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Relative Error Tensor Low Rank Approximation

Talkat Real-Time Decision Making 2018 · 2018-04-30..05-04· [data-engineering]
slides:none on file

Shows an algorithm that outputs a rank R = O(K^2/ε^2) tensor achieving Frobenius (1+ε) relative error to the best rank-K solution, runs in input-sparsity time NZ(A)+n·poly(K/ε), and yields a true rank-K solution with extra 2^{O(K^2/ε^2)} overhead (fixed-parameter tractable). Technique is an iterative existential sketching using three flattenings and small Gaussian sketches; also gives CUR-style column/row/tube selection, handles other robust norms, and notes border-rank pathologies that require tiny additive slack.

AI-written summary · about

  1. 0:00Intro
  2. 0:21What is Tensor?
  3. 2:05Matrix Low Rank Approximation (Frobenius Norm)
  4. 6:01Tensor Low Rank Approximation (Frobenius Norm)
  5. 12:35Real-life Tensor Datasets
  6. 14:51Main Question, Tensor Low Rank Approximation
  7. 24:36Main Bicriteria Algorithm
  8. 26:08Main Rank-k Algorithm
  9. 28:03Matrix CUR Decomposition Question
  10. 35:18Hardness - Under Exponential Time Hypothesis
  11. 41:05iterative Existential Argument
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