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SUMMARY:Allen Liu (MIT EECS)
DTSTART:20211118T230000Z
DTEND:20211119T000000Z
DTSTAMP:20260423T021044Z
UID:SPAMS/6
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/SPAMS/6/">Te
 nsor Completion Made Practical</a>\nby Allen Liu (MIT EECS) as part of MIT
  Simple Person's Applied Mathematics Seminar\n\nLecture held in Room: 2 - 
 132 in the Simons Building.\n\nAbstract\nTensor completion is a natural hi
 gher-order generalization of matrix completion where the goal is to recove
 r a low-rank tensor from sparse observations of its entries. Existing algo
 rithms are either heuristic without provable guarantees\, based on solving
  large semidefinite programs which are impractical to run\, or make strong
  assumptions such as requiring the factors to be nearly orthogonal. In thi
 s paper we introduce a new variant of alternating minimization\, which in 
 turn is inspired by understanding how the progress measures that guide con
 vergence of alternating minimization in the matrix setting need to be adap
 ted to the tensor setting. We show strong provable guarantees\, including 
 showing that our algorithm converges linearly to the true tensors even whe
 n the factors are highly correlated and can be implemented in nearly linea
 r time. Moreover our algorithm is also highly practical and we show that w
 e can complete third order tensors with a thousand dimensions from observi
 ng a tiny fraction of its entries. In contrast\, and somewhat surprisingly
 \, we show that the standard version of alternating minimization\, without
  our new twist\, can converge at a drastically slower rate in practice.\n
LOCATION:https://researchseminars.org/talk/SPAMS/6/
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