Tensor Completion with BMD Factor Nuclear Norm Minimization

Abstract

This paper is concerned with the problem of recovering third-order tensor data from limited samples. A recently proposed tensor decomposition (BMD) method has been shown to efficiently compress third-order spatiotemporal data. Using the BMD, we formulate a slicewise nuclear norm penalized algorithm to recover a third-order tensor from limited observed samples. We develop an efficient alternating direction method of multipliers (ADMM) scheme to solve the resulting minimization problem. Experimental results on real data show our method to give reconstruction comparable to those of HaLRTC (Liu et al., IEEE Trans Ptrn Anal Mchn Int, 2012), a well-known tensor completion method, in about the same number of iterations. However, our method has the advantage of smaller subproblems and higher parallelizability per iteration.

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