Trace norm regularization for the estimation of low-rank tensors
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
Download the scripts, and extract them. You can also preview them before downloading.
Also download the N-way toolbox (for comparison).
- Open Matlab and type
>> test_compare;
to get Figure 1,>> test_threshold;
to get Figure 2.
Results
You should get something like this
Reference
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