NIPS Proceedingsβ

Low-Rank Regression with Tensor Responses

Part of: Advances in Neural Information Processing Systems 29 (NIPS 2016)

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Authors

Conference Event Type: Poster

Abstract

This paper proposes an efficient algorithm (HOLRR) to handle regression tasks where the outputs have a tensor structure. We formulate the regression problem as the minimization of a least square criterion under a multilinear rank constraint, a difficult non convex problem. HOLRR computes efficiently an approximate solution of this problem, with solid theoretical guarantees. A kernel extension is also presented. Experiments on synthetic and real data show that HOLRR computes accurate solutions while being computationally very competitive.