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The Canonical Polyadic (CP) tensor decomposition is frequently used as a model in applications in a variety of different fields. Using jackknife resampling to estimate parameter uncertainties is often desirable but results in an increase of…

Mathematical Software · Computer Science 2022-04-14 Christos Psarras , Lars Karlsson , Rasmus Bro , Paolo Bientinesi

The popular Alternating Least Squares (ALS) algorithm for tensor decomposition is efficient and easy to implement, but often converges to poor local optima---particularly when the weights of the factors are non-uniform. We propose a…

Machine Learning · Computer Science 2017-09-26 Vatsal Sharan , Gregory Valiant

We propose new Riemannian preconditioned algorithms for low-rank tensor completion via the polyadic decomposition of a tensor. These algorithms exploit a non-Euclidean metric on the product space of the factor matrices of the low-rank…

Optimization and Control · Mathematics 2022-06-06 Shuyu Dong , Bin Gao , Yu Guan , François Glineur

Low-rank Tucker and CP tensor decompositions are powerful tools in data analytics. The widely used alternating least squares (ALS) method, which solves a sequence of over-determined least squares subproblems, is costly for large and sparse…

Numerical Analysis · Mathematics 2021-08-26 Linjian Ma , Edgar Solomonik

Task-evoked functional magnetic resonance imaging studies, such as the Human Connectome Project (HCP), are a powerful tool for exploring how brain activity is influenced by cognitive tasks like memory retention, decision-making, and…

Applications · Statistics 2024-05-22 Michelle F. Miranda

Canonical Polyadic Decomposition (CPD) of a higher-order tensor is decomposition in a minimal number of rank-1 tensors. We give an overview of existing results concerning uniqueness. We present new, relaxed, conditions that guarantee…

Spectral Theory · Mathematics 2013-07-05 Ignat Domanov , Lieven De Lathauwer

For the antisymmetric tensors the paper examines a low-rank approximation which is represented via only three vectors. We describe a suitable low-rank format and propose an alternating least squares structure-preserving algorithm for…

Numerical Analysis · Mathematics 2024-11-08 Erna Begovic , Lana Perisa

Many approximations were suggested to circumvent the cubic complexity of kernel-based algorithms, allowing their application to large-scale datasets. One strategy is to consider the primal formulation of the learning problem by mapping the…

Machine Learning · Computer Science 2025-12-03 Albert Saiapin , Kim Batselier

Efficient modelling of feature interactions underpins supervised learning for non-sequential tasks, characterized by a lack of inherent ordering of features (variables). The brute force approach of learning a parameter for each interaction…

Machine Learning · Computer Science 2021-03-31 Alexandros Haliassos , Kriton Konstantinidis , Danilo P. Mandic

The CANDECOMP/PARAFAC (CP) tensor decomposition is a popular dimensionality-reduction method for multiway data. Dimensionality reduction is often sought after since many high-dimensional tensors have low intrinsic rank relative to the…

Numerical Analysis · Computer Science 2020-03-16 N. Benjamin Erichson , Krithika Manohar , Steven L. Brunton , J. Nathan Kutz

The decomposition of tensors into simple rank-1 terms is key in a variety of applications in signal processing, data analysis and machine learning. While this canonical polyadic decomposition (CPD) is unique under mild conditions, including…

Optimization and Control · Mathematics 2024-04-17 Nico Vervliet , Andreas Themelis , Panagiotis Patrinos , Lieven De Lathauwer

Tensors are multi-way arrays, and the Candecomp/Parafac (CP) tensor factorization has found application in many different domains. The CP model is typically fit using a least squares objective function, which is a maximum likelihood…

Numerical Analysis · Mathematics 2010-10-18 Eric C. Chi , Tamara G. Kolda

A novel algorithm to solve the quadratic programming problem over ellipsoids is proposed. This is achieved by splitting the problem into two optimisation sub-problems, quadratic programming over a sphere and orthogonal projection. Next, an…

Optimization and Control · Mathematics 2017-11-15 Anh-Huy Phan , Masao Yamagishi , Danilo Mandic , Andrzej Cichocki

In general, algorithms for order-3 CANDECOMP/-PARAFAC (CP), also coined canonical polyadic decomposition (CPD), are easily to implement and can be extended to higher order CPD. Unfortunately, the algorithms become computationally demanding,…

Numerical Analysis · Mathematics 2017-04-26 Anh Huy Phan , Petr Tichavsky , Andrzej Cichocki

We propose a new numerical algorithm for computing the tensor rank decomposition or canonical polyadic decomposition of higher-order tensors subject to a rank and genericity constraint. Reformulating this computational problem as a system…

Numerical Analysis · Mathematics 2024-07-02 Simon Telen , Nick Vannieuwenhoven

The epsilon alternating least squares ($\epsilon$-ALS) is developed and analyzed for canonical polyadic decomposition (approximation) of a higher-order tensor where one or more of the factor matrices are assumed to be columnwisely…

Optimization and Control · Mathematics 2019-12-06 Yuning Yang

In this paper, we develop a method which we call OnlineGCP for computing the Generalized Canonical Polyadic (GCP) tensor decomposition of streaming data. GCP differs from traditional canonical polyadic (CP) tensor decompositions as it…

Numerical Analysis · Mathematics 2021-10-28 Eric Phipps , Nick Johnson , Tamara G. Kolda

We consider the problem of low canonical polyadic (CP) rank tensor completion. A completion is a tensor whose entries agree with the observed entries and its rank matches the given CP rank. We analyze the manifold structure corresponding to…

Machine Learning · Computer Science 2017-04-03 Morteza Ashraphijuo , Xiaodong Wang

In this paper, we suggest a new method for a given tensor to find CP decompositions using a less number of rank $1$ tensors. The main ingredient is the Least Absolute Shrinkage and Selection Operator (LASSO) by considering the decomposition…

Commutative Algebra · Mathematics 2023-05-24 Taehyeong Kim , Jeong-Hoon Ju , Yeongrak Kim

Recent papers have developed alternating least squares (ALS) methods for CP and tensor ring decomposition with a per-iteration cost which is sublinear in the number of input tensor entries for low-rank decomposition. However, the…

Numerical Analysis · Mathematics 2022-06-22 Osman Asif Malik