MELGSTMLNov 3, 2016

Cross: Efficient Low-rank Tensor Completion

arXiv:1611.01129v225 citations
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This addresses the challenge of optimal and efficient tensor recovery for applications like neuroimaging, though it appears incremental in improving measurement schemes.

The authors tackled the problem of low-rank tensor completion by proposing a novel measurement scheme called Cross, which efficiently recovers tensors with as few as r1r2r3 + r1(p1-r1) + r2(p2-r2) + r3(p3-r3) noiseless measurements, matching the lower-bound sample complexity.

The completion of tensors, or high-order arrays, attracts significant attention in recent research. Current literature on tensor completion primarily focuses on recovery from a set of uniformly randomly measured entries, and the required number of measurements to achieve recovery is not guaranteed to be optimal. In addition, the implementation of some previous methods is NP-hard. In this article, we propose a framework for low-rank tensor completion via a novel tensor measurement scheme we name Cross. The proposed procedure is efficient and easy to implement. In particular, we show that a third order tensor of Tucker rank-$(r_1, r_2, r_3)$ in $p_1$-by-$p_2$-by-$p_3$ dimensional space can be recovered from as few as $r_1r_2r_3 + r_1(p_1-r_1) + r_2(p_2-r_2) + r_3(p_3-r_3)$ noiseless measurements, which matches the sample complexity lower-bound. In the case of noisy measurements, we also develop a theoretical upper bound and the matching minimax lower bound for recovery error over certain classes of low-rank tensors for the proposed procedure. The results can be further extended to fourth or higher-order tensors. Simulation studies show that the method performs well under a variety of settings. Finally, the procedure is illustrated through a real dataset in neuroimaging.

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