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We consider the problem of learning to optimize an unknown Markov decision process (MDP). We show that, if the MDP can be parameterized within some known function class, we can obtain regret bounds that scale with the dimensionality, rather…

Machine Learning · Statistics 2014-11-04 Ian Osband , Benjamin Van Roy

We study the $L_1$-approximation of $d$-variate monotone functions based on information from $n$ function evaluations. It is known that this problem suffers from the curse of dimensionality in the deterministic setting, that is, the number…

Numerical Analysis · Mathematics 2018-03-02 Robert J. Kunsch

Sparse and low rank tensor recovery has emerged as a significant area of research with applications in many fields such as computer vision. However, minimizing the $\ell_0$-norm of a vector or the rank of a matrix is NP-hard. Instead, their…

Optimization and Control · Mathematics 2024-04-23 Katherine Henneberger , Jing Qin

Dimensionality reduction is an essential technique for multi-way large-scale data, i.e., tensor. Tensor ring (TR) decomposition has become popular due to its high representation ability and flexibility. However, the traditional TR…

Numerical Analysis · Mathematics 2024-12-20 Longhao Yuan , Chao Li , Jianting Cao , Qibin Zhao

Currently, existing tensor recovery methods fail to recognize the impact of tensor scale variations on their structural characteristics. Furthermore, existing studies face prohibitive computational costs when dealing with large-scale…

Machine Learning · Computer Science 2025-07-09 Wenjin Qin , Hailin Wang , Jingyao Hou , Jianjun Wang

Dimensionality reduction for high-order tensors is a challenging problem. In conventional approaches, higher order tensors are `vectorized` via Tucker decomposition to obtain lower order tensors. This will destroy the inherent high-order…

Computer Vision and Pattern Recognition · Computer Science 2017-07-04 Fujiao Ju , Yanfeng Sun , Junbin Gao , Yongli Hu , Baocai Yin

We develop the first fast spectral algorithm to decompose a random third-order tensor over $\mathbb{R}^d$ of rank up to $O(d^{3/2}/\text{polylog}(d))$. Our algorithm only involves simple linear algebra operations and can recover all…

Machine Learning · Computer Science 2022-06-30 Jingqiu Ding , Tommaso d'Orsi , Chih-Hung Liu , Stefan Tiegel , David Steurer

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study…

Machine Learning · Statistics 2014-08-26 Donald Goldfarb , Zhiwei Qin

This paper studies a recovery task of finding a low multilinear-rank tensor that fulfills some linear constraints in the general settings, which has many applications in computer vision and graphics. This problem is named as the low…

Optimization and Control · Mathematics 2013-10-08 Lei Yang , Zheng-Hai Huang , Yufan Li

Higher-order tensors can represent scores in a rating system, frames in a video, and images of the same subject. In practice, the measurements are often highly quantized due to the sampling strategies or the quality of devices. Existing…

Machine Learning · Computer Science 2020-10-28 Ren Wang , Meng Wang , Jinjun Xiong

Can one recover a matrix efficiently from only matrix-vector products? If so, how many are needed? This paper describes algorithms to recover matrices with known structures, such as tridiagonal, Toeplitz, Toeplitz-like, and hierarchical…

Numerical Analysis · Mathematics 2023-05-31 Diana Halikias , Alex Townsend

We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…

Machine Learning · Computer Science 2022-01-21 Jaeyoung Lee , Sean Sedwards , Krzysztof Czarnecki

Motivated by a problem in computational complexity, we consider the behavior of rank functions for tensors and polynomial maps under random coordinate restrictions. We show that, for a broad class of rank functions called natural rank…

Combinatorics · Mathematics 2024-11-06 Jop Briët , Davi Castro-Silva

Affine rank minimization algorithms typically rely on calculating the gradient of a data error followed by a singular value decomposition at every iteration. Because these two steps are expensive, heuristic approximations are often used to…

Optimization and Control · Mathematics 2013-06-04 Stephen Becker , Volkan Cevher , Anastasios Kyrillidis

This paper studies the rank-$1$ tensor completion problem for cubic tensors. First of all, we show that this problem is equivalent to a special rank-$1$ matrix recovery problem. When the tensor is strongly rank-$1$ completable, we show that…

Optimization and Control · Mathematics 2024-10-23 Jinling Zhou , Jiawang Nie , Zheng Peng , Guangming Zhou

We introduce a new, quadratically convergent algorithm for finding maximum absolute value entries of tensors represented in the canonical format. The computational complexity of the algorithm is linear in the dimension of the tensor. We…

Numerical Analysis · Mathematics 2017-09-13 Matthew J Reynolds , Gregory Beylkin , Alireza Doostan

The advancement of sensing technology has driven the widespread application of high-dimensional data. However, issues such as missing entries during acquisition and transmission negatively impact the accuracy of subsequent tasks. Tensor…

Image and Video Processing · Electrical Eng. & Systems 2025-04-09 Jie Yang , Chang Su , Yuhan Zhang , Jianjun Zhu , Jianli Wang

Matrices of rank at most k are defined by the vanishing of polynomials of degree k + 1 in their entries (namely, their (k + 1)-times-(k + 1)-subdeterminants), regardless of the size of the matrix. We prove a qualitative analogue of this…

Algebraic Geometry · Mathematics 2015-01-14 Jan Draisma , Jochen Kuttler

Higher-order tensors appear in various areas of mechanics as well as physics, medicine or earth sciences. As these tensors are highly complex, most are not well understood. Thus, the analysis and the visualization process form a highly…

Mathematical Physics · Physics 2023-05-04 Anja Barz , Chiara Hergl , Gerik Scheuermann

Learning the joint probability of random variables (RVs) is the cornerstone of statistical signal processing and machine learning. However, direct nonparametric estimation for high-dimensional joint probability is in general impossible, due…

Machine Learning · Statistics 2021-09-01 Shahana Ibrahim , Xiao Fu