A Riemannian rank-adaptive method for higher-order tensor completion in the tensor-train format

Abstract: In this paper a new Riemannian rank adaptive method (RRAM) is proposed for the low-rank tensor completion problem (LRTCP) formulated as a least-squares optimization problem on the algebraic variety of tensors of bounded tensor-train (TT) rank. The method iteratively optimizes over fixed-rank smooth manifolds using a Riemannian conjugate gradient algorithm from Steinlechner (2016) and gradually increases the rank by computing a descent direction in the tangent cone to the variety. Additionally, a numerical method to estimate the amount of rank increase is proposed based on a theoretical result for the stationary points of the low-rank tensor approximation problem and a definition of an estimated TT-rank. Furthermore, when the iterate comes close to a lower-rank set, the RRAM decreases the rank based on the TT-rounding algorithm from Oseledets (2011) and a definition of a numerical rank. We prove that the TT-rounding algorithm can be considered as an approximate projection onto the lower-rank set which satisfies a certain angle condition to ensure that the image is sufficiently close to that of an exact projection. Several numerical experiments are given to illustrate the use of the RRAM and its subroutines in {\Matlab}. Furthermore, in all experiments the proposed RRAM outperforms the state-of-the-art RRAM for tensor completion in the TT format from Steinlechner (2016) in terms of computation time.