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Published in: Foundations of Computational Mathematics 4/2016

01-08-2016

On Tensor Completion via Nuclear Norm Minimization

Authors: Ming Yuan, Cun-Hui Zhang

Published in: Foundations of Computational Mathematics | Issue 4/2016

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Abstract

Many problems can be formulated as recovering a low-rank tensor. Although an increasingly common task, tensor recovery remains a challenging problem because of the delicacy associated with the decomposition of higher-order tensors. To overcome these difficulties, existing approaches often proceed by unfolding tensors into matrices and then apply techniques for matrix completion. We show here that such matricization fails to exploit the tensor structure and may lead to suboptimal procedure. More specifically, we investigate a convex optimization approach to tensor completion by directly minimizing a tensor nuclear norm and prove that this leads to an improved sample size requirement. To establish our results, we develop a series of algebraic and probabilistic techniques such as characterization of subdifferential for tensor nuclear norm and concentration inequalities for tensor martingales, which may be of independent interests and could be useful in other tensor-related problems.

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Metadata
Title
On Tensor Completion via Nuclear Norm Minimization
Authors
Ming Yuan
Cun-Hui Zhang
Publication date
01-08-2016
Publisher
Springer US
Published in
Foundations of Computational Mathematics / Issue 4/2016
Print ISSN: 1615-3375
Electronic ISSN: 1615-3383
DOI
https://doi.org/10.1007/s10208-015-9269-5

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