Robust Tensor CUR Decompositions: Rapid Low-Tucker-Rank Tensor Recovery with Sparse Corruption
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Publication:6509990
DOI10.1137/23M1574282arXiv2305.04080MaRDI QIDQ6509990FDOQ6509990
Authors: HanQin Cai, Zehan Chao, Longxiu Huang, D. Needell 
Abstract: We study the tensor robust principal component analysis (TRPCA) problem, a tensorial extension of matrix robust principal component analysis (RPCA), that aims to split the given tensor into an underlying low-rank component and a sparse outlier component. This work proposes a fast algorithm, called Robust Tensor CUR Decompositions (RTCUR), for large-scale non-convex TRPCA problems under the Tucker rank setting. RTCUR is developed within a framework of alternating projections that projects between the set of low-rank tensors and the set of sparse tensors. We utilize the recently developed tensor CUR decomposition to substantially reduce the computational complexity in each projection. In addition, we develop four variants of RTCUR for different application settings. We demonstrate the effectiveness and computational advantages of RTCUR against state-of-the-art methods on both synthetic and real-world datasets.
Information storage and retrieval of data (68P20) Analysis of algorithms and problem complexity (68Q25) Randomized algorithms (68W20) Approximation algorithms (68W25)
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