Related papers: First-order methods on bounded-rank tensors conver…
In this paper we generalize the 1-bit matrix completion problem to higher order tensors. We prove that when $r=O(1)$ a bounded rank-$r$, order-$d$ tensor $T$ in $\mathbb{R}^{N} \times \mathbb{R}^{N} \times \cdots \times \mathbb{R}^{N}$ can…
In this paper we suggest a new algorithm for the computation of a best rank one approximation of tensors, called alternating singular value decomposition. This method is based on the computation of maximal singular values and the…
We describe a novel constructive technique for devising efficient first-order methods for a wide range of large-scale convex minimization settings, including smooth, non-smooth, and strongly convex minimization. The technique builds upon a…
In this paper, we present novel randomized algorithms for solving saddle point problems whose dual feasible region is given by the direct product of many convex sets. Our algorithms can achieve an ${\cal O}(1/N)$ and ${\cal O}(1/N^2)$ rate…
This study introduces two second-order methods designed to provably avoid saddle points in composite nonconvex optimization problems: (i) a nonsmooth trust-region method and (ii) a curvilinear linesearch method. These developments are…
In this paper, we present a technically simple method to establish upper bounds on the expected injective norm of real and complex random tensors. Our approach is somewhat analogous to the moment method in random matrix theory, and is based…
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…
We present a systematic introduction to first-order optimality conditions for mathematical programs with equilibrium constraints (MPECs), emphasizing the limitations of classical nonlinear programming techniques. The goal is twofold. First,…
In this paper we propose efficient randomized fixed-precision techniques for low tubal rank approximation of tensors. The proposed methods are faster and more efficient than the existing fixed-precision algorithms for approximating the…
Motivated by TRACE algorithm [Curtis et al. 2017], we propose a trust region algorithm for finding second order stationary points of a linearly constrained non-convex optimization problem. We show the convergence of the proposed algorithm…
We consider the problem of finding the smallest or largest entry of a tensor of order N that is specified via its rank decomposition. Stated in a different way, we are given N sets of R-dimensional vectors and we wish to select one vector…
We consider the problem of learning low-rank tensors from partial observations with structural constraints, and propose a novel factorization of such tensors, which leads to a simpler optimization problem. The resulting problem is an…
We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…
Optimizing non-convex functions is of primary importance in the vast majority of machine learning algorithms. Even though many gradient descent based algorithms have been studied, successive convex approximation based algorithms have been…
We give reconstruction algorithms for subclasses of depth-3 arithmetic circuits. In particular, we obtain the first efficient algorithm for finding tensor rank, and an optimal tensor decomposition as a sum of rank-one tensors, when given…
This paper considers optimization of smooth nonconvex functionals in smooth infinite dimensional spaces. A H\"older gradient descent algorithm is first proposed for finding approximate first-order points of regularized polynomial…
In this paper, we focus on the fixed TT-rank and precision problems of finding an approximation of the tensor train (TT) decomposition of a tensor. Note that the TT-SVD and TT-cross are two well-known algorithms for these two problems.…
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…
Momentum-based gradients are essential for optimizing advanced machine learning models, as they not only accelerate convergence but also advance optimizers to escape stationary points. While most state-of-the-art momentum techniques utilize…
We consider the problem of decomposing higher-order moment tensors, i.e., the sum of symmetric outer products of data vectors. Such a decomposition can be used to estimate the means in a Gaussian mixture model and for other applications in…