SignT: Estimation of a signal tensor from a noisy and incomplete...

Description Usage Arguments Value References Examples

View source: R/signT.R

Description

Estimate a signal tensor from a noisy and incomplete data tensor using nonparametric tensor method via sign series.

Usage

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SignT(Y,truer,H,Lmin,Lmax,option = 1)

Arguments

Y

A given data tensor (possibly noisy and incomplete).

truer

A sign rank of the signal tensor.

H

A resolution parameter.

Lmin

A minimum value of the signal tensor (or a minimum value of the tensor Y).

Lmax

A maximum value of the signal tensor (or a maximum value of the tensor Y).

option

A large margin loss to be used. Use logistic loss if option = 1, hinge loss if option = 2.

Value

The returned value is a list with components.

fitted A series of optimizers that minimize the weighted classification loss at a given level pi.

est An estimated signal tensor based on nonparametic tensor method via sign series.

References

Lee, C., & Wang, M. (2021). Beyond the Signs: Nonparametric Tensor Completion via Sign Series. arXiv preprint arXiv:2102.00384.

Examples

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library(rTensor)
indices = c(2,3,4)
noise = rand_tensor(indices)@data
Theta = array(runif(prod(indices),min=-3,max = 3),indices)

# The signal plus noise model
Y = Theta + noise

# Estimate Theta from nonparametic completion method via sign series
hatTheta = SignT(Y,truer = 3,H = 5,Lmin = -3,Lmax = 3, option =1)
print(hatTheta$est)

Chanwoost/tensorsign documentation built on Feb. 3, 2021, 12:01 a.m.