提出新算法,高效准确恢复被污染的低秩张量数据。
Guaranteed Nonconvex Low-Rank Tensor Estimation via Scaled Gradient Descent
- 用缩放梯度下降法直接估计张量因子,结合谱初始化。
- 线性收敛且不依赖条件数,每轮计算成本低。
- 适合处理病态低秩张量,适用于补全、回归等任务。
张量能有效表征多维数据的内在结构,在信号处理和机器学习中日益重要。然而,张量数据常受任意干扰影响,包括缺失值和稀疏噪声。如何在统计与计算上高效可靠地从污染张量中提取有用信息,是核心挑战。本文提出一种缩放梯度下降(ScaledGD)算法,基于张量-张量积(t-product)与张量奇异值分解(t-SVD)框架,通过定制化的谱初始化直接估计张量因子。该方法适用于张量鲁棒主成分分析、(鲁棒)张量补全与张量回归。理论上证明,ScaledGD以恒定速率实现线性收敛,且不依赖于真实低秩张量的条件数,同时保持梯度下降的低每轮开销。据我们所知,这是首个在t-SVD框架下对低秩张量估计具有此类保证的算法。数值实验验证了其在加速病态低秩张量估计方面的有效性,广泛适用于多种应用。
原文摘要 · Abstract (English)
Tensors, which give a faithful and effective representation to deliver the intrinsic structure of multi-dimensional data, play a crucial role in an increasing number of signal processing and machine learning problems. However, tensor data are often accompanied by arbitrary signal corruptions, including missing entries and sparse noise. A fundamental challenge is to reliably extract the meaningful information from corrupted tensor data in a statistically and computationally efficient manner. This paper develops a scaled gradient descent (ScaledGD) algorithm to directly estimate the tensor factors with tailored spectral initializations under the tensor-tensor product (t-product) and tensor singular value decomposition (t-SVD) framework. With tailored variants for tensor robust principal component analysis, (robust) tensor completion and tensor regression, we theoretically show that ScaledGD achieves linear convergence at a constant rate that is independent of the condition number of the ground truth low-rank tensor, while maintaining the low per-iteration cost of gradient descent. To the best of our knowledge, ScaledGD is the first algorithm that provably has such properties for low-rank tensor estimation with the t-SVD. Finally, numerical examples are provided to demonstrate the efficacy of ScaledGD in accelerating the convergence rate of ill-conditioned low-rank tensor estimation in a number of applications.
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