Title: Grassmannian optimization for online tensor completion and tracking with the t-svd
We propose a new fast streaming algorithm for the tensor completion problem of imputing missing entries of a lowtubal-rank tensor using the tensor singular value decomposition (t-SVD) algebraic framework. We show the t-SVD is a specialization of the well-studied block-term decomposition for third-order tensors, and we present an algorithm under this model that can track changing free submodules from incomplete streaming 2-D data. The proposed algorithm uses principles from incremental gradient descent on the Grassmann manifold of subspaces to solve the tensor completion problem with linear complexity and constant memory in the number of time samples. We provide a local expected linear convergence result for our algorithm. Our empirical results are competitive in accuracy but much faster in compute time than state-of-the-art tensor completion algorithms on real applications to recover temporal chemo-sensing and MRI data under limited sampling. more »« less
Gilman, Kyle; Balzano, Laura
(, IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP))
null
(Ed.)
We propose a new online algorithm, called TOUCAN, forthe tensor completion problem of imputing missing entriesof a low tubal-rank tensor using the tensor-tensor product (t-product) and tensor singular value decomposition (t-SVD) al-gebraic framework. We also demonstrate TOUCAN’s abilityto track changing free submodules from highly incompletestreaming 2-D data. TOUCAN uses principles from incre-mental gradient descent on the Grassmann manifold to solvethe tensor completion problem with linear complexity andconstant memory in the number of time samples. We com-pare our results to state-of-the-art batch tensor completion al-gorithms and matrix completion algorithms. We show our re-sults on real applications to recover temporal MRI data underlimited sampling.
To analyze the abundance of multidimensional data, tensor-based frameworks have been developed. Traditionally, the matrix singular value decomposition (SVD) is used to extract the most dominant features from a matrix containing the vectorized data. While the SVD is highly useful for data that can be appropriately represented as a matrix, this step of vectorization causes us to lose the high-dimensional relationships intrinsic to the data. To facilitate efficient multidimensional feature extraction, we utilize a projection-based classification algorithm using the t-SVDM, a tensor analog of the matrix SVD. Our work extends the t-SVDM framework and the classification algorithm, both initially proposed for tensors of order 3, to any number of dimensions. We then apply this algorithm to a classification task using the StarPlus fMRI dataset. Our numerical experiments demonstrate that there exists a superior tensor-based approach to fMRI classification than the best possible equivalent matrix-based approach. Our results illustrate the advantages of our chosen tensor framework, provide insight into beneficial choices of parameters, and could be further developed for classification of more complex imaging data. We provide our Python implementation at https://github.com/elizabethnewman/tensor-fmri
Chao, Zehan; Huang, Longxiu; Needell, Deanna
(, Journal of Imaging)
null
(Ed.)
Matrix completion, the problem of completing missing entries in a data matrix with low-dimensional structure (such as rank), has seen many fruitful approaches and analyses. Tensor completion is the tensor analog that attempts to impute missing tensor entries from similar low-rank type assumptions. In this paper, we study the tensor completion problem when the sampling pattern is deterministic and possibly non-uniform. We first propose an efficient weighted Higher Order Singular Value Decomposition (HOSVD) algorithm for the recovery of the underlying low-rank tensor from noisy observations and then derive the error bounds under a properly weighted metric. Additionally, the efficiency and accuracy of our algorithm are both tested using synthetic and real datasets in numerical simulations.
Chen, Elynn Y; Xia, Dong; Cai, Chencheng; Fan, Jianqing
(, Journal of the Royal Statistical Society Series B: Statistical Methodology)
Abstract This paper introduces a general framework of Semi-parametric TEnsor Factor Analysis (STEFA) that focuses on the methodology and theory of low-rank tensor decomposition with auxiliary covariates. Semi-parametric TEnsor Factor Analysis models extend tensor factor models by incorporating auxiliary covariates in the loading matrices. We propose an algorithm of iteratively projected singular value decomposition (IP-SVD) for the semi-parametric estimation. It iteratively projects tensor data onto the linear space spanned by the basis functions of covariates and applies singular value decomposition on matricized tensors over each mode. We establish the convergence rates of the loading matrices and the core tensor factor. The theoretical results only require a sub-exponential noise distribution, which is weaker than the assumption of sub-Gaussian tail of noise in the literature. Compared with the Tucker decomposition, IP-SVD yields more accurate estimators with a faster convergence rate. Besides estimation, we propose several prediction methods with new covariates based on the STEFA model. On both synthetic and real tensor data, we demonstrate the efficacy of the STEFA model and the IP-SVD algorithm on both the estimation and prediction tasks.
Guo, Wei; Qiu, Jing-Mei
(, SIAM Journal on Scientific Computing)
In this paper, we propose a conservative low rank tensor method to approximate nonlinear Vlasov solutions. The low rank approach is based on our earlier work [W. Guo and J.-M. Qiu, A Low Rank Tensor Representation of Linear Transport and Nonlinear Vlasov Solutions and Their Associated Flow Maps, preprint, https://arxiv.org/abs/2106.08834, 2021]. It takes advantage of the fact that the differential operators in the Vlasov equation are tensor friendly, based on which we propose to dynamically and adaptively build up low rank solution basis by adding new basis functions from discretization of the differential equation, and removing basis from a singular value decomposition (SVD)-type truncation procedure. For the discretization, we adopt a high order finite difference spatial discretization together with a second order strong stability preserving multistep time discretization. While the SVD truncation will remove the redundancy in representing the high dimensional Vlasov solution, it will destroy the conservation properties of the associated full conservative scheme. In this paper, we develop a conservative truncation procedure with conservation of mass, momentum, and kinetic energy densities. The conservative truncation is achieved by an orthogonal projection onto a subspace spanned by 1, 𝑣, and 𝑣2 in the velocity space associated with a weighted inner product. Then the algorithm performs a weighted SVD truncation of the remainder, which involves a scaling, followed by the standard SVD truncation and rescaling back. The algorithm is further developed in high dimensions with hierarchical Tucker tensor decomposition of high dimensional Vlasov solutions, overcoming the curse of dimensionality. An extensive set of nonlinear Vlasov examples are performed to show the effectiveness and conservation property of proposed conservative low rank approach. Comparison is performed against the nonconservative low rank tensor approach on conservation history of mass, momentum, and energy.
Gilman, Kyle, Tarzanagh, Davoud Ataee, and Balzano, Laura. Grassmannian optimization for online tensor completion and tracking with the t-svd. Retrieved from https://par.nsf.gov/biblio/10397339. IEEE transactions on signal processing . Web. doi:10.1109/TSP.2022.3164837.
Gilman, Kyle, Tarzanagh, Davoud Ataee, & Balzano, Laura. Grassmannian optimization for online tensor completion and tracking with the t-svd. IEEE transactions on signal processing, (). Retrieved from https://par.nsf.gov/biblio/10397339. https://doi.org/10.1109/TSP.2022.3164837
@article{osti_10397339,
place = {Country unknown/Code not available},
title = {Grassmannian optimization for online tensor completion and tracking with the t-svd},
url = {https://par.nsf.gov/biblio/10397339},
DOI = {10.1109/TSP.2022.3164837},
abstractNote = {We propose a new fast streaming algorithm for the tensor completion problem of imputing missing entries of a lowtubal-rank tensor using the tensor singular value decomposition (t-SVD) algebraic framework. We show the t-SVD is a specialization of the well-studied block-term decomposition for third-order tensors, and we present an algorithm under this model that can track changing free submodules from incomplete streaming 2-D data. The proposed algorithm uses principles from incremental gradient descent on the Grassmann manifold of subspaces to solve the tensor completion problem with linear complexity and constant memory in the number of time samples. We provide a local expected linear convergence result for our algorithm. Our empirical results are competitive in accuracy but much faster in compute time than state-of-the-art tensor completion algorithms on real applications to recover temporal chemo-sensing and MRI data under limited sampling.},
journal = {IEEE transactions on signal processing},
author = {Gilman, Kyle and Tarzanagh, Davoud Ataee and Balzano, Laura},
}
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