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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

We study a type of Riemannian gradient descent (RGD) algorithm, designed through Riemannian preconditioning, for optimization on $\mathcal{M}_k^{m\times n}$ -- the set of $m\times n$ real matrices with a fixed rank $k$. Our analysis is…

Optimization and Control · Mathematics 2024-08-15 Shuyu Dong , Bin Gao , Wen Huang , Kyle A. Gallivan

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

Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…

Machine Learning · Computer Science 2021-06-16 Tian Tong , Cong Ma , Yuejie Chi

The low-rank matrix recovery problem seeks to reconstruct an unknown $n_1 \times n_2$ rank-$r$ matrix from $m$ linear measurements, where $m\ll n_1n_2$. This problem has been extensively studied over the past few decades, leading to a…

Machine Learning · Statistics 2026-04-02 Zhenxuan Li , Meng Huang

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

Machine Learning · Computer Science 2023-10-11 Cong Ma , Xingyu Xu , Tian Tong , Yuejie Chi

We study the Riemannian optimization methods on the embedded manifold of low rank matrices for the problem of matrix completion, which is about recovering a low rank matrix from its partial entries. Assume $m$ entries of an $n\times n$ rank…

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

We revisit the use of Stochastic Gradient Descent (SGD) for solving convex optimization problems that serve as highly popular convex relaxations for many important low-rank matrix recovery problems such as \textit{matrix completion},…

Machine Learning · Computer Science 2020-06-16 Dan Garber

In this paper, we propose a new global analysis framework for a class of low-rank matrix recovery problems on the Riemannian manifold. We analyze the global behavior for the Riemannian optimization with random initialization. We use the…

Machine Learning · Statistics 2021-04-20 Thomas Y. Hou , Zhenzhen Li , Ziyun Zhang

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

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

We propose $\textsf{ScaledGD($\lambda$)}$, a preconditioned gradient descent method to tackle the low-rank matrix sensing problem when the true rank is unknown, and when the matrix is possibly ill-conditioned. Using overparametrized factor…

Machine Learning · Computer Science 2026-01-01 Xingyu Xu , Yandi Shen , Yuejie Chi , Cong Ma

In practical instances of nonconvex matrix factorization, the rank of the true solution $r^{\star}$ is often unknown, so the rank $r$ of the model can be overspecified as $r>r^{\star}$. This over-parameterized regime of matrix factorization…

Optimization and Control · Mathematics 2025-04-15 Gavin Zhang , Salar Fattahi , Richard Y. Zhang

Smooth, non-convex optimization problems on Riemannian manifolds occur in machine learning as a result of orthonormality, rank or positivity constraints. First- and second-order necessary optimality conditions state that the Riemannian…

Optimization and Control · Mathematics 2019-10-24 Chris Criscitiello , Nicolas Boumal

We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…

Numerical Analysis · Mathematics 2026-04-09 Marco Sutti , Tommaso Vanzan

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

We investigate Riemannian gradient flows for preparing ground states of a desired Hamiltonian on a quantum device. We show that the number of steps of the corresponding Riemannian gradient descent (RGD) algorithm that prepares a ground…

Quantum Physics · Physics 2025-12-16 Mahum Pervez , Ariq Haqq , Nathan A. McMahon , Christian Arenz

Nuclear-norm regularization plays a vital role in many learning tasks, such as low-rank matrix recovery (MR), and low-rank representation (LRR). Solving this problem directly can be computationally expensive due to the unknown rank of…

Machine Learning · Computer Science 2015-03-19 Mingkui Tan , Shijie Xiao , Junbin Gao , Dong Xu , Anton Van Den Hengel , Qinfeng Shi

The problem of low-tubal-rank tensor estimation is a fundamental task with wide applications across high-dimensional signal processing, machine learning, and image science. Traditional approaches tackle such a problem by performing tensor…

Machine Learning · Computer Science 2025-12-24 Zhiyu Liu , Zhi Han , Yandong Tang , Jun Fan , Yao Wang

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
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