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Nonconvex Low-Rank Symmetric Tensor Completion from Noisy Data
Changxiao Cai · Gen Li · H. Vincent Poor · Yuxin Chen

Tue Dec 10 05:30 PM -- 07:30 PM (PST) @ East Exhibition Hall B + C #122
We study a completion problem of broad practical interest: the reconstruction of a low-rank symmetric tensor from highly incomplete and randomly corrupted observations of its entries. While a variety of prior work has been dedicated to this problem, prior algorithms either are computationally too expensive for large-scale applications, or come with sub-optimal statistical guarantees. Focusing on ``incoherent'' and well-conditioned tensors of a constant CP rank, we propose a two-stage nonconvex algorithm --- (vanilla) gradient descent following a rough initialization --- that achieves the best of both worlds. Specifically, the proposed nonconvex algorithm faithfully completes the tensor and retrieves all low-rank tensor factors within nearly linear time, while at the same time enjoying near-optimal statistical guarantees (i.e. minimal sample complexity and optimal $\ell_2$ and $\ell_{\infty}$ statistical accuracy). The insights conveyed through our analysis of nonconvex optimization might have implications for other tensor estimation problems.

Author Information

Changxiao Cai (Princeton University)
Gen Li (Tsinghua University)
H. Vincent Poor (Princeton University)
Yuxin Chen (Princeton University)

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