Provable Tensor Factorization with Missing Data

Abstract

We study the problem of low-rank tensor factorization in the presence of missing data. We ask the following question: how many sampled entries do we need, to efficiently and exactly reconstruct a tensor with a low-rank orthogonal decomposition? We propose a novel alternating minimization based method which iteratively refines estimates of the singular vectors. We show that under certain standard assumptions, our method can recover a three-mode $n\times n\times n$ dimensional rank-$r$ tensor exactly from $O(n^{3/2} r^5 \log^4 n)$ randomly sampled entries. In the process of proving this result, we solve two challenging sub-problems for tensors with missing data. First, in analyzing the initialization step, we prove a generalization of a celebrated result by Szemer\'edie et al. on the spectrum of random graphs. Next, we prove global convergence of alternating minimization with a good initialization. Simulations suggest that the dependence of the sample size on dimensionality $n$ is indeed tight.