arXiv:2410.18402cs.LG2024-10TPAMI被引 5

用非凸正则化更精准地学习低秩张量,提升数据恢复与分类效果。

Low-Rank Tensor Learning by Generalized Nonconvex Regularization

  • 在变换域对张量切片奇异值施加非凸函数以更好刻画低秩性。
  • 理论证明了驻点与真实张量间的误差界,且在最小二乘和逻辑回归下成立。
  • 提出高效算法,收敛性保障强,适用于张量补全与二分类任务。

本文研究低秩张量学习问题,即仅观测到部分训练样本,而底层张量具有低秩结构。现有方法基于张量展开矩阵的核范数之和,可能次优。为此,我们提出一种基于变换张量核范数的非凸模型,通过在变换域中对张量所有前向切片的奇异值施加一族非凸函数来刻画低秩性。在损失函数满足限制强凸性(如最小二乘损失、逻辑回归)且非凸惩罚函数满足合适正则条件的前提下,建立了非凸模型驻点与真实张量之间的误差界。通过将非凸函数重写为两个凸函数之差,设计了近端极大极小(PMM)算法求解该模型,并在非常温和的条件下建立了全局收敛性与收敛速率。在张量补全与二分类任务上的数值实验表明,所提方法优于其他先进方法。

原文摘要 · Abstract (English)

In this paper, we study the problem of low-rank tensor learning, where only a few of training samples are observed and the underlying tensor has a low-rank structure. The existing methods are based on the sum of nuclear norms of unfolding matrices of a tensor, which may be suboptimal. In order to explore the low-rankness of the underlying tensor effectively, we propose a nonconvex model based on transformed tensor nuclear norm for low-rank tensor learning. Specifically, a family of nonconvex functions are employed onto the singular values of all frontal slices of a tensor in the transformed domain to characterize the low-rankness of the underlying tensor. An error bound between the stationary point of the nonconvex model and the underlying tensor is established under restricted strong convexity on the loss function (such as least squares loss and logistic regression) and suitable regularity conditions on the nonconvex penalty function. By reformulating the nonconvex function into the difference of two convex functions, a proximal majorization-minimization (PMM) algorithm is designed to solve the resulting model. Then the global convergence and convergence rate of PMM are established under very mild conditions. Numerical experiments are conducted on tensor completion and binary classification to demonstrate the effectiveness of the proposed method over other state-of-the-art methods.

张量学习非凸优化低秩恢复

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