Efficiency of First-Order Methods for Low-Rank Tensor Recovery with the Tensor Nuclear Norm Under Strict Complementarity
This work provides efficiency improvements for low-rank tensor recovery in machine learning and data analysis, though it is incremental as it extends known matrix results to tensors.
The paper tackles the problem of recovering low-rank tensors using convex relaxations with the tensor nuclear norm, showing that under a strict complementarity condition, projected gradient methods achieve linear convergence rates and nearly linear per-iteration runtime when the tubal rank is constant.
We consider convex relaxations for recovering low-rank tensors based on constrained minimization over a ball induced by the tensor nuclear norm, recently introduced in \cite{tensor_tSVD}. We build on a recent line of results that considered convex relaxations for the recovery of low-rank matrices and established that under a strict complementarity condition (SC), both the convergence rate and per-iteration runtime of standard gradient methods may improve dramatically. We develop the appropriate strict complementarity condition for the tensor nuclear norm ball and obtain the following main results under this condition: 1. When the objective to minimize is of the form $f(\mX)=g(\mA\mX)+\langle{\mC,\mX}\rangle$ , where $g$ is strongly convex and $\mA$ is a linear map (e.g., least squares), a quadratic growth bound holds, which implies linear convergence rates for standard projected gradient methods, despite the fact that $f$ need not be strongly convex. 2. For a smooth objective function, when initialized in certain proximity of an optimal solution which satisfies SC, standard projected gradient methods only require SVD computations (for projecting onto the tensor nuclear norm ball) of rank that matches the tubal rank of the optimal solution. In particular, when the tubal rank is constant, this implies nearly linear (in the size of the tensor) runtime per iteration, as opposed to super linear without further assumptions. 3. For a nonsmooth objective function which admits a popular smooth saddle-point formulation, we derive similar results to the latter for the well known extragradient method. An additional contribution which may be of independent interest, is the rigorous extension of many basic results regarding tensors of arbitrary order, which were previously obtained only for third-order tensors.