# Relative Error Tensor Low Rank Approximation

**Authors:** Zhao Song, David P. Woodruff, Peilin Zhong

arXiv: 1704.08246 · 2018-04-02

## TL;DR

This paper introduces algorithms for relative error low rank approximation of tensors, overcoming structural and computational challenges, and provides the first such results for tensors under various error measures.

## Contribution

It presents the first relative error low rank approximation algorithms for tensors, using bicriteria and parameterized complexity approaches, with new bounds and lower bounds.

## Key findings

- Algorithms achieve $(1+)$-approximation in near-linear time for tensors.
- First relative error low rank approximation results for tensors under multiple error measures.
- Improved matrix CUR decomposition algorithms with $nnz(A)$-time complexity.

## Abstract

We consider relative error low rank approximation of $tensors$ with respect to the Frobenius norm: given an order-$q$ tensor $A \in \mathbb{R}^{\prod_{i=1}^q n_i}$, output a rank-$k$ tensor $B$ for which $\|A-B\|_F^2 \leq (1+\epsilon)$OPT, where OPT $= \inf_{\textrm{rank-}k~A'} \|A-A'\|_F^2$. Despite the success on obtaining relative error low rank approximations for matrices, no such results were known for tensors. One structural issue is that there may be no rank-$k$ tensor $A_k$ achieving the above infinum. Another, computational issue, is that an efficient relative error low rank approximation algorithm for tensors would allow one to compute the rank of a tensor, which is NP-hard. We bypass these issues via (1) bicriteria and (2) parameterized complexity solutions:   (1) We give an algorithm which outputs a rank $k' = O((k/\epsilon)^{q-1})$ tensor $B$ for which $\|A-B\|_F^2 \leq (1+\epsilon)$OPT in $nnz(A) + n \cdot \textrm{poly}(k/\epsilon)$ time in the real RAM model. Here $nnz(A)$ is the number of non-zero entries in $A$.   (2) We give an algorithm for any $\delta >0$ which outputs a rank $k$ tensor $B$ for which $\|A-B\|_F^2 \leq (1+\epsilon)$OPT and runs in $ ( nnz(A) + n \cdot \textrm{poly}(k/\epsilon) + \exp(k^2/\epsilon) ) \cdot n^\delta$ time in the unit cost RAM model.   For outputting a rank-$k$ tensor, or even a bicriteria solution with rank-$Ck$ for a certain constant $C > 1$, we show a $2^{\Omega(k^{1-o(1)})}$ time lower bound under the Exponential Time Hypothesis.   Our results give the first relative error low rank approximations for tensors for a large number of robust error measures for which nothing was known, as well as column row and tube subset selection. We also obtain new results for matrices, such as $nnz(A)$-time CUR decompositions, improving previous $nnz(A)\log n$-time algorithms, which may be of independent interest.

## Figures

37 figures with captions in the complete paper: https://tomesphere.com/paper/1704.08246/full.md

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Source: https://tomesphere.com/paper/1704.08246