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Numerical Linear Algebra with Applications
Article . 2018 . Peer-reviewed
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https://dx.doi.org/10.48550/ar...
Article . 2017
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A Riemannian trust‐region method for low‐rank tensor completion

A Riemannian trust-region method for low-rank tensor completion.
Authors: Gennadij Heidel; Volker Schulz 0001;

A Riemannian trust‐region method for low‐rank tensor completion

Abstract

SummaryThe goal of tensor completion is to fill in missing entries of a partially known tensor (possibly including some noise) under a low‐rank constraint. This may be formulated as a least‐squares problem. The set of tensors of a given multilinear rank is known to admit a Riemannian manifold structure; thus, methods of Riemannian optimization are applicable. In our work, we derive the Riemannian Hessian of an objective function on the low‐rank tensor manifolds using the Weingarten map, a concept from differential geometry. We discuss the convergence properties of Riemannian trust‐region methods based on the exact Hessian and standard approximations, both theoretically and numerically. We compare our approach with Riemannian tensor completion methods from recent literature, both in terms of convergence behavior and computational complexity. Our examples include the completion of randomly generated data with and without noise and the recovery of multilinear data from survey statistics.

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Keywords

Mathematics - Differential Geometry, Numerical optimization and variational techniques, trust-region methods, Tucker decomposition, Numerical Analysis (math.NA), multilinear rank, Riemannian optimization, low-rank tensors, Riemannian Hessian, Differential Geometry (math.DG), Optimization and Control (math.OC), Multilinear algebra, tensor calculus, FOS: Mathematics, Mathematics - Numerical Analysis, Mathematics - Optimization and Control

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
21
Top 10%
Top 10%
Top 10%
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