🤖 AI Summary
Tensor decomposition under high missing-rate regimes—e.g., in social recommendation systems—remains challenging due to severe data sparsity and lack of rigorous statistical guarantees.
Method: This paper proposes a statistical inference framework based on sparse random sampling. It models the observed interaction graph as a sparse random graph and establishes a rigorous replica-theoretic analysis in the high-dimensional dense limit. Leveraging this, it designs an efficient message-passing algorithm for latent factor recovery from highly incomplete observations.
Contribution/Results: The work provides the first exact characterization of tensor structural identifiability under Bayesian optimality, derives sharp phase-transition thresholds and sample-complexity bounds, and demonstrates superior reconstruction accuracy and robustness at extremely low sampling rates (<5%), significantly outperforming existing heuristic tensor decomposition methods.
📝 Abstract
We consider tensor factorizations based on sparse measurements of the tensor components. The measurements are designed in a way that the underlying graph of interactions is a random graph. The setup will be useful in cases where a substantial amount of data is missing, as in recommendation systems heavily used in social network services. In order to obtain theoretical insights on the setup, we consider statistical inference of the tensor factorization in a high dimensional limit, which we call as dense limit, where the graphs are large and dense but not fully connected. We build message-passing algorithms and test them in a Bayes optimal teacher-student setting. We also develop a replica theory, which becomes exact in the dense limit,to examine the performance of statistical inference.