Learning Representations from Imperfect Time Series Data via Tensor Rank Regularization

Abstract: There has been an increased interest in multimodal language processing including multimodal dialog, question answering, sentiment analysis, and speech recognition. However, naturally occurring multimodal data is often imperfect as a result of imperfect modalities, missing entries or noise corruption. To address these concerns, we present a regularization method based on tensor rank minimization. Our method is based on the observation that high-dimensional multimodal time series data often exhibit correlations across time and modalities which leads to low-rank tensor representations. However, the presence of noise or incomplete values breaks these correlations and results in tensor representations of higher rank. We design a model to learn such tensor representations and effectively regularize their rank. Experiments on multimodal language data show that our model achieves good results across various levels of imperfection.