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Interpolating Convex and Non-Convex Tensor Decompositions via the Subspace Norm

Abstract

We consider the problem of recovering a low-rank tensor from its noisy observation. Previous work has shown a recovery guarantee with signal to noise ratio O(nK/2/2)O(n^{\lceil K/2 \rceil /2}) for recovering a KKth order rank one tensor of size n××nn\times \cdots \times n by recursive unfolding. In this paper, we first improve this bound to O(nK/4)O(n^{K/4}) by a much simpler approach, but with a more careful analysis. Then we propose a new norm called the subspace norm, which is based on the Kronecker products of factors obtained by the proposed simple estimator. The imposed Kronecker structure allows us to show a nearly ideal O(n+HK1)O(\sqrt{n}+\sqrt{H^{K-1}}) bound, in which the parameter HH controls the blend from the non-convex estimator to mode-wise nuclear norm minimization. Furthermore, we empirically demonstrate that the subspace norm achieves the nearly ideal denoising performance even with H=O(1)H=O(1).

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