Expectile tensor completion to recover skewed network monitoring data

Network applications, such as network state tracking and forecasting, anomaly detection, and failure recovery, require complete network monitoring data. However, the monitoring data are often incomplete due to the use of partial measurements and the unavoidable loss of data during transmissions. Tensor completion has attracted some recent attentions with its capability of exploiting the multi-dimensional data structure for more accurate un-measurement/missing data inference. Although conventional tensor completion algorithms can work well when the application data follow the symmetric normal distribution, it cannot well handle network monitoring data which are highly skewed with heavy tails. To better follow the data distribution for more accurate recovery of the missing entries with large values, we propose a novel expectile tensor completion (ETC) formulation and a simple yet efficient tensor completion algorithm without hard-setting parameters for easy implementation. From both experimental and theoretical ways, we prove the convergence of the proposed algorithm. Extensive experiments on two real-world network monitoring datasets demonstrate the effectiveness of the proposed ETC.