Trace norm regularization for the estimation of low-rank tensors

Note: this is made available mainly for reproducibility. Please have a look into the latest version.

You can download Matlab scripts that reproduce the results in our technical report "On the extension of trace norm to tensors" from this page.

Instructions

1. Download and extract.
2. Also download the N-way toolbox (for comparison).
3. Open Matlab and type

 test_compare;

to get Figure 1,

 test_threshold;

to get Figure 2.

Results

You should get something like this

References

• Nathan Halko, Per-Gunnar Martinsson, and Joel Tropp, Finding structure with randomness: Stochastic algorithms for constructing approximate matrix decompositions, arXiv:0909.4061 [math.NA; math.PR], 2009 (available at http://arxiv.org). We have included the implementation by Mark Tygert http://cims.nyu.edu/~tygert/software.html
• Rasmus Bro & Claus A. Andersson, The N-way toolbox for MATLAB, Chemometrics & Intelligent Laboratory Systems, vol. 52, no. 1, pp. 1–4, 2000