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Riemannian optimization is concerned with problems, where the independent variable lies on a smooth manifold. There is a number of problems from numerical linear algebra that fall into this category, where the manifold is usually specified…

Numerical Analysis · Mathematics 2024-06-27 Rasmus Jensen , Ralf Zimmermann

We propose an extremely versatile approach to address a large family of matrix nearness problems, possibly with additional linear constraints. Our method is based on splitting a matrix nearness problem into two nested optimization problems,…

Numerical Analysis · Mathematics 2025-08-14 Miryam Gnazzo , Vanni Noferini , Lauri Nyman , Federico Poloni

We investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries. In the Tucker decomposition framework, we show that the Riemannian optimization algorithm with initial value…

Machine Learning · Statistics 2019-11-13 Jian-Feng Cai , Lizhang Miao , Yang Wang , Yin Xian

This paper focuses on recovering a low-rank tensor from its incomplete measurements. We propose a novel algorithm termed the Single Mode Quasi Riemannian Gradient Descent (SM-QRGD). By exploiting the benefits of both fixed-rank matrix…

Optimization and Control · Mathematics 2024-01-30 Yuanwei Zhang , Ya-Nan Zhu , Xiaoqun Zhang

We analyze inexact Riemannian gradient descent (RGD) where Riemannian gradients and retractions are inexactly (and cheaply) computed. Our focus is on understanding when inexact RGD converges and what is the complexity in the general…

Optimization and Control · Mathematics 2024-05-10 Yuchen Li , Laura Balzano , Deanna Needell , Hanbaek Lyu

Tensor completion refers to the task of estimating the missing data from an incomplete measurement or observation, which is a core problem frequently arising from the areas of big data analysis, computer vision, and network engineering. Due…

Machine Learning · Computer Science 2021-05-21 Chenjian Pan , Chen Ling , Hongjin He , Liqun Qi , Yanwei Xu

Coupled tensor decomposition reveals the joint data structure by incorporating priori knowledge that come from the latent coupled factors. The tensor ring (TR) decomposition is invariant under the permutation of tensors with different mode…

Machine Learning · Computer Science 2020-11-10 Huyan Huang , Yipeng Liu , Ce Zhu

The problem of recovering the configuration of points from their partial pairwise distances, referred to as the Euclidean Distance Matrix Completion (EDMC) problem, arises in a broad range of applications, including sensor network…

Optimization and Control · Mathematics 2026-05-07 Chandler Smith , HanQin Cai , Abiy Tasissa

In this paper, we propose a variant of Riemannian stochastic recursive gradient method that can achieve second-order convergence guarantee and escape saddle points using simple perturbation. The idea is to perturb the iterates when gradient…

Optimization and Control · Mathematics 2020-10-30 Andi Han , Junbin Gao

Tensor completion and tensor decomposition are important problems in many domains. In this work, we leverage the connection between these problems to learn a distance metric that improves both decomposition and completion. We show that the…

Optimization and Control · Mathematics 2022-09-02 Maryam Bagherian , Davoud A. Tarzanagh , Ivo Dinov , Joshua D. Welch

We consider the low-rank tensor train completion problem when additional side information is available in the form of subspaces that contain the mode-$k$ fiber spans. We propose an algorithm based on Riemannian optimization to solve the…

Numerical Analysis · Mathematics 2020-06-24 Stanislav Budzinskiy , Nikolai Zamarashkin

The low-rank matrix completion problem can be solved by Riemannian optimization on a fixed-rank manifold. However, a drawback of the known approaches is that the rank parameter has to be fixed a priori. In this paper, we consider the…

Optimization and Control · Mathematics 2022-02-21 Bin Gao , P. -A. Absil

We present the first deterministic, finite-step algorithm for exact tensor ring (TR) decomposition, addressing an open question about the existence of such procedures. Our method leverages blockwise simultaneous diagonalization to recover…

Numerical Analysis · Mathematics 2025-12-02 Han Chen , Sitan Chen , Anru R. Zhang

We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…

Numerical Analysis · Mathematics 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung

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

For optimization problems on Riemannian manifolds, many types of globally convergent algorithms have been proposed, and they are often equipped with the Riemannian version of the Armijo line search for global convergence. Such existing…

Optimization and Control · Mathematics 2025-04-11 Hiroyuki Sato , Yuya Yamakawa , Kensuke Aihara

The problem of determining the configuration of points from partial distance information, known as the Euclidean Distance Geometry (EDG) problem, is fundamental to many tasks in the applied sciences. In this paper, we propose two algorithms…

Optimization and Control · Mathematics 2024-10-10 Chandler Smith , HanQin Cai , Abiy Tasissa

Tucker decomposition is the cornerstone of modern machine learning on tensorial data analysis, which have attracted considerable attention for multiway feature extraction, compressive sensing, and tensor completion. The most challenging…

Machine Learning · Computer Science 2015-05-12 Qibin Zhao , Liqing Zhang , Andrzej Cichocki

In this paper, we extend a recently established subgradient method for the computation of Riemannian metrics that optimizes certain singular value functions associated with dynamical systems. This extension is threefold. First, we introduce…

Optimization and Control · Mathematics 2022-02-17 Maurício Louzeiro , Christoph Kawan , Sigurdur Hafstein , Peter Giesl , Jinyun Yuan

Training neural networks is a challenging non-convex optimization problem, and backpropagation or gradient descent can get stuck in spurious local optima. We propose a novel algorithm based on tensor decomposition for guaranteed training of…

Machine Learning · Computer Science 2016-01-13 Majid Janzamin , Hanie Sedghi , Anima Anandkumar
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