# Robust Max Entrywise Error Bounds for Tensor Estimation from Sparse   Observations via Similarity Based Collaborative Filtering

**Authors:** Devavrat Shah, Christina Lee Yu

arXiv: 1908.01241 · 2023-01-18

## TL;DR

This paper introduces a similarity-based collaborative filtering method for tensor estimation from sparse noisy observations, achieving near-optimal sample complexity and robustness to noise, with theoretical guarantees on error decay.

## Contribution

The paper presents a novel tensor estimation algorithm that nearly matches the conjectured lower bound on sample complexity and demonstrates robustness to arbitrary bounded noise.

## Key findings

- Achieves tensor recovery with error decaying as sample probability increases
- Robust to arbitrary bounded noise, with error degrading polynomially
- Sample complexity matches the connectivity threshold of the similarity graph

## Abstract

Consider the task of estimating a 3-order $n \times n \times n$ tensor from noisy observations of randomly chosen entries in the sparse regime. We introduce a similarity based collaborative filtering algorithm for estimating a tensor from sparse observations and argue that it achieves sample complexity that nearly matches the conjectured computationally efficient lower bound on the sample complexity for the setting of low-rank tensors. Our algorithm uses the matrix obtained from the flattened tensor to compute similarity, and estimates the tensor entries using a nearest neighbor estimator. We prove that the algorithm recovers a finite rank tensor with maximum entry-wise error (MEE) and mean-squared-error (MSE) decaying to $0$ as long as each entry is observed independently with probability $p = \Omega(n^{-3/2 + \kappa})$ for any arbitrarily small $\kappa > 0$. More generally, we establish robustness of the estimator, showing that when arbitrary noise bounded by $\varepsilon \geq 0$ is added to each observation, the estimation error with respect to MEE and MSE degrades by $\text{poly}(\varepsilon)$. Consequently, even if the tensor may not have finite rank but can be approximated within $\varepsilon \geq 0$ by a finite rank tensor, then the estimation error converges to $\text{poly}(\varepsilon)$. Our analysis sheds insight into the conjectured sample complexity lower bound, showing that it matches the connectivity threshold of the graph used by our algorithm for estimating similarity between coordinates.

## Full text

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## Figures

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## References

47 references — full list in the complete paper: https://tomesphere.com/paper/1908.01241/full.md

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Source: https://tomesphere.com/paper/1908.01241