When Bayesian Tensor Completion Meets Multioutput Gaussian Processes: Functional Universality and Rank Learning

TL;DR

This paper introduces RR-FBTC, a Bayesian tensor completion method that automatically determines tensor rank for continuous signals using multioutput Gaussian processes, with proven universality and efficient inference.

Contribution

The paper presents a novel Bayesian tensor completion approach that automatically learns tensor rank and demonstrates its universal approximation capability for continuous signals.

Findings

Outperforms state-of-the-art methods on synthetic datasets

Proven universal approximation property for continuous multi-dimensional signals

Efficient variational inference algorithm with closed-form updates

Abstract

Functional tensor decomposition can analyze multi-dimensional data with real-valued indices, paving the path for applications in machine learning and signal processing. A limitation of existing approaches is the assumption that the tensor rank-a critical parameter governing model complexity-is known. However, determining the optimal rank is a non-deterministic polynomial-time hard (NP-hard) task and there is a limited understanding regarding the expressive power of functional low-rank tensor models for continuous signals. We propose a rank-revealing functional Bayesian tensor completion (RR-FBTC) method. Modeling the latent functions through carefully designed multioutput Gaussian processes, RR-FBTC handles tensors with real-valued indices while enabling automatic tensor rank determination during the inference process. We establish the universal approximation property of the model for continuous multi-dimensional signals, demonstrating its expressive power in a concise format. To learn this model, we employ the variational inference framework and derive an efficient algorithm with closed-form updates. Experiments on both synthetic and real-world datasets demonstrate the effectiveness and superiority of the RR-FBTC over state-of-the-art approaches. The code is available at https://github.com/OceanSTARLab/RR-FBTC.