Interpolating Convex and Non-Convex Tensor Decompositions via the Subspace Norm
Abstract
We consider the problem of recovering a low-rank tensor from its noisy observation. Previous work has shown a recovery guarantee with signal to noise ratio for recovering a th order rank one tensor of size by recursive unfolding. In this paper, we first improve this bound to by a much simpler approach, but with a more careful analysis. Then we propose a new norm called the subspace norm, which is based on the Kronecker products of factors obtained by the proposed simple estimator. The imposed Kronecker structure allows us to show a nearly ideal bound, in which the parameter controls the blend from the non-convex estimator to mode-wise nuclear norm minimization. Furthermore, we empirically demonstrate that the subspace norm achieves the nearly ideal denoising performance even with .
Keywords
Cite
@article{arxiv.1503.05479,
title = {Interpolating Convex and Non-Convex Tensor Decompositions via the Subspace Norm},
author = {Qinqing Zheng and Ryota Tomioka},
journal= {arXiv preprint arXiv:1503.05479},
year = {2015}
}