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Robust low-rank tensor regression via truncation and adaptive Huber loss

Abstract

This paper investigates robust low-rank tensor regression with only finite (1+ϵ)(1+\epsilon)-th moment noise based on the generalized tensor estimation framework proposed by Han et al. (2022). The theoretical result shows that when ϵ1\epsilon \geq 1, the robust estimator possesses the minimax optimal rate. While 1>ϵ>01> \epsilon>0, the rate is slower than the deviation bound of sub-Gaussian tails.

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