Tensor Robust Principal Component Analysis with A New Tensor Nuclear Norm

arXiv.org Machine Learning

In this paper, we consider the Tensor Robust Principal Component Analysis (TRPCA) problem, which aims to exactly recover the low-rank and sparse components from their sum. Our model is based on the recently proposed tensor-tensor product (or t-product) [13]. Induced by the t-product, we first rigorously deduce the tensor spectral norm, tensor nuclear norm, and tensor average rank, and show that the tensor nuclear norm is the convex envelope of the tensor average rank within the unit ball of the tensor spectral norm. These definitions, their relationships and properties are consistent with matrix cases. Equipped with the new tensor nuclear norm, we then solve the TRPCA problem by solving a convex program and provide the theoretical guarantee for the exact recovery. Our TRPCA model and recovery guarantee include matrix RPCA as a special case. Numerical experiments verify our results, and the applications to image recovery and background modeling problems demonstrate the effectiveness of our method.

Tensor-Tensor Product Toolbox

arXiv.org Artificial Intelligence

The tensor-tensor product (t-product) [M. E. Kilmer and C. D. Martin, 2011] is a natural generalization of matrix multiplication. Based on t-product, many operations on matrix can be extended to tensor cases, including tensor SVD, tensor spectral norm, tensor nuclear norm [C. Lu, et al., 2018] and many others. The linear algebraic structure of tensors are similar to the matrix cases. We develop a Matlab toolbox to implement several basic operations on tensors based on t-product. The toolbox is available at https://github.com/canyilu/tproduct.

Exact Tensor Completion from Sparsely Corrupted Observations via Convex Optimization

arXiv.org Machine Learning

This paper conducts a rigorous analysis for provable estimation of multidimensional arrays, in particular third-order tensors, from a random subset of its corrupted entries. Our study rests heavily on a recently proposed tensor algebraic framework in which we can obtain tensor singular value decomposition (t-SVD) that is similar to the SVD for matrices, and define a new notion of tensor rank referred to as the tubal rank. We prove that by simply solving a convex program, which minimizes a weighted combination of tubal nuclear norm, a convex surrogate for the tubal rank, and the $\ell_1$-norm, one can recover an incoherent tensor exactly with overwhelming probability, provided that its tubal rank is not too large and that the corruptions are reasonably sparse. Interestingly, our result includes the recovery guarantees for the problems of tensor completion (TC) and tensor principal component analysis (TRPCA) under the same algebraic setup as special cases. An alternating direction method of multipliers (ADMM) algorithm is presented to solve this optimization problem. Numerical experiments verify our theory and real-world applications demonstrate the effectiveness of our algorithm.

Non-convex Penalty for Tensor Completion and Robust PCA

arXiv.org Machine Learning

In this paper, we propose a novel non-convex tensor rank surrogate function and a novel non-convex sparsity measure for tensor. The basic idea is to sidestep the bias of $\ell_1-$norm by introducing concavity. Furthermore, we employ the proposed non-convex penalties in tensor recovery problems such as tensor completion and tensor robust principal component analysis, which has various real applications such as image inpainting and denoising. Due to the concavity, the models are difficult to solve. To tackle this problem, we devise majorization minimization algorithms, which optimize upper bounds of original functions in each iteration, and every sub-problem is solved by alternating direction multiplier method. Finally, experimental results on natural images and hyperspectral images demonstrate the effectiveness and efficiency of the proposed methods.

Robust Tensor Recovery using Low-Rank Tensor Ring

arXiv.org Machine Learning

Robust tensor completion recoveries the low-rank and sparse parts from its partially observed entries. In this paper, we propose the robust tensor ring completion (RTRC) model and rigorously analyze its exact recovery guarantee via TR-unfolding scheme, and the result is consistent with that of matrix case. We propose the algorithms for tensor ring robust principle component analysis (TRRPCA) and RTCR using the alternating direction method of multipliers (ADMM). The numerical experiment demonstrates that the proposed method outperforms the state-of-the-art ones in terms of recovery accuracy.