Fast Tensor Principal Component Analysis via Proximal Alternating Direction Method with Vectorized Technique

摘要

This paper studies the problem of tensor principal component analysis (PCA). Usually the tensor PCA is viewed as a low-rank matrix completion problem via matrix factorization technique, and nuclear norm is used as a convex approximation of the rank operator under mild condition. However, most nuclear norm minimization approaches are based on SVD operations. Given a matrix , the time complexity of SVD operation is O(mn2), which brings prohibitive computational complexity in large-scale problems. In this paper, an efficient and scalable algorithm for tensor principal component analysis is proposed which is called Linearized Alternating Direction Method with Vectorized technique for Tensor Principal Component Analysis (LADMVTPCA). Different from traditional matrix factorization methods, LADMVTPCA utilizes the vectorized technique to formulate the tensor as an outer product of vectors, which greatly improves the computational efficacy compared to matrix factorization method. In the experiment part, synthetic tensor data with different orders are used to empirically evaluate the proposed algorithm LADMVTPCA. Results have shown that LADMVTPCA outperforms matrix factorization based method.