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Low-rank Tensor Estimation via Riemannian Gauss-Newton: Statistical Optimality and Second-Order Convergence

arXiv 2104.12031 ↗First posted 24 Apr 2021stat.ML cs.LG cs.NAcited by 13

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Abstract (arXiv)

In this paper, we consider the estimation of a low Tucker rank tensor from a number of noisy linear measurements. The general problem covers many specific examples arising from applications, including tensor regression, tensor completion, and tensor PCA/SVD. We consider an efficient Riemannian Gauss-Newton (RGN) method for low Tucker rank tensor estimation. Different from the generic (super)linear convergence guarantee of RGN in the literature, we prove the first local quadratic convergence guarantee of RGN for low-rank tensor estimation in the noisy setting under some regularity conditions and provide the corresponding estimation error upper bounds. A deterministic estimation error lower bound, which matches the upper bound, is provided that demonstrates the statistical optimality of RGN. The merit of RGN is illustrated through two machine learning applications: tensor regression and tensor SVD. Finally, we provide the simulation results to corroborate our theoretical findings.

Key facts. Cited by 13 papers in the map (data through 7 Oct 2026). Builds on 49 of its 118 references that are in the map. First posted on arXiv 24 Apr 2021.

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49 of 118 references.

References · 49

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37 more
  1. 2015A Convergent Gradient Descent Algorithm for Rank Minimization and Semidefinite Programming from Random Linear Measurementscited by 34
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Citing papers per year: 2021: 2; 2022: 2; 2023: 1; 2024: 4; 2025: 4.

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