Relative Error Tensor Low Rank Approximation

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Event details

Date 14.06.2017
Hour 16:0016:45
Speaker David Woodruff, IBM Research
Location
Category Conferences - Seminars

We consider relative error low rank approximation of tensors with respect to the Frobenius norm: given an order-$q$ tensor $A$, output a rank-$k$ tensor $B$ for which $\|A-B\|_F^2 \leq (1+\epsilon)$OPT, where OPT $= \inf_{\textrm{rank-}k~A'} \|A-A'\|_F^2$. Despite the success on obtaining relative error low rank approximations for matrices, no such results were known for tensors. One structural issue is that there may be no rank-$k$ tensor $A_k$ achieving the above infinum. Another, computational issue, is that an efficient relative error low rank approximation algorithm for tensors would allow one to compute the rank of a tensor, which is NP-hard. We bypass these issues via (1) bicriteria and (2) parameterized complexity solutions. Our results give the first relative error low rank approximations for tensors for a large number of robust error measures for which nothing was known, as well as column row and tube subset selection.

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Organizer

  • Jaggi, Kapralov, Svensson

Contact

  • Pauline Raffestin

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