Related papers: Low-rank tensor completion: a Riemannian manifold …
In this paper, we consider a class of nonconvex-linear minimax problems on Riemannian manifolds, which find wide applications in machine learning and signal processing. For solving this class of problems, we develop a flexible Riemannian…
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…
We consider the problem of noisy matrix completion, in which the goal is to reconstruct a structured matrix whose entries are partially observed in noise. Standard approaches to this underdetermined inverse problem are based on assuming…
In this paper, we give explicit descriptions of versions of (Local-) Backtracking Gradient Descent and New Q-Newton's method to the Riemannian setting.Here are some easy to state consequences of results in this paper, where X is a general…
Optimization problems on the generalized Stiefel manifold (and products of it) are prevalent across science and engineering. For example, in computational science they arise in symmetric (generalized) eigenvalue problems, in nonlinear…
We have recently presented a method to solve an overdetermined linear system of equations with multiple right hand side vectors, where the unknown matrix is to be symmetric and positive definite. The coefficient and the right hand side…
This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…
We consider Riemannian inequality-constrained optimization problems. Such problems inherit the benefits of Riemannian approach developed in the unconstrained setting and naturally arise from applications in control, machine learning, and…
Attempts of studying implicit regularization associated to gradient descent (GD) have identified matrix completion as a suitable test-bed. Late findings suggest that this phenomenon cannot be phrased as a minimization-norm problem, implying…
Robust tensor completion (RTC) aims to recover a low-rank tensor from its incomplete observation with outlier corruption. The recently proposed tensor ring (TR) model has demonstrated superiority in solving the RTC problem. However, the…
Higher-order low-rank tensors naturally arise in many applications including hyperspectral data recovery, video inpainting, seismic data recon- struction, and so on. We propose a new model to recover a low-rank tensor by simultaneously…
The low-rank matrix completion problem can be succinctly stated as follows: given a subset of the entries of a matrix, find a low-rank matrix consistent with the observations. While several low-complexity algorithms for matrix completion…
Numerical continuation in the context of optimization can be used to mitigate convergence issues due to a poor initial guess. In this work, we extend this idea to Riemannian optimization problems, that is, the minimization of a target…
Tensors, which provide a powerful and flexible model for representing multi-attribute data and multi-way interactions, play an indispensable role in modern data science across various fields in science and engineering. A fundamental task is…
We propose a stochastic variance-reduced cubic regularized Newton algorithm to optimize the finite-sum problem over a Riemannian submanifold of the Euclidean space. The proposed algorithm requires a full gradient and Hessian update at the…
To alleviate the bias generated by the l1-norm in the low-rank tensor completion problem, nonconvex surrogates/regularizers have been suggested to replace the tensor nuclear norm, although both can achieve sparsity. However, the…
Matrix completion, the problem of completing missing entries in a data matrix with low dimensional structure (such as rank), has seen many fruitful approaches and analyses. Tensor completion is the tensor analog, that attempts to impute…
We study optimization over Riemannian embedded submanifolds, where the objective function is relatively smooth in the ambient Euclidean space. Such problems have broad applications but are still largely unexplored. We introduce two…
We consider optimization problems on manifolds with equality and inequality constraints. A large body of work treats constrained optimization in Euclidean spaces. In this work, we consider extensions of existing algorithms from the…
In this paper, we study structured quasi-Newton methods for optimization problems with orthogonality constraints. Note that the Riemannian Hessian of the objective function requires both the Euclidean Hessian and the Euclidean gradient. In…