Fundamental Conditions for Low-CP-Rank Tensor Completion

We consider the problem of low canonical polyadic (CP) rank tensor completion. A completion is a tensor whose entries agree with the observed entries and its rank matches the given CP rank. We analyze the manifold structure corresponding to the tensors with the given rank and define a set of polynomials based on the sampling pattern and CP decomposition. Then, we show that finite completability of the sampled tensor is equivalent to having a certain number of algebraically independent polynomials among the defined polynomials. Our proposed approach results in characterizing the maximum number of algebraically independent polynomials in terms of a simple geometric structure of the sampling pattern, and therefore we obtain the deterministic necessary and sufficient condition on the sampling pattern for finite completability of the sampled tensor. Moreover, assuming that the entries of the tensor are sampled independently with probability $p$ and using the mentioned deterministic analysis, we propose a combinatorial method to derive a lower bound on the sampling probability $p$, or equivalently, the number of sampled entries that guarantees finite completability with high probability. We also show that the existing result for the matrix completion problem can be used to obtain a loose lower bound on the sampling probability $p$. In addition, we obtain deterministic and probabilistic conditions for unique completability. It is seen that the number of samples required for finite or unique completability obtained by the proposed analysis on the CP manifold is orders-of-magnitude lower than that is obtained by the existing analysis on the Grassmannian manifold.Comment: arXiv admin note: text overlap with arXiv:1703.0769

Rank Determination for Low-Rank Data Completion

Recently, fundamental conditions on the sampling patterns have been obtained for finite completability of low-rank matrices or tensors given the corresponding ranks. In this paper, we consider the scenario where the rank is not given and we aim to approximate the unknown rank based on the location of sampled entries and some given completion. We consider a number of data models, including single-view matrix, multi-view matrix, CP tensor, tensor-train tensor and Tucker tensor. For each of these data models, we provide an upper bound on the rank when an arbitrary low-rank completion is given. We characterize these bounds both deterministically, i.e., with probability one given that the sampling pattern satisfies certain combinatorial properties, and probabilistically, i.e., with high probability given that the sampling probability is above some threshold. Moreover, for both single-view matrix and CP tensor, we are able to show that the obtained upper bound is exactly equal to the unknown rank if the lowest-rank completion is given. Furthermore, we provide numerical experiments for the case of single-view matrix, where we use nuclear norm minimization to find a low-rank completion of the sampled data and we observe that in most of the cases the proposed upper bound on the rank is equal to the true rank

Multi-dimensional imaging data recovery via minimizing the partial sum of tubal nuclear norm

In this paper, we investigate tensor recovery problems within the tensor singular value decomposition (t-SVD) framework. We propose the partial sum of the tubal nuclear norm (PSTNN) of a tensor. The PSTNN is a surrogate of the tensor tubal multi-rank. We build two PSTNN-based minimization models for two typical tensor recovery problems, i.e., the tensor completion and the tensor principal component analysis. We give two algorithms based on the alternating direction method of multipliers (ADMM) to solve proposed PSTNN-based tensor recovery models. Experimental results on the synthetic data and real-world data reveal the superior of the proposed PSTNN

Exact tensor completion using t-SVD

In this paper we focus on the problem of completion of multidimensional arrays (also referred to as tensors) from limited sampling. Our approach is based on a recently proposed tensor-Singular Value Decomposition (t-SVD) [1]. Using this factorization one can derive notion of tensor rank, referred to as the tensor tubal rank, which has optimality properties similar to that of matrix rank derived from SVD. As shown in [2] some multidimensional data, such as panning video sequences exhibit low tensor tubal rank and we look at the problem of completing such data under random sampling of the data cube. We show that by solving a convex optimization problem, which minimizes the tensor nuclear norm obtained as the convex relaxation of tensor tubal rank, one can guarantee recovery with overwhelming probability as long as samples in proportion to the degrees of freedom in t-SVD are observed. In this sense our results are order-wise optimal. The conditions under which this result holds are very similar to the incoherency conditions for the matrix completion, albeit we define incoherency under the algebraic set-up of t-SVD. We show the performance of the algorithm on some real data sets and compare it with other existing approaches based on tensor flattening and Tucker decomposition.Comment: 16 pages, 5 figures, 2 table

Tensor Completion Algorithms in Big Data Analytics

Tensor completion is a problem of filling the missing or unobserved entries of partially observed tensors. Due to the multidimensional character of tensors in describing complex datasets, tensor completion algorithms and their applications have received wide attention and achievement in areas like data mining, computer vision, signal processing, and neuroscience. In this survey, we provide a modern overview of recent advances in tensor completion algorithms from the perspective of big data analytics characterized by diverse variety, large volume, and high velocity. We characterize these advances from four perspectives: general tensor completion algorithms, tensor completion with auxiliary information (variety), scalable tensor completion algorithms (volume), and dynamic tensor completion algorithms (velocity). Further, we identify several tensor completion applications on real-world data-driven problems and present some common experimental frameworks popularized in the literature. Our goal is to summarize these popular methods and introduce them to researchers and practitioners for promoting future research and applications. We conclude with a discussion of key challenges and promising research directions in this community for future exploration

Variational Bayesian Inference for Robust Streaming Tensor Factorization and Completion

Streaming tensor factorization is a powerful tool for processing high-volume and multi-way temporal data in Internet networks, recommender systems and image/video data analysis. Existing streaming tensor factorization algorithms rely on least-squares data fitting and they do not possess a mechanism for tensor rank determination. This leaves them susceptible to outliers and vulnerable to over-fitting. This paper presents a Bayesian robust streaming tensor factorization model to identify sparse outliers, automatically determine the underlying tensor rank and accurately fit low-rank structure. We implement our model in Matlab and compare it with existing algorithms on tensor datasets generated from dynamic MRI and Internet traffic.Comment: ICDM 2018. arXiv admin note: substantial text overlap with arXiv:1809.0126

On Deterministic Sampling Patterns for Robust Low-Rank Matrix Completion

In this letter, we study the deterministic sampling patterns for the completion of low rank matrix, when corrupted with a sparse noise, also known as robust matrix completion. We extend the recent results on the deterministic sampling patterns in the absence of noise based on the geometric analysis on the Grassmannian manifold. A special case where each column has a certain number of noisy entries is considered, where our probabilistic analysis performs very efficiently. Furthermore, assuming that the rank of the original matrix is not given, we provide an analysis to determine if the rank of a valid completion is indeed the actual rank of the data corrupted with sparse noise by verifying some conditions.Comment: Accepted to IEEE Signal Processing Letter

Scaled Nuclear Norm Minimization for Low-Rank Tensor Completion

Minimizing the nuclear norm of a matrix has been shown to be very efficient in reconstructing a low-rank sampled matrix. Furthermore, minimizing the sum of nuclear norms of matricizations of a tensor has been shown to be very efficient in recovering a low-Tucker-rank sampled tensor. In this paper, we propose to recover a low-TT-rank sampled tensor by minimizing a weighted sum of nuclear norms of unfoldings of the tensor. We provide numerical results to show that our proposed method requires significantly less number of samples to recover to the original tensor in comparison with simply minimizing the sum of nuclear norms since the structure of the unfoldings in the TT tensor model is fundamentally different from that of matricizations in the Tucker tensor model

Learning from Binary Multiway Data: Probabilistic Tensor Decomposition and its Statistical Optimality

We consider the problem of decomposing a higher-order tensor with binary entries. Such data problems arise frequently in applications such as neuroimaging, recommendation system, topic modeling, and sensor network localization. We propose a multilinear Bernoulli model, develop a rank-constrained likelihood-based estimation method, and obtain the theoretical accuracy guarantees. In contrast to continuous-valued problems, the binary tensor problem exhibits an interesting phase transition phenomenon according to the signal-to-noise ratio. The error bound for the parameter tensor estimation is established, and we show that the obtained rate is minimax optimal under the considered model. Furthermore, we develop an alternating optimization algorithm with convergence guarantees. The efficacy of our approach is demonstrated through both simulations and analyses of multiple data sets on the tasks of tensor completion and clustering.Comment: 35 pages, 7 figures, 4 table

Provable Tensor Factorization with Missing Data

We study the problem of low-rank tensor factorization in the presence of missing data. We ask the following question: how many sampled entries do we need, to efficiently and exactly reconstruct a tensor with a low-rank orthogonal decomposition? We propose a novel alternating minimization based method which iteratively refines estimates of the singular vectors. We show that under certain standard assumptions, our method can recover a three-mode $n\times n\times n$ dimensional rank-$r$ tensor exactly from $O(n^{3/2} r^5 \log^4 n)$ randomly sampled entries. In the process of proving this result, we solve two challenging sub-problems for tensors with missing data. First, in the process of analyzing the initialization step, we prove a generalization of a celebrated result by Szemer\'edie et al. on the spectrum of random graphs. Next, we prove global convergence of alternating minimization with a good initialization. Simulations suggest that the dependence of the sample size on dimensionality $n$ is indeed tight.Comment: 26 pages 2 figure