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Tensor Generalized Approximate Message Passing

Yinchuan Li, Guangchen Lan, Xiaodong Wang

TL;DR

This work tackles low-rank tensor inference for completion and decomposition by introducing TeG-AMP, an AMP-based algorithm tailored to the Tensor Ring (TR) decomposition. The method derives a belief-propagation–inspired approximation in the high-dimensional limit, enabling tractable updates that exploit tensor structure and generalize across TR, CP, TT, and Tucker forms. A CP-based simplification, TeS-AMP, is also presented to reduce complexity for CP-rank tensors. Experimental results on synthetic TR tensors and MNIST data demonstrate that TeG-AMP achieves significantly better recovery than AltMin and BiG-AMP by leveraging the full tensor structure, albeit with higher computational cost, which motivates the damping strategies and TeS-AMP as a practical alternative.

Abstract

We propose a tensor generalized approximate message passing (TeG-AMP) algorithm for low-rank tensor inference, which can be used to solve tensor completion and decomposition problems. We derive TeG-AMP algorithm as an approximation of the sum-product belief propagation algorithm in high dimensions where the central limit theorem and Taylor series approximations are applicable. As TeG-AMP is developed based on a general TR decomposition model, it can be directly applied to many low-rank tensor types. Moreover, our TeG-AMP can be simplified based on the CP decomposition model and a tensor simplified AMP is proposed for low CP-rank tensor inference problems. Experimental results demonstrate that the proposed methods significantly improve recovery performances since it takes full advantage of tensor structures.

Tensor Generalized Approximate Message Passing

TL;DR

This work tackles low-rank tensor inference for completion and decomposition by introducing TeG-AMP, an AMP-based algorithm tailored to the Tensor Ring (TR) decomposition. The method derives a belief-propagation–inspired approximation in the high-dimensional limit, enabling tractable updates that exploit tensor structure and generalize across TR, CP, TT, and Tucker forms. A CP-based simplification, TeS-AMP, is also presented to reduce complexity for CP-rank tensors. Experimental results on synthetic TR tensors and MNIST data demonstrate that TeG-AMP achieves significantly better recovery than AltMin and BiG-AMP by leveraging the full tensor structure, albeit with higher computational cost, which motivates the damping strategies and TeS-AMP as a practical alternative.

Abstract

We propose a tensor generalized approximate message passing (TeG-AMP) algorithm for low-rank tensor inference, which can be used to solve tensor completion and decomposition problems. We derive TeG-AMP algorithm as an approximation of the sum-product belief propagation algorithm in high dimensions where the central limit theorem and Taylor series approximations are applicable. As TeG-AMP is developed based on a general TR decomposition model, it can be directly applied to many low-rank tensor types. Moreover, our TeG-AMP can be simplified based on the CP decomposition model and a tensor simplified AMP is proposed for low CP-rank tensor inference problems. Experimental results demonstrate that the proposed methods significantly improve recovery performances since it takes full advantage of tensor structures.

Paper Structure

This paper contains 58 sections, 180 equations, 21 figures, 2 tables, 2 algorithms.

Figures (21)

  • Figure 1: An illustration of the factor-graph for tensor generalized inference problem based on TR decomposition. The factor nodes $\{ p({v_{\mathbf{x}} | u_{\mathbf{x}}}) \}$ are represented as 'boxes', and the number of factor nodes is $\prod_{i}{N_i}$. The variable nodes $\{ \mathcal{Z}_i (:,x_i,:)\}$ are represented as 'circles', and the number of variable nodes is $\sum_{i}{N_i}$. Each factor node $p\left({ v_{\mathbf{n}} | u_{\mathbf{n}}}\right)$ is connected to $d$ variable nodes $\{ \mathcal{Z}_{i}(:,x_i,:):i=1,...,d\}$, and each variable node $\mathcal{Z}_{i}(:,x_i,:)$ is connected to $\prod_{i'=1}^{d}{N_{i'}}/N_{i}$ factor nodes $\{p\left({ v_{\mathbf{x}'} | u_{\mathbf{x}'}}\right):x'_i= x_i\}$.
  • Figure 2: Comparison results for TR-rank tensor $\mathcal{U} \in \mathbb{R}^{6 \times 7 \times 8}$. The sampling rate in noisy cases is $100\%$. Upper-Left: TR-rank $2,3,3$ in noiseless cases; Upper-Right: TR-rank $2,2,2$ in noiseless cases; Below-Left: TR-rank $2,3,3$ in noisy cases; Below-Right: TR-rank $2,2,2$ in noisy cases.
  • Figure 3: MNIST digits with size $28\times 28 \times 6$ and TR rank $14\times 14 \times 6$. The sampling rate is $40\%$. Line 1: Ground truth; Line 2: Sampling Results; Line 3: Recovered digits via AltMin; Line 4: Recovered digits via BiG-AMP; Line 5: Recovered digits via TeG-AMP.
  • Figure 4: Factor graph of postulated posterior $p(x|y)$.
  • Figure 5: A graphical representation of the TR decomposition.
  • ...and 16 more figures

Theorems & Definitions (13)

  • Remark 3.1: Differences
  • Remark 3.2: Structure
  • Remark 3.3: Structure
  • Definition A.1
  • Remark D.1
  • Remark D.2
  • Remark E.1
  • Remark E.2
  • Remark E.3
  • Remark H.1
  • ...and 3 more