Link Prediction on Evolving Data using Matrix and Tensor Factorizations
Abstract not provided.
Publications
An Optimization Approach for Fitting Canonical Tensor Decompositions
Abstract not provided.
The Canonical Tensor Decomposition and Its Applications to Data Analysis
Abstract not provided.
Link Prediction on Evolving Data using Tensor Factorizations
Abstract not provided.
An optimization approach for fitting canonical tensor decompositions
Tensor decompositions are higher-order analogues of matrix decompositions and have proven to be powerful tools for data analysis. In particular, we are interested in the canonical tensor decomposition, otherwise known as the CANDECOMP/PARAFAC decomposition (CPD), which expresses a tensor as the sum of component rank-one tensors and is used in a multitude of applications such as chemometrics, signal processing, neuroscience, and web analysis. The task of computing the CPD, however, can be difficult. The typical approach is based on alternating least squares (ALS) optimization, which can be remarkably fast but is not very accurate. Previously, nonlinear least squares (NLS) methods have also been recommended; existing NLS methods are accurate but slow. In this paper, we propose the use of gradient-based optimization methods. We discuss the mathematical calculation of the derivatives and further show that they can be computed efficiently, at the same cost as one iteration of ALS. Computational experiments demonstrate that the gradient-based optimization methods are much more accurate than ALS and orders of magnitude faster than NLS.
CPOPT : optimization for fitting CANDECOMP/PARAFAC models
Tensor decompositions (e.g., higher-order analogues of matrix decompositions) are powerful tools for data analysis. In particular, the CANDECOMP/PARAFAC (CP) model has proved useful in many applications such chemometrics, signal processing, and web analysis; see for details. The problem of computing the CP decomposition is typically solved using an alternating least squares (ALS) approach. We discuss the use of optimization-based algorithms for CP, including how to efficiently compute the derivatives necessary for the optimization methods. Numerical studies highlight the positive features of our CPOPT algorithms, as compared with ALS and Gauss-Newton approaches.
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