Many tensor-based data completion methods aim to solve image and video in-painting problems. But, all methods were only developed for a single dataset. In most of real applications, we can usually obtain more than one dataset to reflect one phenomenon, and all the datasets are mutually related in some sense. Thus one question raised whether such the relationship can improve the performance of data completion or not? In the paper, we proposed a novel and efficient method by exploiting the relationship among datasets for multi-video data completion. Numerical results show that the proposed method significantly improve the performance of video in-painting, particularly in the case of very high missing percentage.
Many tensor based methods for completion have been developed @cite_5 @cite_7 @cite_9 @cite_3 @cite_8 , where @cite_5 and @cite_8 are based on tensor decomposition to predict missing values while @cite_7 @cite_9 @cite_3 minimize nuclear norm of a tensor directly. But all of them just focus on a single tensor data. It is worthwhile to notice that TMac proposed in @cite_3 used a similar optimization method to our method. However, we use the Frobenius norm regularization on factor matrices to control the rank of unfolding of tensors but TMac only justifies the number of column of latent matrices to control the nuclear norm.
@cite_7 @cite_8 @cite_9 @cite_3 @cite_5
2030927653 2953204310 2435918055 2091449379 1969698720 2951021721 2520495422 2082600181 2145831204 2069287942 1548467509 2147512299 2089088255 2963396025 1521197246 2080843093 2245094585 2163318306 2153496554 2731053425
In this paper we propose novel methods for completion (from limited samples) and de-noising of multilinear (tensor) data and as an application consider 3-D and 4- D (color) video data completion and de-noising. We exploit the recently proposed tensor-Singular Value Decomposition (t-SVD)[11]. Based on t-SVD, the notion of multilinear rank and a related tensor nuclear norm was proposed in [11] to characterize informational and structural complexity of multilinear data. We first show that videos with linear camera motion can be represented more efficiently using t-SVD compared to the approaches based on vectorizing or flattening of the tensors. Since efficiency in representation implies efficiency in recovery, we outline a tensor nuclear norm penalized algorithm for video completion from missing entries. Application of the proposed algorithm for video recovery from missing entries is shown to yield a superior performance over existing methods. We also consider the problem of tensor robust Principal Component Analysis (PCA) for de-noising 3-D video data from sparse random corruptions. We show superior performance of our method compared to the matrix robust PCA adapted to this setting as proposed in [4]. In this paper we propose novel methods for completion (from limited samples) and de-noising of multilinear (tensor) data and as an application consider 3-D and 4- D (color) video data completion and de-noising. We exploit the recently proposed tensor-Singular Value Decomposition (t-SVD)[11]. Based on t-SVD, the notion of multilinear rank and a related tensor nuclear norm was proposed in [11] to characterize informational and structural complexity of multilinear data. We first show that videos with linear camera motion can be represented more efficiently using t-SVD compared to the approaches based on vectorizing or flattening of the tensors. Since efficiency in representation implies efficiency in recovery, we outline a tensor nuclear norm penalized algorithm for video completion from missing entries. Application of the proposed algorithm for video recovery from missing entries is shown to yield a superior performance over existing methods. We also consider the problem of tensor robust Principal Component Analysis (PCA) for de-noising 3-D video data from sparse random corruptions. We show superior performance of our method compared to the matrix robust PCA adapted to this setting as proposed in [4]. This paper studies the Tensor Robust Principal Component (TRPCA) problem which extends the known Robust PCA ( 2011) to the tensor case. Our model is based on a new tensor Singular Value Decomposition (t-SVD) (Kilmer and Martin 2011) and its induced tensor tubal rank and tensor nuclear norm. Consider that we have a 3-way tensor @math such that @math , where @math has low tubal rank and @math is sparse. Is that possible to recover both components? In this work, we prove that under certain suitable assumptions, we can recover both the low-rank and the sparse components exactly by simply solving a convex program whose objective is a weighted combination of the tensor nuclear norm and the @math -norm, i.e., @math , where @math . Interestingly, TRPCA involves RPCA as a special case when @math and thus it is a simple and elegant tensor extension of RPCA. Also numerical experiments verify our theory and the application for the image denoising demonstrates the effectiveness of our method. In this paper, we propose an algorithm to estimate missing values in tensors of visual data. The values can be missing due to problems in the acquisition process or because the user manually identified unwanted outliers. Our algorithm works even with a small amount of samples and it can propagate structure to fill larger missing regions. Our methodology is built on recent studies about matrix completion using the matrix trace norm. The contribution of our paper is to extend the matrix case to the tensor case by proposing the first definition of the trace norm for tensors and then by building a working algorithm. First, we propose a definition for the tensor trace norm that generalizes the established definition of the matrix trace norm. Second, similarly to matrix completion, the tensor completion is formulated as a convex optimization problem. Unfortunately, the straightforward problem extension is significantly harder to solve than the matrix case because of the dependency among multiple constraints. To tackle this problem, we developed three algorithms: simple low rank tensor completion (SiLRTC), fast low rank tensor completion (FaLRTC), and high accuracy low rank tensor completion (HaLRTC). The SiLRTC algorithm is simple to implement and employs a relaxation technique to separate the dependant relationships and uses the block coordinate descent (BCD) method to achieve a globally optimal solution; the FaLRTC algorithm utilizes a smoothing scheme to transform the original nonsmooth problem into a smooth one and can be used to solve a general tensor trace norm minimization problem; the HaLRTC algorithm applies the alternating direction method of multipliers (ADMMs) to our problem. Our experiments show potential applications of our algorithms and the quantitative evaluation indicates that our methods are more accurate and robust than heuristic approaches. The efficiency comparison indicates that FaLTRC and HaLRTC are more efficient than SiLRTC and between FaLRTC and HaLRTC the former is more efficient to obtain a low accuracy solution and the latter is preferred if a high-accuracy solution is desired. Recovering a large matrix from a small subset of its entries is a challenging problem arising in many real applications, such as image inpainting and recommender systems. Many existing approaches formulate this problem as a general low-rank matrix approximation problem. Since the rank operator is nonconvex and discontinuous, most of the recent theoretical studies use the nuclear norm as a convex relaxation. One major limitation of the existing approaches based on nuclear norm minimization is that all the singular values are simultaneously minimized, and thus the rank may not be well approximated in practice. In this paper, we propose to achieve a better approximation to the rank of matrix by truncated nuclear norm, which is given by the nuclear norm subtracted by the sum of the largest few singular values. In addition, we develop a novel matrix completion algorithm by minimizing the Truncated Nuclear Norm. We further develop three efficient iterative procedures, TNNR-ADMM, TNNR-APGL, and TNNR-ADMMAP, to solve the optimization problem. TNNR-ADMM utilizes the alternating direction method of multipliers (ADMM), while TNNR-AGPL applies the accelerated proximal gradient line search method (APGL) for the final optimization. For TNNR-ADMMAP, we make use of an adaptive penalty according to a novel update rule for ADMM to achieve a faster convergence rate. Our empirical study shows encouraging results of the proposed algorithms in comparison to the state-of-the-art matrix completion algorithms on both synthetic and real visual datasets. Recovering a low-rank tensor from incomplete information is a recurring problem in signal processing and machine learning. The most popular convex relaxation of this problem minimizes the sum of the nuclear norms of the unfoldings of the tensor. We show that this approach can be substantially suboptimal: reliably recovering a @math -way tensor of length @math and Tucker rank @math from Gaussian measurements requires @math observations. In contrast, a certain (intractable) nonconvex formulation needs only @math observations. We introduce a very simple, new convex relaxation, which partially bridges this gap. Our new formulation succeeds with @math observations. While these results pertain to Gaussian measurements, simulations strongly suggest that the new norm also outperforms the sum of nuclear norms for tensor completion from a random subset of entries. Our lower bound for the sum-of-nuclear-norms model follows from a new result on recovering signals with multiple sparse structures (e.g. sparse, low rank), which perhaps surprisingly demonstrates the significant suboptimality of the commonly used recovery approach via minimizing the sum of individual sparsity inducing norms (e.g. @math , nuclear norm). Our new formulation for low-rank tensor recovery however opens the possibility in reducing the sample complexity by exploiting several structures jointly. Given a high-order large-scale tensor, how can we decompose it into latent factors? Can we process it on commodity computers with limited memory? These questions are closely related to recommender systems, which have modeled rating data not as a matrix but as a tensor to utilize contextual information such as time and location. This increase in the order requires tensor factorization methods scalable with both the order and size of a tensor. In this paper, we propose two distributed tensor factorization methods, CDTF and SALS . Both methods are scalable with all aspects of data and show a trade-off between convergence speed and memory requirements. CDTF , based on coordinate descent, updates one parameter at a time, while SALS generalizes on the number of parameters updated at a time. In our experiments, only our methods factorized a five-order tensor with 1 billion observable entries, 10 M mode length, and 1 K rank, while all other state-of-the-art methods failed. Moreover, our methods required several orders of magnitude less memory than their competitors. We implemented our methods on MapReduce with two widely-applicable optimization techniques: local disk caching and greedy row assignment. They speeded up our methods up to 98.2 @math and also the competitors up to 5.9 @math . A novel regularizer of the PARAFAC decomposition factors capturing the tensor's rank is proposed in this paper, as the key enabler for completion of three-way data arrays with missing entries. Set in a Bayesian framework, the tensor completion method incorporates prior information to enhance its smoothing and prediction capabilities. This probabilistic approach can naturally accommodate general models for the data distribution, lending itself to various fitting criteria that yield optimum estimates in the maximum-a-posteriori sense. In particular, two algorithms are devised for Gaussian- and Poisson-distributed data, that minimize the rank-regularized least-squares error and Kullback-Leibler divergence, respectively. The proposed technique is able to recover the “ground-truth” tensor rank when tested on synthetic data, and to complete brain imaging and yeast gene expression datasets with 50 and 15 of missing entries respectively, resulting in recovery errors at -11 dB and -15 dB. We describe a novel approach to optimizing matrix problems involving nuclear norm regularization and apply it to the matrix completion problem. We combine methods from nonsmooth and smooth optimization. At each step we use the proximal gradient to select an active subspace. We then find a smooth, convex relaxation of the smaller subspace problems and solve these using second order methods. We apply our methods to matrix completion problems including Netflix dataset, and show that they are more than 6 times faster than state-of-the-art nuclear norm solvers. Also, this is the first paper to scale nuclear norm solvers to the Yahoo-Music dataset, and the first time in the literature that the efficiency of nuclear norm solvers can be compared and even compete with non-convex solvers like Alternating Least Squares (ALS). This paper is concerned with the computation of the principal components for a general tensor, known as the tensor principal component analysis (PCA) problem. We show that the general tensor PCA problem is reducible to its special case where the tensor in question is super-symmetric with an even degree. In that case, the tensor can be embedded into a symmetric matrix. We prove that if the tensor is rank-one, then the embedded matrix must be rank-one too, and vice versa. The tensor PCA problem can thus be solved by means of matrix optimization under a rank-one constraint, for which we propose two solution methods: (1) imposing a nuclear norm penalty in the objective to enforce a low-rank solution; (2) relaxing the rank-one constraint by semidefinite programming. Interestingly, our experiments show that both methods can yield a rank-one solution for almost all the randomly generated instances, in which case solving the original tensor PCA problem to optimality. To further cope with the size of the resulting convex optimization models, we propose to use the alternating direction method of multipliers, which reduces significantly the computational efforts. Various extensions of the model are considered as well. In this paper we propose novel methods for compression and recovery of multilinear data under limited sampling. We exploit the recently proposed tensor- Singular Value Decomposition (t-SVD)[1], which is a group theoretic framework for tensor decomposition. In contrast to popular existing tensor decomposition techniques such as higher-order SVD (HOSVD), t-SVD has optimality properties similar to the truncated SVD for matrices. Based on t-SVD, we first construct novel tensor-rank like measures to characterize informational and structural complexity of multilinear data. Following that we outline a complexity penalized algorithm for tensor completion from missing entries. As an application, 3-D and 4-D (color) video data compression and recovery are considered. We show that videos with linear camera motion can be represented more efficiently using t-SVD compared to traditional approaches based on vectorizing or flattening of the tensors. Application of the proposed tensor completion algorithm for video recovery from missing entries is shown to yield a superior performance over existing methods. In conclusion we point out several research directions and implications to online prediction of multilinear data. CANDECOMP PARAFAC (CP) tensor factorization of incomplete data is a powerful technique for tensor completion through explicitly capturing the multilinear latent factors. The existing CP algorithms require the tensor rank to be manually specified, however, the determination of tensor rank remains a challenging problem especially for CP rank . In addition, existing approaches do not take into account uncertainty information of latent factors, as well as missing entries. To address these issues, we formulate CP factorization using a hierarchical probabilistic model and employ a fully Bayesian treatment by incorporating a sparsity-inducing prior over multiple latent factors and the appropriate hyperpriors over all hyperparameters, resulting in automatic rank determination. To learn the model, we develop an efficient deterministic Bayesian inference algorithm, which scales linearly with data size. Our method is characterized as a tuning parameter-free approach, which can effectively infer underlying multilinear factors with a low-rank constraint, while also providing predictive distributions over missing entries. Extensive simulations on synthetic data illustrate the intrinsic capability of our method to recover the ground-truth of CP rank and prevent the overfitting problem, even when a large amount of entries are missing. Moreover, the results from real-world applications, including image inpainting and facial image synthesis, demonstrate that our method outperforms state-of-the-art approaches for both tensor factorization and tensor completion in terms of predictive performance. In recent years, matrix rank minimization problems have received a significant amount of attention in machine learning, data mining and computer vision communities. And these problems can be solved by a convex relaxation of the rank minimization problem which minimizes the nuclear norm instead of the rank of the matrix, and has to be solved iteratively and involves singular value decomposition (SVD) at each iteration. Therefore, those algorithms for nuclear norm minimization problems suffer from high computation cost of multiple SVDs. In this paper, we propose a Fast Tri-Factorization (FTF) method to approximate the nuclear norm minimization problem and mitigate the computation cost of performing SVDs. The proposed FTF method can be used to reliably solve a wide range of low-rank matrix recovery and completion problems such as robust principal component analysis (RPCA), low-rank representation (LRR) and low-rank matrix completion (MC). We also present three specific models for RPCA, LRR and MC problems, respectively. Moreover, we develop two alternating direction method (ADM) based iterative algorithms for solving the above three problems. Experimental results on a variety of synthetic and real-world data sets validate the efficiency, robustness and effectiveness of our FTF method comparing with the state-of-the-art nuclear norm minimization algorithms. We introduce an online tensor decomposition based approach for two latent variable modeling problems namely, (1) community detection, in which we learn the latent communities that the social actors in social networks belong to, and (2) topic modeling, in which we infer hidden topics of text articles. We consider decomposition of moment tensors using stochastic gradient descent. We conduct optimization of multilinear operations in SGD and avoid directly forming the tensors, to save computational and storage costs. We present optimized algorithm in two platforms. Our GPU-based implementation exploits the parallelism of SIMD architectures to allow for maximum speed-up by a careful optimization of storage and data transfer, whereas our CPU-based implementation uses efficient sparse matrix computations and is suitable for large sparse data sets. For the community detection problem, we demonstrate accuracy and computational efficiency on Facebook, Yelp and DBLP data sets, and for the topic modeling problem, we also demonstrate good performance on the New York Times data set. We compare our results to the state-of-the-art algorithms such as the variational method, and report a gain of accuracy and a gain of several orders of magnitude in the execution time. We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order- @math tensor @math of the form @math , where @math is a signal-to-noise ratio, @math is a unit vector, and @math is a random noise tensor, the goal is to recover the planted vector @math . For the case that @math has iid standard Gaussian entries, we give an efficient algorithm to recover @math whenever @math , and certify that the recovered vector is close to a maximum likelihood estimator, all with high probability over the random choice of @math . The previous best algorithms with provable guarantees required @math . In the regime @math , natural tensor-unfolding-based spectral relaxations for the underlying optimization problem break down (in the sense that their integrality gap is large). To go beyond this barrier, we use convex relaxations based on the sum-of-squares method. Our recovery algorithm proceeds by rounding a degree- @math sum-of-squares relaxations of the maximum-likelihood-estimation problem for the statistical model. To complement our algorithmic results, we show that degree- @math sum-of-squares relaxations break down for @math , which demonstrates that improving our current guarantees (by more than logarithmic factors) would require new techniques or might even be intractable. Finally, we show how to exploit additional problem structure in order to solve our sum-of-squares relaxations, up to some approximation, very efficiently. Our fastest algorithm runs in nearly-linear time using shifted (matrix) power iteration and has similar guarantees as above. The analysis of this algorithm also confirms a variant of a conjecture of Montanari and Richard about singular vectors of tensor unfoldings. The development of energy selective, photon counting X-ray detectors allows for a wide range of new possibilities in the area of computed tomographic image formation. Under the assumption of perfect energy resolution, here we propose a tensor-based iterative algorithm that simultaneously reconstructs the X-ray attenuation distribution for each energy. We use a multilinear image model rather than a more standard stacked vector representation in order to develop novel tensor-based regularizers. In particular, we model the multispectral unknown as a three-way tensor where the first two dimensions are space and the third dimension is energy. This approach allows for the design of tensor nuclear norm regularizers, which like its 2D counterpart, is a convex function of the multispectral unknown. The solution to the resulting convex optimization problem is obtained using an alternating direction method of multipliers approach. Simulation results show that the generalized tensor nuclear norm can be used as a standalone regularization technique for the energy selective (spectral) computed tomography problem and when combined with total variation regularization it enhances the regularization capabilities especially at low energy images where the effects of noise are most prominent. The Canonical Polyadic Decomposition (CPD) of tensors is a powerful tool for analyzing multi-way data and is used extensively to analyze very large and extremely sparse datasets. The bottleneck of computing the CPD is multiplying a sparse tensor by several dense matrices. Algorithms for tensor-matrix products fall into two classes. The first class saves floating point operations by storing a compressed tensor for each dimension of the data. These methods are fast but suffer high memory costs. The second class uses a single uncompressed tensor at the cost of additional floating point operations. In this work, we bridge the gap between the two approaches and introduce the compressed sparse fiber (CSF) a data structure for sparse tensors along with a novel parallel algorithm for tensor-matrix multiplication. CSF offers similar operation reductions as existing compressed methods while using only a single tensor structure. We validate our contributions with experiments comparing against state-of-the-art methods on a diverse set of datasets. Our work uses 58 less memory than the state-of-the-art while achieving 81 of the parallel performance on 16 threads. We introduce an algorithm for a non-negative 3D tensor factorization for the purpose of establishing a local parts feature decomposition from an object class of images. In the past, such a decomposition was obtained using non-negative matrix factorization (NMF) where images were vectorized before being factored by NMF. A tensor factorization (NTF) on the other hand preserves the 2D representations of images and provides a unique factorization (unlike NMF which is not unique). The resulting "factors" from the NTF factorization are both sparse (like with NMF) but also separable allowing efficient convolution with the test image. Results show a superior decomposition to what an NMF can provide on all fronts - degree of sparsity, lack of ghost residue due to invariant parts and efficiency of coding of around an order of magnitude better. Experiments on using the local parts decomposition for face detection using SVM and Adaboost classifiers demonstrate that the recovered features are discriminatory and highly effective for classification. Confronted with the high-dimensional tensor-like visual data, we derive a method for the decomposition of an observed tensor into a low-dimensional structure plus unbounded but sparse irregular patterns. The optimal rank-(R1,R2, ...Rn) tensor decomposition model that we propose in this paper, could automatically explore the low-dimensional structure of the tensor data, seeking optimal dimension and basis for each mode and separating the irregular patterns. Consequently, our method accounts for the implicit multi-factor structure of tensor-like visual data in an explicit and concise manner. In addition, the optimal tensor decomposition is formulated as a convex optimization through relaxation technique. We then develop a block coordinate descent (BCD) based algorithm to efficiently solve the problem. In experiments, we show several applications of our method in computer vision and the results are promising. Given an input tensor, its CANDECOMP PARAFAC decomposition (or CPD) is a low-rank representation. CPDs are of particular interest in data analysis and mining, especially when the data tensor is sparse and of higher order (dimension). This paper focuses on the central bottleneck of a CPD algorithm, which is evaluating a sequence of matricized tensor times Khatri-Rao products (MTTKRPs). To speed up the MTTKRP sequence, we propose a novel, adaptive tensor memoization algorithm, AdaTM. Besides removing redundant computations within the MTTKRP sequence, which potentially reduces its overall asymptotic complexity, our technique also allows a user to make a space-time tradeoff by automatically tuning algorithmic and machine parameters using a model-driven framework. Our method improves as the tensor order grows, making its performance more scalable for higher-order data problems. We show speedups of up to 8× and 820× on real sparse data tensors with orders as high as 85 over the SPLATT package and Tensor Toolbox library respectively; and on a full CPD algorithm (CP-ALS), AdaTM can be up to 8× faster than state-of-the-art method implemented in SPLATT.