This paper studies the problem of tensor principal component analysis (PCA). Usually the tensor PCA is viewed as a low-rank matrix completion problem via matrix factorization technique, and nuclear norm is used as a c...This paper studies the problem of tensor principal component analysis (PCA). Usually the tensor PCA is viewed as a low-rank matrix completion problem via matrix factorization technique, and nuclear norm is used as a convex approximation of the rank operator under mild condition. However, most nuclear norm minimization approaches are based on SVD operations. Given a matrix , the time complexity of SVD operation is O(mn2), which brings prohibitive computational complexity in large-scale problems. In this paper, an efficient and scalable algorithm for tensor principal component analysis is proposed which is called Linearized Alternating Direction Method with Vectorized technique for Tensor Principal Component Analysis (LADMVTPCA). Different from traditional matrix factorization methods, LADMVTPCA utilizes the vectorized technique to formulate the tensor as an outer product of vectors, which greatly improves the computational efficacy compared to matrix factorization method. In the experiment part, synthetic tensor data with different orders are used to empirically evaluate the proposed algorithm LADMVTPCA. Results have shown that LADMVTPCA outperforms matrix factorization based method.展开更多
Tensor robust principal component analysis has received a substantial amount of attention in various fields.Most existing methods,normally relying on tensor nuclear norm minimization,need to pay an expensive computati...Tensor robust principal component analysis has received a substantial amount of attention in various fields.Most existing methods,normally relying on tensor nuclear norm minimization,need to pay an expensive computational cost due to multiple singular value decompositions at each iteration.To overcome the drawback,we propose a scalable and efficient method,named parallel active subspace decomposition,which divides the unfolding along each mode of the tensor into a columnwise orthonormal matrix(active subspace)and another small-size matrix in parallel.Such a transformation leads to a nonconvex optimization problem in which the scale of nuclear norm minimization is generally much smaller than that in the original problem.We solve the optimization problem by an alternating direction method of multipliers and show that the iterates can be convergent within the given stopping criterion and the convergent solution is close to the global optimum solution within the prescribed bound.Experimental results are given to demonstrate that the performance of the proposed model is better than the state-of-the-art methods.展开更多
文摘This paper studies the problem of tensor principal component analysis (PCA). Usually the tensor PCA is viewed as a low-rank matrix completion problem via matrix factorization technique, and nuclear norm is used as a convex approximation of the rank operator under mild condition. However, most nuclear norm minimization approaches are based on SVD operations. Given a matrix , the time complexity of SVD operation is O(mn2), which brings prohibitive computational complexity in large-scale problems. In this paper, an efficient and scalable algorithm for tensor principal component analysis is proposed which is called Linearized Alternating Direction Method with Vectorized technique for Tensor Principal Component Analysis (LADMVTPCA). Different from traditional matrix factorization methods, LADMVTPCA utilizes the vectorized technique to formulate the tensor as an outer product of vectors, which greatly improves the computational efficacy compared to matrix factorization method. In the experiment part, synthetic tensor data with different orders are used to empirically evaluate the proposed algorithm LADMVTPCA. Results have shown that LADMVTPCA outperforms matrix factorization based method.
基金the HKRGC GRF 12306616,12200317,12300218 and 12300519,and HKU Grant 104005583.
文摘Tensor robust principal component analysis has received a substantial amount of attention in various fields.Most existing methods,normally relying on tensor nuclear norm minimization,need to pay an expensive computational cost due to multiple singular value decompositions at each iteration.To overcome the drawback,we propose a scalable and efficient method,named parallel active subspace decomposition,which divides the unfolding along each mode of the tensor into a columnwise orthonormal matrix(active subspace)and another small-size matrix in parallel.Such a transformation leads to a nonconvex optimization problem in which the scale of nuclear norm minimization is generally much smaller than that in the original problem.We solve the optimization problem by an alternating direction method of multipliers and show that the iterates can be convergent within the given stopping criterion and the convergent solution is close to the global optimum solution within the prescribed bound.Experimental results are given to demonstrate that the performance of the proposed model is better than the state-of-the-art methods.
