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We present a framework based on convex optimization and spectral regularization to perform learning when feature observations are multidimensional arrays (tensors). We give a mathematical characterization of spectral penalties for tensors and analyze a unifying class of convex optimization problems for which we present a provably convergent and scalable template algorithm. We then specialize this class of problems to perform learning both in a transductive as well as in an inductive setting. In the transductive case one has an input data tensor with missing features and, possibly, a partially observed matrix of labels. The goal is to both infer the missing input features as well as predict the missing labels. For induction, the goal is to determine a model for each learning task to be used for out of sample prediction. Each training pair consists of a multidimensional array and a set of labels each of which corresponding to related but distinct tasks. In either case the proposed technique exploits precise low multilinear rank assumptions over unknown multidimensional arrays; regularization is based on composite spectral penalties and connects to the concept of Multilinear Singular Value Decomposition. As a by-product of using a tensor-based formalism, our approach allows one to tackle the multi-task case in a natural way. Empirical studies demonstrate the merits of the proposed methods.

Learning with tensors: a framework based on convex optimization and spectral regularization