Beyond the Signs: Nonparametric Tensor Completion via Sign Series

Chanwoo Lee, Miaoyan Wang

Keywords: Tensor completion, high dimension, nonparametric learning, classification.

TL;DR: Our paper presents a nonparametric tensor estimation method that effectively addresses both low- and high-rank signals.

Abstract: We consider the problem of tensor estimation from noisy observations with possibly missing entries. A nonparametric approach to tensor completion is developed based on a new model which we coin as sign representable tensors. The model represents the signal tensor of interest using a series of structured sign tensors. Unlike earlier methods, the sign series representation effectively addresses both low- and high-rank signals, while encompassing many existing tensor models---including CP models, Tucker models, single index models, structured tensors with repeating entries---as special cases. We provably reduce the tensor estimation problem to a series of structured classification tasks, and we develop a learning reduction machinery to empower existing low-rank tensor algorithms for more challenging high-rank estimation. Excess risk bounds, estimation errors, and sample complexities are established. We demonstrate the outperformance of our approach over previous methods on two datasets, one on human brain connectivity networks and the other on topic data mining.

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Code: https://cran.r-project.org/web/packages/TensorComplete/index.html