Nonconvex Low-Rank Tensor Completion from Noisy Data

• 成果类型: Article
• 署名作者: Cai, Changxiao; Li, Gen; Poor, H. Vincent; Chen, Yuxin
• 署名单位: Princeton University; Tsinghua University
• 刊物名称: OPERATIONS RESEARCH
• ISSN/ISSBN: 0030-364X
• DOI: 10.1287/opre.2021.2106
• 发表日期: 2022
• 页码: 1219-1237
• 关键词: matrix completion; big data; factorization; optimization; RECOVERY; models; decompositions; algorithms; descent; bounds

摘要

We study a noisy tensor completion problem of broad practical interest, namely, the reconstruction of a low-rank tensor from highly incomplete and randomly corrupted observations of its entries. Whereas a variety of prior work has been dedicated to this problem, prior algorithms either are computationally too expensive for large-scale applications or come with suboptimal statistical guarantees. Focusing on incoherent and well -conditioned tensors of a constant canonical polyadic rank, we propose a two-stage nonconvex algorithm-(vanilla) gradient descent following a rough initialization-that achieves the best of both worlds. Specifically, the proposed nonconvex algorithm faithfully completes the tensor and retrieves all individual tensor factors within nearly linear time, while at the same time enjoying near-optimal statistical guarantees (i.e., minimal sample complexity and optimal estimation accuracy). The estimation errors are evenly spread out across all entries, thus achieving optimal l(infinity) statistical accuracy. We also discuss how to extend our approach to accommodate asymmetric tensors. The insight conveyed through our analysis of nonconvex optimization might have implications for other tensor estimation problems.