Variational Bayesian inference for CP tensor completion with side information. (arXiv:2206.12486v2 [cs.LG] UPDATED)

We propose a message passing algorithm, based on variational Bayesian
inference, for low-rank tensor completion with automatic rank determination in
the canonical polyadic format when additional side information (SI) is given.
The SI comes in the form of low-dimensional subspaces the contain the fiber
spans of the tensor (columns, rows, tubes, etc.). We validate the
regularization properties induced by SI with extensive numerical experiments on
synthetic and real-world data and present the results about tensor recovery and
rank determination. The …

arxiv bayesian bayesian inference inference information lg tensor