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Multi-view side information-incorporated tensor completion
Authors:Yingjie Tian  Xiaotong Yu  Saiji Fu
Affiliation:1. School of Economics and Management, University of Chinese Academy of Sciences, Beijing, China

Research Center on Fictitious Economy and Data Science, Chinese Academy of Sciences, Beijing, China

Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences, Beijing, China

School of Economics and Management, University of Chinese Academy of Sciences, MOE Social Science Laboratory of Digital Economic Forecasts and Policy Simulation at UCAS, Beijing, China;2. Research Center on Fictitious Economy and Data Science, Chinese Academy of Sciences, Beijing, China

Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Sciences, Beijing, China

School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing, China;3. School of Economics and Management, Beijing University of Posts and Telecommunications, Beijing, China

Abstract:Tensor completion originates in numerous applications where data utilized are of high dimensions and gathered from multiple sources or views. Existing methods merely incorporate the structure information, ignoring the fact that ubiquitous side information may be beneficial to estimate the missing entries from a partially observed tensor. Inspired by this, we formulate a sparse and low-rank tensor completion model named SLRMV. The 0 $$ {ell}_0 $$ -norm instead of its relaxation is used in the objective function to constrain the sparseness of noise. The CP decomposition is used to decompose the high-quality tensor, based on which the combination of Schatten p $$ p $$ -norm on each latent factor matrix is employed to characterize the low-rank tensor structure with high computation efficiency. Diverse similarity matrices for the same factor matrix are regarded as multi-view side information for guiding the tensor completion task. Although SLRMV is a nonconvex and discontinuous problem, the optimality analysis in terms of Karush-Kuhn-Tucker (KKT) conditions is accordingly proposed, based on which a hard-thresholding based alternating direction method of multipliers (HT-ADMM) is designed. Extensive experiments remarkably demonstrate the efficiency of SLRMV in tensor completion.
Keywords:hard-thresholding based alternating direction method of multipliers  low-rankness  multi-view side information  sparsity  tensor completion
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