For an @math -variate order- @math tensor @math , define @math to be the maximum value taken by the tensor on the unit sphere. It is known that for a random tensor with i.i.d @math entries, @math w.h.p. We study the problem of efficiently certifying upper bounds on @math via the natural relaxation from the Sum of Squares (SoS) hierarchy. Our results include: - When @math is a random order- @math tensor, we prove that @math levels of SoS certifies an upper bound @math on @math that satisfies [ B A_ ( n q^ ,1-o(1) )^ q 4-1 2 w.h.p. ] Our upper bound improves a result of Montanari and Richard (NIPS 2014) when @math is large. - We show the above bound is the best possible up to lower order terms, namely the optimum of the level- @math SoS relaxation is at least [ A_ ( n q^ ,1+o(1) )^ q 4-1 2 . ] - When @math is a random order- @math tensor, we prove that @math levels of SoS certifies an upper bound @math on @math that satisfies [ B A_ ( O (n) q )^ d 4 - 1 2 w.h.p. ] For growing @math , this improves upon the bound certified by constant levels of SoS. This answers in part, a question posed by Hopkins, Shi, and Steurer (COLT 2015), who established the tight characterization for constant levels of SoS.
* Results for worst-case tensors. It is proved in @cite_16 that the @math -level SoS gives an @math approximation to @math in the case of arbitrary @math -tensors and an @math approximation to @math in the case of @math -tensors with non-negative entries (for technical reasons one can only approximate @math in the former case).
@cite_16
2132267493 2242384245 2031216664 2007036852
There has been continued interest in seeking a theorem describing optimal low-rank approximations to tensors of order 3 or higher that parallels the Eckart-Young theorem for matrices. In this paper, we argue that the naive approach to this problem is doomed to failure because, unlike matrices, tensors of order 3 or higher can fail to have best rank- @math approximations. The phenomenon is much more widespread than one might suspect: examples of this failure can be constructed over a wide range of dimensions, orders, and ranks, regardless of the choice of norm (or even Bregman divergence). Moreover, we show that in many instances these counterexamples have positive volume: they cannot be regarded as isolated phenomena. In one extreme case, we exhibit a tensor space in which no rank-3 tensor has an optimal rank-2 approximation. The notable exceptions to this misbehavior are rank-1 tensors and order-2 tensors (i.e., matrices). In a more positive spirit, we propose a natural way of overcoming the ill-posedness of the low-rank approximation problem, by using weak solutions when true solutions do not exist. For this to work, it is necessary to characterize the set of weak solutions, and we do this in the case of rank 2, order 3 (in arbitrary dimensions). In our work we emphasize the importance of closely studying concrete low-dimensional examples as a first step toward more general results. To this end, we present a detailed analysis of equivalence classes of @math tensors, and we develop methods for extending results upward to higher orders and dimensions. Finally, we link our work to existing studies of tensors from an algebraic geometric point of view. The rank of a tensor can in theory be given a semialgebraic description; in other words, it can be determined by a system of polynomial inequalities. We study some of these polynomials in cases of interest to us; in particular, we make extensive use of the hyperdeterminant @math on @math . Many idealized problems in signal processing, machine learning, and statistics can be reduced to the problem of finding the symmetric canonical decomposition of an underlying symmetric and orthogonally decomposable (SOD) tensor. Drawing inspiration from the matrix case, the successive rank-one approximation (SROA) scheme has been proposed and shown to yield this tensor decomposition exactly, and a plethora of numerical methods have thus been developed for the tensor rank-one approximation problem. In practice, however, the inevitable errors (say) from estimation, computation, and modeling necessitate that the input tensor can only be assumed to be a nearly SOD tensor---i.e., a symmetric tensor slightly perturbed from the underlying SOD tensor. This paper shows that even in the presence of perturbation, SROA can still robustly recover the symmetric canonical decomposition of the underlying tensor. It is shown that when the perturbation error is small enough, the approximation errors do not accumulate with ... Recent achievements in the field of tensor product approximation provide promising new formats for the representation of tensors in form of tree tensor networks. In contrast to the canonical @math -term representation (CANDECOMP, PARAFAC), these new formats provide stable representations, while the amount of required data is only slightly larger. The tensor train (TT) format [SIAM J. Sci. Comput., 33 (2011), pp. 2295-2317], a simple special case of the hierarchical Tucker format [J. Fourier Anal. Appl., 5 (2009), p. 706], is a useful prototype for practical low-rank tensor representation. In this article, we show how optimization tasks can be treated in the TT format by a generalization of the well-known alternating least squares (ALS) algorithm and by a modified approach (MALS) that enables dynamical rank adaptation. A formulation of the component equations in terms of so-called retraction operators helps to show that many structural properties of the original problems transfer to the micro-iterations, giving what is to our knowledge the first stable generic algorithm for the treatment of optimization tasks in the tensor format. For the examples of linear equations and eigenvalue equations, we derive concrete working equations for the micro-iteration steps; numerical examples confirm the theoretical results concerning the stability of the TT decomposition and of ALS and MALS but also show that in some cases, high TT ranks are required during the iterative approximation of low-rank tensors, showing some potential of improvement. Let @math be a positive integer and @math be a positive even integer. Let @math be an @math order @math -dimensional real weakly symmetric tensor and @math be a real weakly symmetric positive definite tensor of the same size. @math is called a @math -eigenvalue of @math if @math for some @math . In this paper, we introduce two unconstrained optimization problems and obtain some variational characterizations for the minimum and maximum @math --eigenvalues of @math . Our results extend Auchmuty's unconstrained variational principles for eigenvalues of real symmetric matrices. This unconstrained optimization approach can be used to find a Z-, H-, or D-eigenvalue of an even order weakly symmetric tensor. We provide some numerical results to illustrate the effectiveness of this approach for finding a Z-eigenvalue and for determining the positive semidefiniteness of an even order symmetric tensor.