Practical approximation algorithms for _1-regularized sparse rank-1 approximation to higher-order tensors

DOI10.1007/S11590-023-02032-6MaRDI QIDQ6124341zbMATH OpenOpenAlexFDO

Authors Xianpeng Mao, Yuning Yang

Publication date 27 March 2024

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2207.07383

zbMATH Keywords

tensorapproximation algorithmsparseapproximation bound\(\ell_1\) regularizationrank-1 approximation

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Abstract: Two approximation algorithms are proposed for $el{l}_1$-regularized sparse rank-1 approximation to higher-order tensors. The algorithms are based on multilinear relaxation and sparsification, which are easily implemented and well scalable. In particular, the second one scales linearly with the size of the input tensor. Based on a careful estimation of the $el{l}_1$-regularized sparsification, theoretical approximation lower bounds are derived. Our theoretical results also suggest an explicit way of choosing the regularization parameters. Numerical examples are provided to verify the proposed algorithms.

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