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We develop fast spectral algorithms for tensor decomposition that match the robustness guarantees of the best known polynomial-time algorithms for this problem based on the sum-of-squares (SOS) semidefinite programming hierarchy. Our algorithms can decompose a 4-tensor with $n$-dimensional orthonormal components in the presence of error with constant spectral norm (when viewed as an $n^2$-by-$n^2$ matrix). The running time is $n^5$ which is close to linear in the input size $n^4$. We also obtain algorithms with similar running time to learn sparsely-used orthogonal dictionaries even when feature representations have constant relative sparsity and non-independent coordinates. The only previous polynomial-time algorithms to solve these problem are based on solving large semidefinite programs. In contrast, our algorithms are easy to implement directly and are based on spectral projections and tensor-mode rearrangements. Or work is inspired by recent of Hopkins, Schramm, Shi, and Steurer (STOC16) that shows how fast spectral algorithms can achieve the guarantees of SOS for average-case problems. In this work, we introduce general techniques to capture the guarantees of SOS for worst-case problems.
Online Matrix Factorization (OMF) is a fundamental tool for dictionary learning problems, giving an approximate representation of complex data sets in terms of a reduced number of extracted features. Convergence guarantees for most of the OMF algorit
We establish connections between the problem of learning a two-layer neural network and tensor decomposition. We consider a model with feature vectors $boldsymbol x in mathbb R^d$, $r$ hidden units with weights ${boldsymbol w_i}_{1le i le r}$ and out
We give a new approach to the dictionary learning (also known as sparse coding) problem of recovering an unknown $ntimes m$ matrix $A$ (for $m geq n$) from examples of the form [ y = Ax + e, ] where $x$ is a random vector in $mathbb R^m$ with at most
We study the problem of tensor robust principal component analysis (TRPCA), which aims to separate an underlying low-multilinear-rank tensor and a sparse outlier tensor from their sum. In this work, we propose a fast non-convex algorithm, coined Robu
In this big data era, we often confront large-scale data in many machine learning tasks. A common approach for dealing with large-scale data is to build a small summary, {em e.g.,} coreset, that can efficiently represent the original input. However,