Optimal Low-Rank Tensor Recovery from Separable Measurements: Four Contractions Suffice

Tensors play a central role in many modern machine learning and signal processing applications. In such applications, the target tensor is usually of low rank, i.e., can be expressed as a sum of a small number of rank one tensors. This motivates us to consider the problem of low rank tensor recovery from a class of linear measurements called separable measurements. As specific examples, we focus on two distinct types of separable measurement mechanisms (a) Random projections, where each measurement corresponds to an inner product of the tensor with a suitable random tensor, and (b) the completion problem where measurements constitute revelation of a random set of entries. We present a computationally efficient algorithm, with rigorous and order-optimal sample complexity results (upto logarithmic factors) for tensor recovery. Our method is based on reduction to matrix completion sub-problems and adaptation of Leurgans' method for tensor decomposition. We extend the methodology and sample complexity results to higher order tensors, and experimentally validate our theoretical results

Novel Factorization Strategies for Higher Order Tensors: Implications for Compression and Recovery of Multi-linear Data

In this paper we propose novel methods for compression and recovery of multilinear data under limited sampling. We exploit the recently proposed tensor- Singular Value Decomposition (t-SVD)[1], which is a group theoretic framework for tensor decomposition. In contrast to popular existing tensor decomposition techniques such as higher-order SVD (HOSVD), t-SVD has optimality properties similar to the truncated SVD for matrices. Based on t-SVD, we first construct novel tensor-rank like measures to characterize informational and structural complexity of multilinear data. Following that we outline a complexity penalized algorithm for tensor completion from missing entries. As an application, 3-D and 4-D (color) video data compression and recovery are considered. We show that videos with linear camera motion can be represented more efficiently using t-SVD compared to traditional approaches based on vectorizing or flattening of the tensors. Application of the proposed tensor completion algorithm for video recovery from missing entries is shown to yield a superior performance over existing methods. In conclusion we point out several research directions and implications to online prediction of multilinear data

Fast Randomized Algorithms for t-Product Based Tensor Operations and Decompositions with Applications to Imaging Data

Tensors of order three or higher have found applications in diverse fields, including image and signal processing, data mining, biomedical engineering and link analysis, to name a few. In many applications that involve for example time series or other ordered data, the corresponding tensor has a distinguishing orientation that exhibits a low tubal structure. This has motivated the introduction of the tubal rank and the corresponding tubal singular value decomposition in the literature. In this work, we develop randomized algorithms for many common tensor operations, including tensor low-rank approximation and decomposition, together with tensor multiplication. The proposed tubal focused algorithms employ a small number of lateral and/or horizontal slices of the underlying 3-rd order tensor, that come with {\em relative error guarantees} for the quality of the obtained solutions. The performance of the proposed algorithms is illustrated on diverse imaging applications, including mass spectrometry data and image and video recovery from incomplete and noisy data. The results show both good computational speed-up vis-a-vis conventional completion algorithms and good accuracy.Comment: 31 pages, 6 figures, to appear in the SIAM Journal on Imaging Science

Low-Rank Tensor Completion by Truncated Nuclear Norm Regularization

Currently, low-rank tensor completion has gained cumulative attention in recovering incomplete visual data whose partial elements are missing. By taking a color image or video as a three-dimensional (3D) tensor, previous studies have suggested several definitions of tensor nuclear norm. However, they have limitations and may not properly approximate the real rank of a tensor. Besides, they do not explicitly use the low-rank property in optimization. It is proved that the recently proposed truncated nuclear norm (TNN) can replace the traditional nuclear norm, as a better estimation to the rank of a matrix. Thus, this paper presents a new method called the tensor truncated nuclear norm (T-TNN), which proposes a new definition of tensor nuclear norm and extends the truncated nuclear norm from the matrix case to the tensor case. Beneficial from the low rankness of TNN, our approach improves the efficacy of tensor completion. We exploit the previously proposed tensor singular value decomposition and the alternating direction method of multipliers in optimization. Extensive experiments on real-world videos and images demonstrate that the performance of our approach is superior to those of existing methods.Comment: Accepted as a poster presentation at the 24th International Conference on Pattern Recognition in 20-24 August 2018, Beijing, Chin

Tensor Robust Principal Component Analysis with A New Tensor Nuclear Norm

In this paper, we consider the Tensor Robust Principal Component Analysis (TRPCA) problem, which aims to exactly recover the low-rank and sparse components from their sum. Our model is based on the recently proposed tensor-tensor product (or t-product). Induced by the t-product, we first rigorously deduce the tensor spectral norm, tensor nuclear norm, and tensor average rank, and show that the tensor nuclear norm is the convex envelope of the tensor average rank within the unit ball of the tensor spectral norm. These definitions, their relationships and properties are consistent with matrix cases. Equipped with the new tensor nuclear norm, we then solve the TRPCA problem by solving a convex program and provide the theoretical guarantee for the exact recovery. Our TRPCA model and recovery guarantee include matrix RPCA as a special case. Numerical experiments verify our results, and the applications to image recovery and background modeling problems demonstrate the effectiveness of our method.Comment: arXiv admin note: text overlap with arXiv:1708.0418

Rank regularization and Bayesian inference for tensor completion and extrapolation

A novel regularizer of the PARAFAC decomposition factors capturing the tensor's rank is proposed in this paper, as the key enabler for completion of three-way data arrays with missing entries. Set in a Bayesian framework, the tensor completion method incorporates prior information to enhance its smoothing and prediction capabilities. This probabilistic approach can naturally accommodate general models for the data distribution, lending itself to various fitting criteria that yield optimum estimates in the maximum-a-posteriori sense. In particular, two algorithms are devised for Gaussian- and Poisson-distributed data, that minimize the rank-regularized least-squares error and Kullback-Leibler divergence, respectively. The proposed technique is able to recover the "ground-truth'' tensor rank when tested on synthetic data, and to complete brain imaging and yeast gene expression datasets with 50% and 15% of missing entries respectively, resulting in recovery errors at -10dB and -15dB.Comment: 12 pages, submitted to IEEE Transactions on Signal Processin

A Tensor Completion Approach for Efficient and Robust Fingerprint-based Indoor Localization

The localization technology is important for the development of indoor location-based services (LBS). The radio frequency (RF) fingerprint-based localization is one of the most promising approaches. However, it is challenging to apply this localization to real-world environments since it is time-consuming and labor-intensive to construct a fingerprint database as a prior for localization. Another challenge is that the presence of anomaly readings in the fingerprints reduces the localization accuracy. To address these two challenges, we propose an efficient and robust indoor localization approach. First, we model the fingerprint database as a 3-D tensor, which represents the relationships between fingerprints, locations and indices of access points. Second, we introduce a tensor decomposition model for robust fingerprint data recovery, which decomposes a partial observation tensor as the superposition of a low-rank tensor and a spare anomaly tensor. Third, we exploit the alternating direction method of multipliers (ADMM) to solve the convex optimization problem of tensor-nuclear-norm completion for the anomaly case. Finally, we verify the proposed approach on a ground truth data set collected in an office building with size 80m times 20m. Experiment results show that to achieve a same error rate 4%, the sampling rate of our approach is only 10%, while it is 60% for the state-of-the-art approach. Moreover, the proposed approach leads to a more accurate localization (nearly 20%, 0.6m improvement) over the compared approach.Comment: 6 pages, 5 figure

Tensor Robust Principal Component Analysis: Exact Recovery of Corrupted Low-Rank Tensors via Convex Optimization

This paper studies the Tensor Robust Principal Component (TRPCA) problem which extends the known Robust PCA (Candes et al. 2011) to the tensor case. Our model is based on a new tensor Singular Value Decomposition (t-SVD) (Kilmer and Martin 2011) and its induced tensor tubal rank and tensor nuclear norm. Consider that we have a 3-way tensor ${\mathcal{X}}\in\mathbb{R}^{n_1\times n_2\times n_3}$ such that ${\mathcal{X}}={\mathcal{L}}_0+{\mathcal{E}}_0$, where ${\mathcal{L}}_0$ has low tubal rank and ${\mathcal{E}}_0$ is sparse. Is that possible to recover both components? In this work, we prove that under certain suitable assumptions, we can recover both the low-rank and the sparse components exactly by simply solving a convex program whose objective is a weighted combination of the tensor nuclear norm and the $\ell_1$-norm, i.e., $\min_{{\mathcal{L}},\ {\mathcal{E}}} \ \|{{\mathcal{L}}}\|_*+\lambda\|{{\mathcal{E}}}\|_1, \ \text{s.t.} \ {\mathcal{X}}={\mathcal{L}}+{\mathcal{E}}$, where$\lambda= {1}/{\sqrt{\max(n_1,n_2)n_3}}$. Interestingly, TRPCA involves RPCA as a special case when$n_3=1$ and thus it is a simple and elegant tensor extension of RPCA. Also numerical experiments verify our theory and the application for the image denoising demonstrates the effectiveness of our method.Comment: IEEE International Conference on Computer Vision and Pattern Recognition (CVPR, 2016

Missing Slice Recovery for Tensors Using a Low-rank Model in Embedded Space

Let us consider a case where all of the elements in some continuous slices are missing in tensor data. In this case, the nuclear-norm and total variation regularization methods usually fail to recover the missing elements. The key problem is capturing some delay/shift-invariant structure. In this study, we consider a low-rank model in an embedded space of a tensor. For this purpose, we extend a delay embedding for a time series to a "multi-way delay-embedding transform" for a tensor, which takes a given incomplete tensor as the input and outputs a higher-order incomplete Hankel tensor. The higher-order tensor is then recovered by Tucker-based low-rank tensor factorization. Finally, an estimated tensor can be obtained by using the inverse multi-way delay embedding transform of the recovered higher-order tensor. Our experiments showed that the proposed method successfully recovered missing slices for some color images and functional magnetic resonance images.Comment: accepted for CVPR201

Tensor-based formulation and nuclear norm regularization for multi-energy computed tomography

The development of energy selective, photon counting X-ray detectors allows for a wide range of new possibilities in the area of computed tomographic image formation. Under the assumption of perfect energy resolution, here we propose a tensor-based iterative algorithm that simultaneously reconstructs the X-ray attenuation distribution for each energy. We use a multi-linear image model rather than a more standard "stacked vector" representation in order to develop novel tensor-based regularizers. Specifically, we model the multi-spectral unknown as a 3-way tensor where the first two dimensions are space and the third dimension is energy. This approach allows for the design of tensor nuclear norm regularizers, which like its two dimensional counterpart, is a convex function of the multi-spectral unknown. The solution to the resulting convex optimization problem is obtained using an alternating direction method of multipliers (ADMM) approach. Simulation results shows that the generalized tensor nuclear norm can be used as a stand alone regularization technique for the energy selective (spectral) computed tomography (CT) problem and when combined with total variation regularization it enhances the regularization capabilities especially at low energy images where the effects of noise are most prominent