Convex Coupled Matrix and Tensor Completion.

Abstract

We propose a set of convex low-rank inducing norms for coupled matrices and tensors (hereafter referred to as coupled tensors), in which information is shared between the matrices and tensors through common modes. More specifically, we first propose a mixture of the overlapped trace norm and the latent norms with the matrix trace norm, and then, propose a completion model regularized using these norms to impute coupled tensors. A key advantage of the proposed norms is that they are convex and can be used to find a globally optimal solution, whereas existing methods for coupled learning are nonconvex. We also analyze the excess risk bounds of the completion model regularized using our proposed norms and show that they can exploit the low-rankness of coupled tensors, leading to better bounds compared to those obtained using uncoupled norms. Through synthetic and real-data experiments, we show that the proposed completion model compares favorably with existing ones.