An Optimal Statistical and Computational Framework for Generalized Tensor Estimation
This provides a flexible solution for tensor estimation problems in fields like computational imaging and genomics, though it represents an incremental advancement by unifying existing approaches.
The authors developed a unified framework for generalized low-rank tensor estimation that addresses non-convex optimization challenges through projected gradient descent, achieving minimax optimal convergence rates across various applications including tensor PCA and regression.
This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator consists of finding a low-rank tensor fit to the data under generalized parametric models. To overcome the difficulty of non-convexity in these problems, we introduce a unified approach of projected gradient descent that adapts to the underlying low-rank structure. Under mild conditions on the loss function, we establish both an upper bound on statistical error and the linear rate of computational convergence through a general deterministic analysis. Then we further consider a suite of generalized tensor estimation problems, including sub-Gaussian tensor PCA, tensor regression, and Poisson and binomial tensor PCA. We prove that the proposed algorithm achieves the minimax optimal rate of convergence in estimation error. Finally, we demonstrate the superiority of the proposed framework via extensive experiments on both simulated and real data.