Abstract

Higher-order tensors can represent scores in a rating system, frames in a video, and images of the same subject. In practice, the measurements are often highly quantized due to the sampling strategies or the quality of devices. Existing works on tensor recovery have focused on data losses and random noises. Only a few works consider tensor recovery from quantized measurements but are restricted to binary measurements. This paper, for the first time, addresses the problem of tensor recovery from multi-level quantized measurements by leveraging the low CANDECOMP/PARAFAC (CP) rank property. We study the recovery of both general low-rank tensors and tensors that have tensor singular value decomposition (TSVD) by solving nonconvex optimization problems. We provide the theoretical upper bounds of the recovery error, which diminish to zero when the sizes of dimensions increase to infinity. We further characterize the fundamental limit of any recovery algorithm and show that our recovery error is nearly order-wise optimal. A tensor-based alternating proximal gradient descent algorithm with a convergence guarantee and a TSVD-based projected gradient descent algorithm are proposed to solve the nonconvex problems. Our recovery methods can also handle data losses and do not necessarily need the information of the quantization rule. The methods are validated on synthetic data, image datasets, and music recommender datasets.

Highlights

  • Many practical datasets are highly noisy and quantized, and recovering the actual values from quantized measurements finds applications in different domains

  • When there is no missing data, and the quantization rule is known, we prove that the recovery error of a K-dimensional tensor with CP rank r is at most O(

  • We prove that the recovery error of low-CP-rank tensors by any algorithm cannot be smaller than the order of r nK −1

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Summary

Introduction

Many practical datasets are highly noisy and quantized, and recovering the actual values from quantized measurements finds applications in different domains. Low-rank matrices can characterize the intrinsic data correlations in user ratings, images, and videos [11, 12], and the lowrank property has been exploited to recover the data from quantized measurements by solving a nonconvex constrained maximum likelihood estimation problem [1, 4, 13, 14]. This paper for the first time studies the problem of low-rank tensor recovery from multi-level quantized measurements, while the existing works [41,42,43] only consider 1-. We prove that even with partial data losses, our proposed low-CP-rank tensor recovery algorithm converges to a critical point of the nonconvex problem from any initialization with at least a sublinear convergence rate.

Notation and preliminaries
Tensor recovery guarantee
Recovery enhancement over quantized matrix recovery
Alternating proximal gradient descent based on tensors
TSVD-based alternating projected gradient descent
Results: numerical experiments
Image data
Findings
Conclusion and discussion
Full Text
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