Systems | Information | Learning | Optimization
 

Iterative Collaborative Filtering for Sparse Noisy Tensor Estimation

We present a generalization of the collaborative filtering algorithm for the task of tensor estimation, i.e. estimating a low-rank 3-order n-by-n-by-n tensor from noisy observations of randomly chosen entries in the sparse regime. Not only does the algorithm have desirable computational properties, it also provably achieves sample complexity that (nearly) …