Noisy Low-Tubal-Rank Tensor Completion Through Iterative Singular Tube Thresholding

Abstract

In many applications, data organized in tensor form contains noise and missing entries. In this paper, the goal is to complete a tensor from its partial noisy observations. Specifically, we consider low-tubal-rank tensors sampled by element-wise Bernoulli sampling with additive sub-exponential noise. Algorithmically, a soft-impute-like algorithm, namely iterative singular tube thresholding (ISTT), is proposed. Statistically, bound on the estimation error of ISTT is explored. First, the estimation error is upper bounded non-asymptotically. Then, the minimax optimal lower bound of the estimation error for tensors with limited tubal-rank and bounded l∞-norm is established, indicating that the proposed upper bound is order optimal up to a logarithm factor. Numerical simulations show that the proposed upper bound can precisely predict the scaling behavior of the estimation error of ISTT. Compared with several state-of-the-art convex algorithms, the effectiveness of ISTT is demonstrated through experiments on real-world data sets.

Keywords

• Tensor completion
• tensor SVD
• soft-impute
• multidimensional signal processing