skip to main content


Title: Low Rank Tensor Decompositions and Approximations
Abstract

There exist linear relations among tensor entries of low rank tensors. These linear relations can be expressed by multi-linear polynomials, which are called generating polynomials. We use generating polynomials to compute tensor rank decompositions and low rank tensor approximations. We prove that this gives a quasi-optimal low rank tensor approximation if the given tensor is sufficiently close to a low rank one.

 
more » « less
Award ID(s):
2009689
PAR ID:
10403243
Author(s) / Creator(s):
; ;
Publisher / Repository:
Springer Science + Business Media
Date Published:
Journal Name:
Journal of the Operations Research Society of China
Volume:
12
Issue:
4
ISSN:
2194-668X
Format(s):
Medium: X Size: p. 847-873
Size(s):
p. 847-873
Sponsoring Org:
National Science Foundation
More Like this
  1. Byrka, Jaroslaw ; Meka, Raghu (Ed.)
    In this work, we prove new relations between the bias of multilinear forms, the correlation between multilinear forms and lower degree polynomials, and the rank of tensors over F₂. We show the following results for multilinear forms and tensors. Correlation bounds. We show that a random d-linear form has exponentially low correlation with low-degree polynomials. More precisely, for d = 2^{o(k)}, we show that a random d-linear form f(X₁,X₂, … , X_d) : (F₂^{k}) ^d → F₂ has correlation 2^{-k(1-o(1))} with any polynomial of degree at most d/2 with high probability. This result is proved by giving near-optimal bounds on the bias of a random d-linear form, which is in turn proved by giving near-optimal bounds on the probability that a sum of t random d-dimensional rank-1 tensors is identically zero. Tensor rank vs Bias. We show that if a 3-dimensional tensor has small rank then its bias, when viewed as a 3-linear form, is large. More precisely, given any 3-dimensional tensor T: [k]³ → F₂ of rank at most t, the bias of the 3-linear form f_T(X₁, X₂, X₃) : = ∑_{(i₁, i₂, i₃) ∈ [k]³} T(i₁, i₂, i₃)⋅ X_{1,i₁}⋅ X_{2,i₂}⋅ X_{3,i₃} is at least (3/4)^t. This bias vs tensor-rank connection suggests a natural approach to proving nontrivial tensor-rank lower bounds. In particular, we use this approach to give a new proof that the finite field multiplication tensor has tensor rank at least 3.52 k, which is the best known rank lower bound for any explicit tensor in three dimensions over F₂. Moreover, this relation between bias and tensor rank holds for d-dimensional tensors for any fixed d. 
    more » « less
  2. Abstract

    Low-rank matrix models have been universally useful for numerous applications, from classical system identification to more modern matrix completion in signal processing and statistics. The nuclear norm has been employed as a convex surrogate of the low-rankness since it induces a low-rank solution to inverse problems. While the nuclear norm for low rankness has an excellent analogy with the $\ell _1$ norm for sparsity through the singular value decomposition, other matrix norms also induce low-rankness. Particularly as one interprets a matrix as a linear operator between Banach spaces, various tensor product norms generalize the role of the nuclear norm. We provide a tensor-norm-constrained estimator for the recovery of approximately low-rank matrices from local measurements corrupted with noise. A tensor-norm regularizer is designed to adapt to the local structure. We derive statistical analysis of the estimator over matrix completion and decentralized sketching by applying Maurey’s empirical method to tensor products of Banach spaces. The estimator provides a near-optimal error bound in a minimax sense and admits a polynomial-time algorithm for these applications.

     
    more » « less
  3. Motivated by brain connectome datasets acquired using diffusion weighted magnetic resonance imaging (DWI), this article proposes a novel generalized Bayesian linear modeling framework with a symmetric tensor response and scalar predictors. The symmetric tensor coefficients corresponding to the scalar predictors are embedded with two features: low-rankness and group sparsity within the low-rank structure. Besides offering computational efficiency and parsimony, these two features enable identification of important “tensor nodes” and “tensor cells” significantly associated with the predictors, with characterization of uncertainty. The proposed framework is empirically investigated under various simulation settings and with a real brain connectome dataset. Theoretically, we establish that the posterior predictive density from the proposed model is “close” to the true data generating density, the closeness being measured by the Hellinger distance between these two densities, which scales at a rate very close to the finite dimensional optimal rate, depending on how the number of tensor nodes grow with the sample size. 
    more » « less
  4. We study a completion problem of broad practical interest: the reconstruction of a low-rank symmetric tensor from highly incomplete and randomly corrupted observations of its entries. While a variety of prior work has been dedicated to this problem, prior algorithms either are computationally too expensive for large-scale applications, or come with sub-optimal statistical guarantees. Focusing on incoherent'' and well-conditioned tensors of a constant CP rank, we propose a two-stage nonconvex algorithm --- (vanilla) gradient descent following a rough initialization --- that achieves the best of both worlds. Specifically, the proposed nonconvex algorithm faithfully completes the tensor and retrieves all low-rank tensor factors within nearly linear time, while at the same time enjoying near-optimal statistical guarantees (i.e. minimal sample complexity and optimal statistical accuracy). The insights conveyed through our analysis of nonconvex optimization might have implications for other tensor estimation problems. 
    more » « less
  5. We study a completion problem of broad practical interest: the reconstruction of a low-rank symmetric tensor from highly incomplete and randomly corrupted observations of its entries. While a variety of prior work has been dedicated to this problem, prior algorithms either are computationally too expensive for large-scale applications, or come with sub-optimal statistical guarantees. Focusing on incoherent'' and well-conditioned tensors of a constant CP rank, we propose a two-stage nonconvex algorithm --- (vanilla) gradient descent following a rough initialization --- that achieves the best of both worlds. Specifically, the proposed nonconvex algorithm faithfully completes the tensor and retrieves all low-rank tensor factors within nearly linear time, while at the same time enjoying near-optimal statistical guarantees (i.e. minimal sample complexity and optimal statistical accuracy). The insights conveyed through our analysis of nonconvex optimization might have implications for other tensor estimation problems. 
    more » « less