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We propose new Riemannian preconditioned algorithms for low-rank tensor completion via the polyadic decomposition of a tensor. These algorithms exploit a non-Euclidean metric on the product space of the factor matrices of the low-rank…

Optimization and Control · Mathematics 2022-06-06 Shuyu Dong , Bin Gao , Yu Guan , François Glineur

There are several different notions of "low rank" for tensors, associated to different formats. Among them, the Tensor Train (TT) format is particularly well suited for tensors of high order, as it circumvents the curse of dimensionality:…

Optimization and Control · Mathematics 2020-11-30 Michael Psenka , Nicolas Boumal

The numerical solution of partial differential equations on high-dimensional domains gives rise to computationally challenging linear systems. When using standard discretization techniques, the size of the linear system grows exponentially…

Numerical Analysis · Mathematics 2015-08-13 Daniel Kressner , Michael Steinlechner , Bart Vandereycken

The goal of tensor completion is to fill in missing entries of a partially known tensor under a low-rank constraint. In this paper, we mainly study low rank third-order tensor completion problems by using Riemannian optimization methods on…

Optimization and Control · Mathematics 2020-11-24 Guang-Jing Song , Xue-Zhong Wang , Michael K. Ng

We propose a novel Riemannian manifold preconditioning approach for the tensor completion problem with rank constraint. A novel Riemannian metric or inner product is proposed that exploits the least-squares structure of the cost function…

Machine Learning · Computer Science 2016-05-27 Hiroyuki Kasai , Bamdev Mishra

We consider the problem of recovering a low-multilinear-rank tensor from a small amount of linear measurements. We show that the Riemannian gradient algorithm initialized by one step of iterative hard thresholding can reconstruct an…

Numerical Analysis · Mathematics 2021-01-14 Jian-Feng Cai , Lizhang Miao , Yang Wang , Yin Xian

We propose Riemannian preconditioned algorithms for the tensor completion problem via tensor ring decomposition. A new Riemannian metric is developed on the product space of the mode-2 unfolding matrices of the core tensors in tensor ring…

Optimization and Control · Mathematics 2023-11-15 Bin Gao , Renfeng Peng , Ya-xiang Yuan

Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…

Optimization and Control · Mathematics 2023-06-05 Hongyi Li , Zhen Peng , Chengwei Pan , Di Zhao

Recently, there has been a growing interest in efficient numerical algorithms based on tensor networks and low-rank techniques to approximate high-dimensional functions and solutions to high-dimensional PDEs. In this paper, we propose a new…

Numerical Analysis · Mathematics 2023-08-16 Alec Dektor , Daniele Venturi

Low rank tensor learning, such as tensor completion and multilinear multitask learning, has received much attention in recent years. In this paper, we propose higher order matching pursuit for low rank tensor learning problems with a convex…

Machine Learning · Statistics 2015-03-10 Yuning Yang , Siamak Mehrkanoon , Johan A. K. Suykens

This paper investigates the low-rank tensor completion problem, which is about recovering a tensor from partially observed entries. We consider this problem in the tensor train format and extend the preconditioned metric from the matrix…

Optimization and Control · Mathematics 2023-04-19 Jian-Feng Cai , Wen Huang , Haifeng Wang , Ke Wei

The Symmetric Tensor Approximation problem (STA) consists of approximating a symmetric tensor or a homogeneous polynomial by a linear combination of symmetric rank-1 tensors or powers of linear forms of low symmetric rank. We present two…

Numerical Analysis · Mathematics 2021-12-23 Rima Khouja , Houssam Khalil , Bernard Mourrain

Many machine learning applications are naturally formulated as optimization problems on Riemannian manifolds. The main idea behind Riemannian optimization is to maintain the feasibility of the variables while moving along a descent…

Optimization and Control · Mathematics 2024-06-05 Andi Han , Pratik Jawanpuria , Bamdev Mishra

The low-rank matrix recovery problem often arises in various fields, including signal processing, machine learning, and imaging science. The Riemannian gradient descent (RGD) algorithm has proven to be an efficient algorithm for solving…

Optimization and Control · Mathematics 2023-05-05 Fengmiao Bian , Jian-Feng Cai , Rui Zhang

Low-rank tensor completion aims to recover a tensor from partially observed entries, and it is widely applicable in fields such as quantum computing and image processing. Due to the significant advantages of the tensor train (TT) format in…

Machine Learning · Computer Science 2025-01-24 Fengmiao Bian , Jian-Feng Cai , Xiaoqun Zhang , Yuanwei Zhang

In this paper a new Riemannian rank adaptive method (RRAM) is proposed for the low-rank tensor completion problem (LRTCP) formulated as a least-squares optimization problem on the algebraic variety of tensors of bounded tensor-train (TT)…

Optimization and Control · Mathematics 2024-02-20 Charlotte Vermeylen , Marc Van Barel

Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…

Numerical Analysis · Mathematics 2021-02-01 Anthony Nouy

In this paper, we focus on developing randomized algorithms for the computation of low multilinear rank approximations of tensors based on the random projection and the singular value decomposition. Following the theory of the singular…

Numerical Analysis · Mathematics 2020-03-20 Maolin Che , Yimin Wei , Hong Yan

We propose a new Riemannian geometry for fixed-rank matrices that is specifically tailored to the low-rank matrix completion problem. Exploiting the degree of freedom of a quotient space, we tune the metric on our search space to the…

Machine Learning · Computer Science 2012-11-13 B. Mishra , K. Adithya Apuroop , R. Sepulchre

This work is concerned with the numerical solution of large-scale symmetric positive definite matrix equations of the form $A_1XB_1^\top + A_2XB_2^\top + \dots + A_\ell X B_\ell^\top = F$, as they arise from discretized partial differential…

Numerical Analysis · Mathematics 2024-12-04 Ivan Bioli , Daniel Kressner , Leonardo Robol
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