仅用线性代数即可完成特定模式的张量纤维观测补全
Tensor Train Completion from Fiberwise Observations Along a Single Mode
- 基于纤维级观测设计张量列车分解方法
- 在合理确定性条件下可保证完全恢复
- 适合时间序列等模式化数据补全
张量补全是矩阵补全的多维扩展,旨在通过部分观测值恢复完整的多维数据张量。低秩假设是建立观测与未观测元素间关系的关键。当前方法通常依赖数值优化,利用秩信息隐式或显式地进行求解。现有理论多基于随机均匀观测和非相干性要求下的概率恢复保证。然而,若观测模式本身具有可利用的低秩结构,则可通过挖掘该结构设计更高效的算法,并获得确定性恢复保证。本文提出一种仅使用标准线性代数运算的方法,用于计算特定类型的“纤维级”观测张量的张量列车(Tensor Train)分解:即沿某一特定模式,部分纤维完整观测或完全缺失,而非传统逐项观测。从应用角度看,此设定适用于沿某一维度(如时间)更易采样的多维数据。所提方法快速且在合理确定性条件下可保证成功恢复。数值实验展示了其在实际场景中的有效性。
原文摘要 · Abstract (English)
Tensor completion is an extension of matrix completion aimed at recovering a multiway data tensor by leveraging a given subset of its entries (observations) and the pattern of observation. The low-rank assumption is key in establishing a relationship between the observed and unobserved entries of the tensor. The low-rank tensor completion problem is typically solved using numerical optimization techniques, where the rank information is used either implicitly (in the rank minimization approach) or explicitly (in the error minimization approach). Current theories concerning these techniques often study probabilistic recovery guarantees under conditions such as random uniform observations and incoherence requirements. However, if an observation pattern exhibits some low-rank structure that can be exploited, more efficient algorithms with deterministic recovery guarantees can be designed by leveraging this structure. This work shows how to use only standard linear algebra operations to compute the tensor train decomposition of a specific type of ``fiber-wise'' observed tensor, where some of the fibers of a tensor (along a single specific mode) are either fully observed or entirely missing, unlike the usual entry-wise observations. From an application viewpoint, this setting is relevant when it is easier to sample or collect a multiway data tensor along a specific mode (e.g., temporal). The proposed completion method is fast and is guaranteed to work under reasonable deterministic conditions on the observation pattern. Through numerical experiments, we showcase interesting applications and use cases that illustrate the effectiveness of the proposed approach.
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