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Factor Matrix Trace Norm Minimization for Low-Rank Tensor Completion

机译:低级扭矩完成的因子矩阵跟踪规范最小化

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Most existing low-n-rank minimization algorithms for tensor completion suffer from high computational cost due to involving multiple singular value decompositions (SVDs) at each iteration. To address this issue, we propose a novel factor matrix trace norm minimization method for tensor completion problems. Based on the CANDECOMP/PARAFAC (CP) decomposition, we first formulate a factor matrix rank minimization model by deducing the relation between the rank of each factor matrix and the mode-n rank of a tensor. Then, we introduce a tractable relaxation of our rank function, which leads to a convex combination problem of much smaller scale matrix nuclear norm minimization. Finally, we develop an efficient alternating direction method of multipliers (ADMM) scheme to solve the proposed problem. Experimental results on both synthetic and real-world data validate the effectiveness of our approach. Moreover, our method is significantly faster than the state-of-the-art approaches and scales well to handle large datasets.
机译:由于涉及在每次迭代的多个奇异值分解(SVDS)涉及多个奇异值分解(SVDS),张力完成的最现有的低N级最小化算法遭受高计算成本。为了解决这个问题,我们提出了一种新的因子矩阵跟踪规范最小化方法,用于张量完成问题。基于CANDECOMP / PARAFAC(CP)分解,我们首先通过推出各因子矩阵的等级与张量的模式-N等级之间的关系来制定因子矩阵级最小化模型。然后,我们介绍了我们的等级功能的易放松,这导致凸起的矩阵核规范最小化的凸组合问题。最后,我们开发了一种高效的交替方向方法的乘法器(ADMM)方案来解决所提出的问题。合成和现实世界数据的实验结果验证了我们方法的有效性。此外,我们的方法明显比最先进的方法更快,并缩放很好地处理大型数据集。

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