论文标题

通过整数编程加速非负张量完成

Accelerated Nonnegative Tensor Completion via Integer Programming

论文作者

Pan, Wenhao, Aswani, Anil, Chen, Chen

论文摘要

张量完成的问题在医疗保健,计算机视觉和其他域中提供了应用。但是,过去的张量完成方法遇到了张力,因为它们要么具有多项式时间计算,但要比信息理论率呈指数型样本,或者使用较少的样本,但需要解决NP硬性问题,而NP硬性问题没有已知的实际算法。基于整数编程的最新方法将这种张力解决了非负张量的完成。它达到了信息理论样本复杂性率,并部署了混合条件梯度算法,该算法需要线性(数值公差)数量的甲骨文步骤,以收敛到全局最佳。这种方法的权衡是,在最坏的情况下,Oracle步骤需要解决整数线性程序。尽管有这样的理论限制,但数值实验表明,在某些情况下,该算法在运行在个人计算机上时可以扩展多达1亿个条目。本文的目的是进一步增强该算法,以扩大可以解决的实例的广度和规模。我们探索几种可以维持与算法相同的理论保证的变体,但提供了可能更快的计算。我们考虑不同的数据结构,梯度下降步骤的加速度以及混合成对条件梯度算法的使用。我们描述了原始方法和这些变体,并进行了数值实验,以探索这些算法设计选择中的各种权衡。

The problem of tensor completion has applications in healthcare, computer vision, and other domains. However, past approaches to tensor completion have faced a tension in that they either have polynomial-time computation but require exponentially more samples than the information-theoretic rate, or they use fewer samples but require solving NP-hard problems for which there are no known practical algorithms. A recent approach, based on integer programming, resolves this tension for nonnegative tensor completion. It achieves the information-theoretic sample complexity rate and deploys the Blended Conditional Gradients algorithm, which requires a linear (in numerical tolerance) number of oracle steps to converge to the global optimum. The tradeoff in this approach is that, in the worst case, the oracle step requires solving an integer linear program. Despite this theoretical limitation, numerical experiments show that this algorithm can, on certain instances, scale up to 100 million entries while running on a personal computer. The goal of this paper is to further enhance this algorithm, with the intention to expand both the breadth and scale of instances that can be solved. We explore several variants that can maintain the same theoretical guarantees as the algorithm, but offer potentially faster computation. We consider different data structures, acceleration of gradient descent steps, and the use of the Blended Pairwise Conditional Gradients algorithm. We describe the original approach and these variants, and conduct numerical experiments in order to explore various tradeoffs in these algorithmic design choices.

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