arXiv:2410.15224math.OCcs.LG2024-10被引 7

提出鲁棒方法恢复被异常值污染的张量列车格式数据

Robust Low-rank Tensor Train Recovery

  • 用l1损失函数对抗任意值异常值,提升恢复鲁棒性
  • 理论证明测量数仅随维度线性增长,且方法可线性收敛
  • 提供两种算法:全张量优化与因子分解优化,兼顾效率与精度

张量列车(TT)分解通过少量小维矩阵乘积表示高阶张量,具有紧凑表达优势,广泛应用于信号处理和量子信息中的各类张量恢复问题。本文研究从含任意值异常值的测量中重建TT格式张量的问题。针对平滑损失对异常值敏感的缺陷,采用ℓ₁损失函数增强鲁棒性。首先建立高斯测量算子下的ℓ₁/ℓ₂-受限等距性(RIP),证明所需测量数随维度N线性增长,即可保留TT张量信息。进一步证明ℓ₁损失在TT张量上的尖锐性。基于此,提出两种互补恢复方法:投影子梯度法(PSubGM)在全张量空间优化,因子化黎曼子梯度法(FRSubGM)直接在因子上优化。相比PSubGM,FRSubGM显著降低内存开销,仅略慢收敛;但二者在适当初始化(可通过截断谱法获得)下,以递减步长均可线性收敛至真实张量。

原文摘要 · Abstract (English)

Tensor train (TT) decomposition represents an $N$-order tensor using $O(N)$ matrices (i.e., factors) of small dimensions, achieved through products among these factors. Due to its compact representation, TT decomposition has found wide applications, including various tensor recovery problems in signal processing and quantum information. In this paper, we study the problem of reconstructing a TT format tensor from measurements that are contaminated by outliers with arbitrary values. Given the vulnerability of smooth formulations to corruptions, we use an $\ell_1$ loss function to enhance robustness against outliers. We first establish the $\ell_1/\ell_2$-restricted isometry property (RIP) for Gaussian measurement operators, demonstrating that the information in the TT format tensor can be preserved using a number of measurements that grows linearly with $N$. We also prove the sharpness property for the $\ell_1$ loss function optimized over TT format tensors. Building on the $\ell_1/\ell_2$-RIP and sharpness property, we then propose two complementary methods to recover the TT format tensor from the corrupted measurements: the projected subgradient method (PSubGM), which optimizes over the entire tensor, and the factorized Riemannian subgradient method (FRSubGM), which optimizes directly over the factors. Compared to PSubGM, the factorized approach FRSubGM significantly reduces the memory cost at the expense of a slightly slower convergence rate. Nevertheless, we show that both methods, with diminishing step sizes, converge linearly to the ground-truth tensor given an appropriate initialization, which can be obtained by a truncated spectral method.

张量恢复鲁棒优化低秩张量

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