论文标题

正交迭代结合的尖锐的块张量扰动

A Sharp Blockwise Tensor Perturbation Bound for Orthogonal Iteration

论文作者

Luo, Yuetian, Raskutti, Garvesh, Yuan, Ming, Zhang, Anru R.

论文摘要

在本文中,我们为高阶正交迭代(HOOI)[DLDMV00B]开发了新颖的扰动界限。在轻度的规律条件下,我们为HOOI建立了块张量的扰动范围,并保证了Hilbert-Schmidt Norm $ $ \ | \ | \ widehat {\ bct} - \ bct \ | ________________ {\ thss} $和mode- $ k $ k $ k $ k $ singull undular undular undart in schatten- $ q $ q $ q \sinθ(\ wideHat {\ u} _k,\ u_k)\ | _q $对于任何$ q \ geq 1 $。我们显示模式的上限-K $单数子空间估计是单侧的,并线性收敛至以扰动和信号强度的块错误为特征的数量。对于张量重建误差绑定,我们通过简单的数量$ξ$表示绑定,这仅取决于扰动和基础信号的多线性等级。还提供了张量重建的速率匹配确定性下限(证明了HOOI的最佳性)。此外,我们证明,一步hooi(即只有单个迭代的hooi)在张量重建方面也是最佳的,并且可用于降低计算成本。扰动结果还扩展到只有$ \ bct $的部分模式具有低级结构的情况。我们通过广泛的数值研究来支持我们的理论结果。最后,我们将HOOI的新型扰动范围应用于两个应用程序,即来自机器学习和统计数据的两种应用,张量和张量共聚类,这证明了新的扰动结果的优越性。

In this paper, we develop novel perturbation bounds for the high-order orthogonal iteration (HOOI) [DLDMV00b]. Under mild regularity conditions, we establish blockwise tensor perturbation bounds for HOOI with guarantees for both tensor reconstruction in Hilbert-Schmidt norm $\|\widehat{\bcT} - \bcT \|_{\tHS}$ and mode-$k$ singular subspace estimation in Schatten-$q$ norm $\| \sin Θ(\widehat{\U}_k, \U_k) \|_q$ for any $q \geq 1$. We show the upper bounds of mode-$k$ singular subspace estimation are unilateral and converge linearly to a quantity characterized by blockwise errors of the perturbation and signal strength. For the tensor reconstruction error bound, we express the bound through a simple quantity $ξ$, which depends only on perturbation and the multilinear rank of the underlying signal. Rate matching deterministic lower bound for tensor reconstruction, which demonstrates the optimality of HOOI, is also provided. Furthermore, we prove that one-step HOOI (i.e., HOOI with only a single iteration) is also optimal in terms of tensor reconstruction and can be used to lower the computational cost. The perturbation results are also extended to the case that only partial modes of $\bcT$ have low-rank structure. We support our theoretical results by extensive numerical studies. Finally, we apply the novel perturbation bounds of HOOI on two applications, tensor denoising and tensor co-clustering, from machine learning and statistics, which demonstrates the superiority of the new perturbation results.

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