Provable Tensor Factorization with Missing Data

Prateek Jain, Sewoong Oh

Neural Information Processing Systems 

We study the problem of low-rank tensor factorization in the presence of missing data. We ask the following question: how many sampled entries do we need, to efficiently and exactly reconstruct a tensor with a low-rank orthogonal decomposition? We propose a novel alternating minimization based method which iteratively refines estimates of the singular vectors.