Dimitris G. Chachlakis

Dimitris G. Chachlakis, Ashley Prater-Bennette, Panos P. Markopoulos

Tucker decomposition is a common method for the analysis of multi-way/tensor data. Standard Tucker has been shown to be sensitive against heavy corruptions, due to its L2-norm-based formulation which places squared emphasis to peripheral entries. In this work, we explore L1-Tucker, an L1-norm based reformulation of standard Tucker decomposition. After formulating the problem, we present two algorithms for its solution, namely L1-norm Higher-Order Singular Value Decomposition (L1-HOSVD) and L1-norm Higher-Order Orthogonal Iterations (L1-HOOI). The presented algorithms are accompanied by complexity and convergence analysis. Our numerical studies on tensor reconstruction and classification corroborate that L1-Tucker, implemented by means of the proposed methods, attains similar performance to standard Tucker when the processed data are corruption-free, while it exhibits sturdy resistance against heavily corrupted entries.

Panos P. Markopoulos, Dimitris G. Chachlakis, Evangelos E. Papalexakis

We study rank-1 {L1-norm-based TUCKER2} (L1-TUCKER2) decomposition of 3-way tensors, treated as a collection of $N$ $D \times M$ matrices that are to be jointly decomposed. Our contributions are as follows. i) We prove that the problem is equivalent to combinatorial optimization over $N$ antipodal-binary variables. ii) We derive the first two algorithms in the literature for its exact solution. The first algorithm has cost exponential in $N$; the second one has cost polynomial in $N$ (under a mild assumption). Our algorithms are accompanied by formal complexity analysis. iii) We conduct numerical studies to compare the performance of exact L1-TUCKER2 (proposed) with standard HOSVD, HOOI, GLRAM, PCA, L1-PCA, and TPCA-L1. Our studies show that L1-TUCKER2 outperforms (in tensor approximation) all the above counterparts when the processed data are outlier corrupted.