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Noisy Tensor Completion for Tensors with a Sparse Canonical Polyadic Factor (1704.02534v1)
Published 8 Apr 2017 in stat.ML
Abstract: In this paper we study the problem of noisy tensor completion for tensors that admit a canonical polyadic or CANDECOMP/PARAFAC (CP) decomposition with one of the factors being sparse. We present general theoretical error bounds for an estimate obtained by using a complexity-regularized maximum likelihood principle and then instantiate these bounds for the case of additive white Gaussian noise. We also provide an ADMM-type algorithm for solving the complexity-regularized maximum likelihood problem and validate the theoretical finding via experiments on synthetic data set.