arXiv:2605.03736stat.MLcs.LG2026-05

用自适应ADMM加速低秩张量补全,效果优于现有方法

Low Rank Tensor Completion via Adaptive ADMM

论文配图:Low Rank Tensor Completion via Adaptive ADMM
图 1 · 摘自论文原文
  • 基于ADMM框架分解核范数最小化问题,分步求解
  • 在模拟数据上NMSE显著低于现有最优方法
  • 可结合现有最优解初始化,进一步提升收敛速度

本文提出一种新型低秩张量补全(TC)算法,作为矩阵补全的推广。该方法基于传统核范数(NN)最小化范式,借助交替方向乘子法(ADMM)优化框架,将原始问题重构成多个子问题,通过闭式近端算子迭代求解,并引入超松弛和自适应惩罚参数更新机制,以加速收敛并提升整体性能。仿真结果表明,新方法在归一化均方误差(NMSE)指标上优于现有最先进(SotA)技术,包括纯核范数最小化方法及核范数与矩阵分解混合方法;且通过使用SotA解作为初始值,可显著提升收敛性。

原文摘要 · Abstract (English)

We consider a novel algorithm, for the completion of partially observed low-rank tensors, as a generalization of matrix completion. The proposed low-rank tensor completion (TC) method builds on the conventional nuclear norm (NN) minimization-based low-rank TC paradigm, by leveraging the alternating direction method of multipliers (ADMM) optimization framework. To that extend the original NN minimization problem is reformulated into multiple subproblems, which are then solved iteratively via closed-form proximal operators, making use of over-relaxation and an adaptive penalty parameter update scheme, to further speed up convergence and improve the overall performance of the method. Simulation results demonstrate the superior performance of the new method in terms of normalized mean square error (NMSE), compared to the conventional state-of-the-art (SotA) techniques, including NN minimization approaches, as well as a mixture of the latter with a matrix factorization approach, while its convergence can be significantly improved by initializing the algorithm with the solution of the SotA.

张量补全ADMM低秩优化算法加速

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