Tensor Ring Decomposition with Rank Minimization on Latent Space: An Efficient Approach for Tensor Completion

arXiv.org Machine Learning

In tensor completion tasks, the traditional low-rank tensor decomposition models suffer from laborious model selection problem due to high model sensitivity. Especially for tensor ring (TR) decomposition, the number of model possibility grows exponentially with the tensor order, which makes it rather challenging to find the optimal TR decomposition. In this paper, by exploiting the low-rank structure on TR latent space, we propose a novel tensor completion method, which is robust to model selection. In contrast to imposing low-rank constraint on the data space, we introduce nuclear norm regularization on the latent TR factors, resulting in that the optimization step using singular value decomposition (SVD) can be performed at a much smaller scale. By leveraging the alternating direction method of multipliers (ADMM) scheme, the latent TR factors with optimal rank and the recovered tensor can be obtained simultaneously. Our proposed algorithm effectively alleviates the burden of TR-rank selection, therefore the computational cost is greatly reduced. The extensive experimental results on synthetic data and real-world data demonstrate the superior high performance and efficiency of the proposed approach against the state-of-the-art algorithms.


Generalized Higher-Order Tensor Decomposition via Parallel ADMM

AAAI Conferences

Higher-order tensors are becoming prevalent in many scientific areas such as computer vision, social network analysis, data mining and neuroscience. Traditional tensor decomposition approaches face three major challenges: model selecting, gross corruptions and computational efficiency. To address these problems, we first propose a parallel trace norm regularized tensor decomposition method, and formulate it as a convex optimization problem. This mehtod does not require the rank of each mode to be specified beforehand, and can automaticaly determine the number of factors in each mode through our optimization scheme. By considering the low-rank structure of the observed tensor, we analyze the equivalent relationship of the trace norm between a low-rank tensor and its core tensor. Then, we cast a non-convex tensor decomposition model into a weighted combination of multiple much smaller-scale matrix trace norm minimization. Finally, we develop two parallel alternating direction methods of multipliers (ADMM) to solve our problems. Experimental results verify that our regularized formulation is effective, and our methods are robust to noise or outliers.


A Dual Framework for Low-rank Tensor Completion

Neural Information Processing Systems

One of the popular approaches for low-rank tensor completion is to use the latent trace norm regularization. However, most existing works in this direction learn a sparse combination of tensors. In this work, we fill this gap by proposing a variant of the latent trace norm that helps in learning a non-sparse combination of tensors. We develop a dual framework for solving the low-rank tensor completion problem. We first show a novel characterization of the dual solution space with an interesting factorization of the optimal solution. Overall, the optimal solution is shown to lie on a Cartesian product of Riemannian manifolds. Furthermore, we exploit the versatile Riemannian optimization framework for proposing computationally efficient trust region algorithm. The experiments illustrate the efficacy of the proposed algorithm on several real-world datasets across applications.


Brain-Computer Interface with Corrupted EEG Data: A Tensor Completion Approach

arXiv.org Machine Learning

One of the current issues in Brain-Computer Interface is how to deal with noisy Electroencephalography measurements organized as multidimensional datasets. On the other hand, recently, significant advances have been made in multidimensional signal completion algorithms that exploit tensor decomposition models to capture the intricate relationship among entries in a multidimensional signal. We propose to use tensor completion applied to EEG data for improving the classification performance in a motor imagery BCI system with corrupted measurements. Noisy measurements are considered as unknowns that are inferred from a tensor decomposition model. We evaluate the performance of four recently proposed tensor completion algorithms plus a simple interpolation strategy, first with random missing entries and then with missing samples constrained to have a specific structure (random missing channels), which is a more realistic assumption in BCI Applications. We measured the ability of these algorithms to reconstruct the tensor from observed data. Then, we tested the classification accuracy of imagined movement in a BCI experiment with missing samples. We show that for random missing entries, all tensor completion algorithms can recover missing samples increasing the classification performance compared to a simple interpolation approach. For the random missing channels case, we show that tensor completion algorithms help to reconstruct missing channels, significantly improving the accuracy in the classification of motor imagery, however, not at the same level as clean data. Tensor completion algorithms are useful in real BCI applications. The proposed strategy could allow using motor imagery BCI systems even when EEG data is highly affected by missing channels and/or samples, avoiding the need of new acquisitions in the calibration stage.


A Dual Framework for Low-rank Tensor Completion

Neural Information Processing Systems

One of the popular approaches for low-rank tensor completion is to use the latent trace norm regularization. However, most existing works in this direction learn a sparse combination of tensors. In this work, we fill this gap by proposing a variant of the latent trace norm that helps in learning a non-sparse combination of tensors. We develop a dual framework for solving the low-rank tensor completion problem. We first show a novel characterization of the dual solution space with an interesting factorization of the optimal solution. Overall, the optimal solution is shown to lie on a Cartesian product of Riemannian manifolds. Furthermore, we exploit the versatile Riemannian optimization framework for proposing computationally efficient trust region algorithm. The experiments illustrate the efficacy of the proposed algorithm on several real-world datasets across applications.