اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدMTC: Multiresolution Tensor Completion from Partial and Coarse Observations
109
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
Existing tensor completion formulation mostly relies on partial observations from a single tensor. However, tensors extracted from real-world data are often more complex due to: (i) Partial observation: Only a small subset (e.g., 5%) of tensor elements are available. (ii) Coarse observation: Some tensor modes only present coarse and aggregated patterns (e.g., monthly summary instead of daily reports). In this paper, we are given a subset of the tensor and some aggregated/coarse observations (along one or more modes) and seek to recover the original fine-granular tensor with low-rank factorization. We formulate a coupled tensor completion problem and propose an efficient Multi-resolution Tensor Completion model (MTC) to solve the problem. Our MTC model explores tensor mode properties and leverages the hierarchy of resolutions to recursively initialize an optimization setup, and optimizes on the coupled system using alternating least squares. MTC ensures low computational and space complexity. We evaluate our model on two COVID-19 related spatio-temporal tensors. The experiments show that MTC could provide 65.20% and 75.79% percentage of fitness (PoF) in tensor completion with only 5% fine granular observations, which is 27.96% relative improvement over the best baseline. To evaluate the learned low-rank factors, we also design a tensor prediction task for daily and cumulative disease case predictions, where MTC achieves 50% in PoF and 30% relative improvements over the best baseline.
قيم البحث
اقرأ أيضاً
We consider a low-rank tensor completion (LRTC) problem which aims to recover a tensor from incomplete observations. LRTC plays an important role in many applications such as signal processing, computer vision, machine learning, and neuroscience. A w
idely used approach is to combine the tensor completion data fitting term with a regularizer based on a convex relaxation of the multilinear ranks of the tensor. For the data fitting function, we model the tensor variable by using the Canonical Polyadic (CP) decomposition and for the low-rank promoting regularization function, we consider a graph Laplacian-based function which exploits correlations between the rows of the matrix unfoldings. For solving our LRTC model, we propose an efficient alternating minimization algorithm. Furthermore, based on the Kurdyka-{L}ojasiewicz property, we show that the sequence generated by the proposed algorithm globally converges to a critical point of the objective function. Besides, an alternating direction method of multipliers algorithm is also developed for the LRTC model. Extensive numerical experiments on synthetic and real data indicate that the proposed algorithms are effective and efficient.
Multiresolution Matrix Factorization (MMF) was recently introduced as an alternative to the dominant low-rank paradigm in order to capture structure in matrices at multiple different scales. Using ideas from multiresolution analysis (MRA), MMF teased
out hierarchical structure in symmetric matrices by constructing a sequence of wavelet bases. While effective for such matrices, there is plenty of data that is more naturally represented as nonsymmetric matrices (e.g. directed graphs), but nevertheless has similar hierarchical structure. In this paper, we explore techniques for extending MMF to any square matrix. We validate our approach on numerous matrix compression tasks, demonstrating its efficacy compared to low-rank methods. Moreover, we also show that a combined low-rank and MMF approach, which amounts to removing a small global-scale component of the matrix and then extracting hierarchical structure from the residual, is even more effective than each of the two complementary methods for matrix compression.
In this paper, we study the nonlinear inverse problem of estimating the spectrum of a system matrix, that drives a finite-dimensional affine dynamical system, from partial observations of a single trajectory data. In the noiseless case, we prove an a
nnihilating polynomial of the system matrix, whose roots are a subset of the spectrum, can be uniquely determined from data. We then study which eigenvalues of the system matrix can be recovered and derive various sufficient and necessary conditions to characterize the relationship between the recoverability of each eigenvalue and the observation locations. We propose various reconstruction algorithms, with theoretical guarantees, generalizing the classical Prony method, ESPIRIT, and matrix pencil method. We test the algorithms over a variety of examples with applications to graph signal processing, disease modeling and a real-human motion dataset. The numerical results validate our theoretical results and demonstrate the effectiveness of the proposed algorithms, even when the data did not follow an exact linear dynamical system.
Tensor completion can estimate missing values of a high-order data from its partially observed entries. Recent works show that low rank tensor ring approximation is one of the most powerful tools to solve tensor completion problem. However, existing
algorithms need predefined tensor ring rank which may be hard to determine in practice. To address the issue, we propose a hierarchical tensor ring decomposition for more compact representation. We use the standard tensor ring to decompose a tensor into several 3-order sub-tensors in the first layer, and each sub-tensor is further factorized by tensor singular value decomposition (t-SVD) in the second layer. In the low rank tensor completion based on the proposed decomposition, the zero elements in the 3-order core tensor are pruned in the second layer, which helps to automatically determinate the tensor ring rank. To further enhance the recovery performance, we use total variation to exploit the locally piece-wise smoothness data structure. The alternating direction method of multiplier can divide the optimization model into several subproblems, and each one can be solved efficiently. Numerical experiments on color images and hyperspectral images demonstrate that the proposed algorithm outperforms state-of-the-arts ones in terms of recovery accuracy.
Sparse Identification of Nonlinear Dynamics (SINDy) is a method of system discovery that has been shown to successfully recover governing dynamical systems from data (Brunton et al., PNAS, 16; Rudy et al., Sci. Adv. 17). Recently, several groups have
independently discovered that the weak formulation provides orders of magnitude better robustness to noise. Here we extend our Weak SINDy (WSINDy) framework introduced in (arXiv:2005.04339) to the setting of partial differential equations (PDEs). The elimination of pointwise derivative approximations via the weak form enables effective machine-precision recovery of model coefficients from noise-free data (i.e. below the tolerance of the simulation scheme) as well as robust identification of PDEs in the large noise regime (with signal-to-noise ratio approaching one in many well-known cases). This is accomplished by discretizing a convolutional weak form of the PDE and exploiting separability of test functions for efficient model identification using the Fast Fourier Transform. The resulting WSINDy algorithm for PDEs has a worst-case computational complexity of $mathcal{O}(N^{D+1}log(N))$ for datasets with $N$ points in each of $D+1$ dimensions (i.e. $mathcal{O}(log(N))$ operations per datapoint). Furthermore, our Fourier-based implementation reveals a connection between robustness to noise and the spectra of test functions, which we utilize in an textit{a priori} selection algorithm for test functions. Finally, we introduce a learning algorithm for the threshold in sequential-thresholding least-squares (STLS) that enables model identification from large libraries, and we utilize scale-invariance at the continuum level to identify PDEs from poorly-scaled datasets. We demonstrate WSINDys robustness, speed and accuracy on several challenging PDEs.
الأسئلة المقترحة
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
