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Stable ALS approximation in the TT-format for rank-adaptive tensor completion

机译:稳定的ALS近似于TT格式,用于秩自适应张量完成

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摘要

Low rank tensor completion is a highly ill-posed inverse problem,particularly when the data model is not accurate, and some sort ofregularization is required in order to solve it. In this article we focus onthe calibration of the data model. For alternating optimization, we observethat existing rank adaption methods do not enable a continuous transitionbetween manifolds of different ranks. We denote this flaw as$extit{instability (under truncation)}$. As a consequence of this flaw,arbitrarily small changes in the singular values of an iterate can havearbitrarily large influence on the further reconstruction. We thereforeintroduce a singular value based regularization to the standard alternatingleast squares (ALS), which is motivated by averaging in micro-steps. We proveits $extit{stability}$ and derive a natural semi-implicit rank adaptionstrategy. We further prove that the standard ALS micro-steps are only stable onmanifolds of fixed ranks, and only around points that have what we define as$extit{internal tensor restricted isometry property iTRIP}$. Finally, weprovide numerical examples that show improvements of the reconstruction qualityup to orders of magnitude in the new Stable ALS Approximation (SALSA) comparedto standard ALS.
机译:低等级张量完成是一种高度均不存在的逆问题,特别是当数据模型不准确时,并且需要某种分类化以解决它。在本文中,我们专注于数据模型的校准。对于交替优化,我们观察到的现有秩适应方法不会使不同等级的连续转换歧管。我们表示这个缺陷作为$ texit {不稳定(截断)} $。由于这种缺陷,迭代的奇异值的任意较小的变化可以对进一步的重建有所越来越大。因此,我们将基于奇异值的正则化对标准交替集成正方形(ALS)引入,其通过在微步骤中平均来激励。我们将Provove获得$ Texit {稳定性} $,并导出自然的半隐式等级AdateptionStategy。我们进一步证明,标准的ALS微步只是稳定的固定行为稳定,并且只有我们将我们定义为$ texit的点数{内部张量受限的isOmity iTrip} $。最后,Weprovide数值例子显示在新的稳定ALS近似(SALSA)中的重建Qualtip达到数量级的改进与标准ALS。

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