arXiv:2512.07490cs.LGmath.OC2025-12被引 1

提出新算法,让低秩张量估计在高维数据下更快更稳。

Efficient Low-Tubal-Rank Tensor Estimation via Alternating Preconditioned Gradient Descent

  • 用交替预条件梯度法加速计算,避免过参数化导致的发散。
  • 理论证明在过参数情况下仍线性收敛,且不受张量条件数影响。
  • 适合处理大规模高维信号、图像和机器学习中的低秩张量问题。

低管秩张量估计是高维信号处理、机器学习和图像科学中的基础任务。传统方法依赖张量奇异值分解,计算成本高,难以处理大规模张量。近期方法通过将张量分解为两个较小因子张量并使用梯度下降求解,但需准确估计张量秩;若秩估计过高,梯度下降收敛变慢甚至发散。为此,本文提出交替预条件梯度下降(APGD)算法,通过在梯度中加入预条件项,并交替更新两个因子,在过参数化情形下显著加速收敛。基于目标函数的几何假设,建立了更一般低管秩张量估计的线性收敛性理论。进一步分析了低管秩张量分解与恢复的具体情形。理论表明,即使在过参数条件下,APGD仍保持线性收敛,且收敛速率与张量条件数无关。大量合成数据实验验证了理论结论。

原文摘要 · Abstract (English)

The problem of low-tubal-rank tensor estimation is a fundamental task with wide applications across high-dimensional signal processing, machine learning, and image science. Traditional approaches tackle such a problem by performing tensor singular value decomposition, which is computationally expensive and becomes infeasible for large-scale tensors. Recent approaches address this issue by factorizing the tensor into two smaller factor tensors and solving the resulting problem using gradient descent. However, this kind of approach requires an accurate estimate of the tensor rank, and when the rank is overestimated, the convergence of gradient descent and its variants slows down significantly or even diverges. To address this problem, we propose an Alternating Preconditioned Gradient Descent (APGD) algorithm, which accelerates convergence in the over-parameterized setting by adding a preconditioning term to the original gradient and updating these two factors alternately. Based on certain geometric assumptions on the objective function, we establish linear convergence guarantees for more general low-tubal-rank tensor estimation problems. Then we further analyze the specific cases of low-tubal-rank tensor factorization and low-tubal-rank tensor recovery. Our theoretical results show that APGD achieves linear convergence even under over-parameterization, and the convergence rate is independent of the tensor condition number. Extensive simulations on synthetic data are carried out to validate our theoretical assertions.

张量估计优化算法低秩学习

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