论文标题
通用张量估计的最佳统计和计算框架
An Optimal Statistical and Computational Framework for Generalized Tensor Estimation
论文作者
论文摘要
本文介绍了一个灵活的框架,用于广义低量张量估计问题,其中包括许多重要实例,这些实例是由计算成像,基因组学和网络分析中的应用引起的。提出的估计器包括在广义参数模型下找到与数据的低升张量拟合。为了克服在这些问题上非跨性别的难度,我们引入了一种统一的预测梯度下降方法,该方法适应了基础的低级结构。在损失函数的轻度条件下,我们通过一般确定性分析建立了统计误差的上限和计算收敛的线性速率。然后,我们进一步考虑了一系列广义张量估计问题,包括张量子张量PCA,张量回归,泊松和二项式张量PCA。我们证明所提出的算法在估计误差中达到了最小收敛速率。最后,我们通过对模拟和真实数据进行的广泛实验来证明所提出的框架的优势。
This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator consists of finding a low-rank tensor fit to the data under generalized parametric models. To overcome the difficulty of non-convexity in these problems, we introduce a unified approach of projected gradient descent that adapts to the underlying low-rank structure. Under mild conditions on the loss function, we establish both an upper bound on statistical error and the linear rate of computational convergence through a general deterministic analysis. Then we further consider a suite of generalized tensor estimation problems, including sub-Gaussian tensor PCA, tensor regression, and Poisson and binomial tensor PCA. We prove that the proposed algorithm achieves the minimax optimal rate of convergence in estimation error. Finally, we demonstrate the superiority of the proposed framework via extensive experiments on both simulated and real data.