Continuous dictionaries meet low-rank tensor approximations

09/14/2020
by   Clément Elvira, et al.
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In this short paper we bridge two seemingly unrelated sparse approximation topics: continuous sparse coding and low-rank approximations. We show that for a specific choice of continuous dictionary, linear systems with nuclear-norm regularization have the same solutions as a BLasso problem. Although this fact was already partially understood in the matrix case, we further show that for tensor data, using BLasso solvers for the low-rank approximation problem leads to a new branch of optimization methods yet vastly unexplored. In particular, the proposed Frank-Wolfe algorithm is showcased on an automatic tensor rank selection problem.

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