nips nips2013 nips2013-113 knowledge-graph by maker-knowledge-mining
Source: pdf
Author: Shouyuan Chen, Michael R. Lyu, Irwin King, Zenglin Xu
Abstract: Tensor completion from incomplete observations is a problem of significant practical interest. However, it is unlikely that there exists an efficient algorithm with provable guarantee to recover a general tensor from a limited number of observations. In this paper, we study the recovery algorithm for pairwise interaction tensors, which has recently gained considerable attention for modeling multiple attribute data due to its simplicity and effectiveness. Specifically, in the absence of noise, we show that one can exactly recover a pairwise interaction tensor by solving a constrained convex program which minimizes the weighted sum of nuclear norms of matrices from O(nr log2 (n)) observations. For the noisy cases, we also prove error bounds for a constrained convex program for recovering the tensors. Our experiments on the synthetic dataset demonstrate that the recovery performance of our algorithm agrees well with the theory. In addition, we apply our algorithm on a temporal collaborative filtering task and obtain state-of-the-art results. 1
Reference: text
sentIndex sentText sentNum sentScore
1 edu Abstract Tensor completion from incomplete observations is a problem of significant practical interest. [sent-6, score-0.213]
2 However, it is unlikely that there exists an efficient algorithm with provable guarantee to recover a general tensor from a limited number of observations. [sent-7, score-0.521]
3 In this paper, we study the recovery algorithm for pairwise interaction tensors, which has recently gained considerable attention for modeling multiple attribute data due to its simplicity and effectiveness. [sent-8, score-0.804]
4 Specifically, in the absence of noise, we show that one can exactly recover a pairwise interaction tensor by solving a constrained convex program which minimizes the weighted sum of nuclear norms of matrices from O(nr log2 (n)) observations. [sent-9, score-1.291]
5 For the noisy cases, we also prove error bounds for a constrained convex program for recovering the tensors. [sent-10, score-0.266]
6 Our experiments on the synthetic dataset demonstrate that the recovery performance of our algorithm agrees well with the theory. [sent-11, score-0.345]
7 1 Introduction Many tasks of recommender systems can be formulated as recovering an unknown tensor (multiway array) from a few observations of its entries [17, 26, 25, 21]. [sent-13, score-0.6]
8 Moreover, there are several theoretical developments that guarantee exact recovery of most low-rank matrices from partial observations using nuclear norm minimization [8, 5]. [sent-15, score-0.601]
9 These results seem to suggest a promising direction to solve the general problem of tensor recovery. [sent-16, score-0.428]
10 However, there are inevitable obstacles to generalize the techniques for matrix completion to tensor recovery, since a number of fundamental computational problems of matrix is NP-hard in their tensorial analogues [10]. [sent-17, score-0.689]
11 For instance, H˚ stad showed that it is NP-hard to compute the rank of a a given tensor [9]; Hillar and Lim proved the NP-hardness to decompose a given tensor into sum of rank-one tensors even if a tensor is fully observed [10]. [sent-18, score-1.668]
12 The existing evidence suggests that it is very unlikely that there exists an efficient exact recovery algorithm for general tensors with missing entries. [sent-19, score-0.636]
13 Therefore, it is natural to ask whether it is possible to identify a useful class of tensors for which we can devise an exact recovery algorithm. [sent-20, score-0.636]
14 In this paper, we focus on pairwise interaction tensors, which have recently demonstrated strong performance in several recommendation applications, e. [sent-21, score-0.549]
15 Pairwise interaction tensors are a special class of general tensors, which directly model the pairwise interactions between different attributes. [sent-24, score-0.781]
16 1 The existing recovery algorithms for pairwise interaction tensor use local optimization methods, which do not guarantee the recovery performance [18, 19]. [sent-27, score-1.567]
17 In this paper, we design efficient recovery algorithms for pairwise interaction tensors with rigorous guarantee. [sent-28, score-1.09]
18 For noisy cases, we also prove error bounds for a constrained convex program for recovering the tensors. [sent-30, score-0.266]
19 In the proof of our main results, we reformulated the recovery problem as a constrained matrix completion problem with a special observation operator. [sent-31, score-0.547]
20 [8] have showed that the nuclear norm heuristic can exactly recover low rank matrix from a sufficient number of observations of an orthogonal observation operator. [sent-33, score-0.399]
21 We believe that our technique can be generalized to handle other matrix completion problem with non-orthogonal observation operators. [sent-37, score-0.206]
22 Moreover, we extend existing singular value thresholding method to develop a simple and scalable algorithm for solving the recovery problem in both exact and noisy cases. [sent-38, score-0.491]
23 Our experiments on the synthetic dataset demonstrate that the recovery performance of our algorithm agrees well with the theory. [sent-39, score-0.345]
24 2 Recovering pairwise interaction tensors In this section, we first introduce the matrix formulation of pairwise interaction tensors and specify the recovery problem. [sent-41, score-1.926]
25 Then we discuss the sufficient conditions on pairwise interaction tensors for which an exact recovery would be possible. [sent-42, score-1.131]
26 After that we formulate the convex program for solving the recovery problem and present our theoretical results on the sample bounds for achieving an exact recovery. [sent-43, score-0.461]
27 In addition, we also show a quadratically constrained convex program is stable for the recovery from noisy observations. [sent-44, score-0.564]
28 The original formulation of pairwise interaction tensors by Rendle et al. [sent-46, score-0.781]
29 (1), in which each entry of a tensor is the sum of inner products of feature vectors. [sent-48, score-0.428]
30 (1) as follows Tijk = Aij + Bjk + Cki , (a) (a) for all (i, j, k) ∈ [n1 ] × [n2 ] × [n3 ], (b) (b) (c) (c) where we set Aij = ui , vj , Bjk = uj , vk , and Cki = uk , vi Clearly, matrices A, B and C are rank r1 , r2 and r3 matrices, respectively. [sent-52, score-0.225]
31 We call tensor T ∈ Rn1 ×n2 ×n3 a pairwise interaction tensor, which is denoted as T = Pair(A, B, C), if T obeys Eq. [sent-54, score-0.948]
32 In the rest of this paper, we will exclusively use the matrix formulation of pairwise interaction tensors. [sent-57, score-0.55]
33 Suppose we have partial observations of a pairwise interaction tensor T = Pair(A, B, C). [sent-59, score-0.985]
34 Our goal is to recover matrices A, B, C and therefore the entire tensor T from exact or noisy observations of {Tijk }(ijk)∈Ω . [sent-62, score-0.722]
35 Before we proceed to the recovery algorithm, we first discuss when the recovery is possible. [sent-63, score-0.618]
36 The original recovery problem for pairwise interaction tensors is illposed due to a uniqueness issue. [sent-65, score-1.09]
37 In fact, for any pairwise interaction tensor T = Pair(A, B, C), 1 For simplicity, we only consider three-way tensors in this paper. [sent-66, score-1.209]
38 This ambiguity prevents us to recover A, B, C even if T is fully observed, since it is entirely possible to recover A , B , C instead of A, B, C based on the observations. [sent-71, score-0.134]
39 In order to avoid this obstacle, we construct a set of constraints such that, given any pairwise interaction tensor Pair(A, B, C), there exists unique matrices A , B , C satisfying the constraints and obeys Pair(A, B, C) = Pair(A , B , C ). [sent-72, score-0.994]
40 For any pairwise interaction tensor T = Pair(A, B, C), there exists unique A ∈ SA , B ∈ SB , C ∈ SC such that Pair(A, B, C) = Pair(A , B , C ) where we define SB = {M ∈ Rn2 ×n3 : 1T M = 0T },SC = {M ∈ Rn3 ×n1 : 1T M = 0T } and SA = {M ∈ Rn1 ×n2 : 1T M = 1 T n2 1 M1 1T }. [sent-75, score-0.923]
41 It is easy to see that recovering a pairwise tensor T = Pair(A, 0, 0) is equivalent to recover the matrix A from a subset of its entries. [sent-79, score-0.845]
42 Therefore, the recovery problem of pairwise interaction tensors subsumes matrix completion problem as a special case. [sent-80, score-1.296]
43 Previous studies have confirmed that the incoherence condition is an essential requirement on the matrix in order to guarantee a successful recovery of matrices. [sent-81, score-0.426]
44 Let M = UΣVT be the singular value decomposition of a rank r matrix M. [sent-83, score-0.216]
45 It is well known the recovery is possible only if the matrix is (µ0 , µ1 )-incoherent for bounded µ0 , µ1 (i. [sent-88, score-0.364]
46 Since the matrix completion problem is reducible to the recovery problem for pairwise interaction tensors, our theoretical result will inherit the incoherence assumptions on matrices A, B, C. [sent-90, score-1.092]
47 We show that, under the incoherence conditions, the above nuclear norm minimization method successful recovers a pairwise interaction tensor T when the number of observations m is O(nr log2 n) with high probability. [sent-95, score-1.138]
48 Let T ∈ Rn1 ×n2 ×n3 be a pairwise interaction tensor T = Pair(A, B, C) and A ∈ SA , B ∈ SB , C ∈ SC as defined in Proposition 1. [sent-97, score-0.923]
49 Under this assumption on the observations, we derive the error bound of the following quadratically-constrained convex program, which recover T from the noisy observations. [sent-106, score-0.191]
50 [19] proposed pairwise interaction tensors as a model used for tag recommendation. [sent-120, score-0.832]
51 [18] applied pairwise interaction tensors in the sequential analysis of purchase data. [sent-122, score-0.781]
52 In both applications, their methods using pairwise interaction tensor demonstrated excellent performance. [sent-123, score-0.923]
53 However, their algorithms are prone to local optimal issues and the recovered tensor might be very different from its true value. [sent-124, score-0.489]
54 In contrast, our main results, Theorem 1 and Theorem 2, guarantee that a convex program can exactly or accurately recover the pairwise interaction tensors from O(nr log2 (n)) observations. [sent-125, score-0.985]
55 In this sense, our work can be considered as a more effective way to recover pairwise interaction tensors from partial observations. [sent-126, score-0.848]
56 In practice, various tensor factorization methods are used for estimating missing entries of tensors [12, 20, 1, 26, 16]. [sent-127, score-0.786]
57 In addition, inspired by the success of nuclear norm minimization heuristics in matrix completion, several work used a generalized nuclear norm for tensor recovery [23, 24, 15]. [sent-128, score-1.026]
58 However, these work do not guarantee exact recovery of tensors from partial observations. [sent-129, score-0.662]
59 However, these solvers become prohibitively slow for pairwise interaction tensors larger than 100 × 100 × 100. [sent-135, score-0.781]
60 In order to apply the recover algorithms on large scale pairwise interaction tensors, we use singular value thresholding (SVT) algorithm proposed recently by Cai et al. [sent-136, score-0.625]
61 We first discuss the SVT algorithm for solving the exact completion problem Eq. [sent-138, score-0.192]
62 It is easy −1/2 −1/2 −1/2 to see that the recovered tensor is given by Pair(n3 X, n1 Y, n2 Z), where X, Y, Z is the 4 optimal solution of Eq. [sent-142, score-0.489]
63 We can show that our constrained version of shrinkage operators can also be calculated using singular value decompositions of column centered matrices. [sent-170, score-0.192]
64 We refer interested readers to [3] for The optimization problem for noisy completion Eq. [sent-180, score-0.229]
65 yk sk = PK yk−1 sk−1 +δ ek − −1/2 X, n1 −1/2 Y, n2 Z)) , ˆ where PΩ (T ) is the noisy observations and the cone projection operator PK can be explicitly computed by (x, t) if x ≤ t, x +t (x, x ) if − x ≤ t ≤ x , PK : (x, t) → 2 x (0, 0) if t ≤ − x . [sent-184, score-0.35]
66 By iterating between Step (1) and Step (2n) and selecting a sufficiently large τ , the algorithm generates a sequence of {Xk , Yk , Zk } that converges to a nearly optimal solution to the noisy completion program Eq. [sent-185, score-0.294]
67 Previously, we showed that the computation of 1 shrinkage operators requires a SVD of a column centered matrix center(M) − n1 11T X, which is the sum of a sparse matrix M and a rank-one matrix. [sent-191, score-0.207]
68 Further, for an appropriate choice of τ , {Xk , Yk , Zk } turned out to be low rank matrices, which matches the observations in the original SVT algorithm [3]. [sent-195, score-0.16]
69 We can see that, in sum, the overall complexity per iteration of the recovery algorithm is O(r(n + m)). [sent-200, score-0.309]
70 We uniformly sampled a subset Ω of m entries and reveal them to the recovery algorithm. [sent-211, score-0.343]
71 Finally, we set the parameters τ, δ of the exact √ recovery algorithm by τ = 10 n1 n2 n3 and δ = 0. [sent-213, score-0.35]
72 White denotes exact recovery in all 10 experiments, and black denotes failure for all experiments. [sent-220, score-0.35]
73 In this simulation, we show the recovery performance with respect to noisy data. [sent-235, score-0.387]
74 For each entry (i, j, k) ∈ Ω, we simulated the noisy observation Tijk = Tijk + ijk , where 2 ˆ ijk is a zero-mean Gaussian random variable with variance σn . [sent-239, score-0.278]
75 Then, we revealed {Tijk }(ijk)∈Ω to the noisy recovery algorithm and collect the recovered matrix X, Y, Z. [sent-240, score-0.503]
76 The error of recovery result is measured by ( X − A F + Y − B F + Z − C F )/( A F + B F + C F ). [sent-241, score-0.309]
77 Table 1(b) indicates that the recovery is not reliable when we have too few observations, while the performance of the algorithm is much more stable for a sufficient number of observations around four times of the degree of freedom. [sent-286, score-0.436]
78 Table 1(c) shows that the recovery error is not affected much by the rank, as the number of observations scales with the degree of freedom in our setting. [sent-287, score-0.435]
79 In order to demonstrate the performance of pairwise interaction tensor on real world applications, we conducted experiments on the Movielens dataset. [sent-289, score-0.923]
80 We randomly select 10% ratings as test set and use the rest of the ratings as training set. [sent-293, score-0.132]
81 In the end, we obtained a tensor T of size 6040 × 3706 × 36, in which the axes corresponded to user, movie and timestamp respectively, with 0. [sent-294, score-0.539]
82 We applied the noisy recovery algorithm on the training set. [sent-296, score-0.387]
83 Following previous studies which applies SVT algorithm on movie recommendation datasets [11], we used a pre-specified truncation level r for computing SVD in each iteration, i. [sent-297, score-0.193]
84 Therefore, the rank of recovered matrices are at most r. [sent-300, score-0.205]
85 We compared our algorithm with noisy matrix completion method using standard SVT optimization algorithm [3, 4] to the same dataset while ignore the time information. [sent-302, score-0.284]
86 Here we can regard the noisy matrix completion algorithm as a special case of the recover a pairwise interaction tensor of size 6040 × 3706 × 1, i. [sent-303, score-1.274]
87 We also noted that the training tensor had more than one million observed entries and 80 millions total entries. [sent-306, score-0.462]
88 This scale made a number of tensor recovery algorithms, for example Tucker decomposition and PARAFAC [12], impractical to apply on the dataset. [sent-307, score-0.737]
89 In contrast, our recovery algorithm took 2430 seconds to finish on a standard workstation for truncation level r = 100. [sent-308, score-0.369]
90 The empirical result of Figure 2(a) suggests that, by incorporating the temporal information, pairwise interaction tensor recovery algorithm consistently outperformed the matrix completion method. [sent-310, score-1.483]
91 Interestingly, we can see that, for most parameter settings in Figure 2(b), our algorithm recovered a rank 2 matrix Y representing the change of movie popularity over time and a rank 15 matrix Z that encodes the change of user interests over time. [sent-311, score-0.486]
92 861 (quote from Figure 7 of the paper) result of 30-dimensional Bayesian Probabilistic Tensor Factorization (BPTF) on the same dataset, where the authors predict the ratings by factorizing a 6040 × 3706 × 36 tensor using BPTF method [26]. [sent-315, score-0.52]
93 We may attribute the performance gain to the modeling flexibility of pairwise interaction tensor and the learning guarantees of our algorithm. [sent-316, score-0.923]
94 5 Conclusion In this paper, we proved rigorous guarantees for convex programs for recovery of pairwise interaction tensors with missing entries, both in the absence and in the presence of noise. [sent-330, score-1.162]
95 In the noiseless case, simulations showed that the exact recovery almost always succeeded if the number of observations is a constant time of the degree of freedom, which agrees asymptotically with the theoretical result. [sent-333, score-0.514]
96 In the noisy case, the simulation results confirmed that the stable recovery algorithm is able to reliably recover pairwise interaction tensor from noisy observations. [sent-334, score-1.516]
97 Our results on the temporal movie recommendation application demonstrated that, by incorporating the temporal information, our algorithm outperforms conventional matrix completion and achieves state-of-the-art results. [sent-335, score-0.429]
98 Tensor completion for estimating missing values in visual data. [sent-385, score-0.151]
99 Learning optimal ranking with tensor factorization for tag recommendation. [sent-391, score-0.517]
100 Non-negative tensor factorization with applications to statistics and computer vision. [sent-400, score-0.466]
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