practical approximation algorithms for \(\ell_1\)-regularized sparse rank-1 approximation to higher-order tensors
• Decomposition into low-rank plus additive matrices for background/foreground separation: a review for a comparative evaluation with a large-scale dataset

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