Tensor Sandwich: Tensor Completion for Low CP-Rank Tensors via Adaptive Random Sampling

Abstract: We propose an adaptive and provably accurate tensor completion approach based on combining matrix completion techniques (see, e.g., arXiv:0805.4471, arXiv:1407.3619, arXiv:1306.2979) for a small number of slices with a modified noise robust version of Jennrich's algorithm. In the simplest case, this leads to a sampling strategy that more densely samples two outer slices (the bread), and then more sparsely samples additional inner slices (the bbq-braised tofu) for the final completion. Under mild assumptions on the factor matrices, the proposed algorithm completes an $n \times n \times n$ tensor with CP-rank $r$ with high probability while using at most $\mathcal{O}(nr\log^2 r)$ adaptively chosen samples. Empirical experiments further verify that the proposed approach works well in practice, including as a low-rank approximation method in the presence of additive noise.