Fast and Provable Tensor Robust Principal Component Analysis via Scaled Gradient Descent

  title={Fast and Provable Tensor Robust Principal Component Analysis via Scaled Gradient Descent},
  author={Harry Dong and Tian Tong and Cong Ma and Yuejie Chi},
An increasing number of data science and machine learning problems rely on computation with tensors, which better capture the multi-way relationships and interactions of data than matrices. When tapping into this critical advantage, a key challenge is to develop computationally efficient and provably correct algorithms for extracting useful information from tensor data that are simultaneously robust to corruptions and ill-conditioning. This paper tackles tensor robust principal component analysis… 

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