Related papers: Bayesian factorizations of big sparse tensors

Most regularized tensor regression research focuses on tensors predictors with scalars responses or vectors predictors to tensors responses. We consider the sparse low rank tensor on tensor regression where predictors $\mathcal{X}$ and…

Square matrices appear in many machine learning problems and models. Optimization over a large square matrix is expensive in memory and in time. Therefore an economic approximation is needed. Conventional approximation approaches factorize…

In this paper, we study the effects of different prior and likelihood choices for Bayesian matrix factorisation, focusing on small datasets. These choices can greatly influence the predictive performance of the methods. We identify four…

Modeling of multidimensional signal using tensor is more convincing than representing it as a collection of matrices. The tensor based approaches can explore the abundant spatial and temporal structures of the mutlidimensional signal. The…

Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized…

Dimension reduction techniques are often used when the high-dimensional tensor has relatively low intrinsic rank compared to the ambient dimension of the tensor. The CANDECOMP/PARAFAC (CP) tensor completion is a widely used approach to find…

We present a matrix-factorization algorithm that scales to input matrices with both huge number of rows and columns. Learned factors may be sparse or dense and/or non-negative, which makes our algorithm suitable for dictionary learning,…

Dimensionality reduction for high-order tensors is a challenging problem. In conventional approaches, higher order tensors are `vectorized` via Tucker decomposition to obtain lower order tensors. This will destroy the inherent high-order…

We propose a sparse and low-rank tensor regression model to relate a univariate outcome to a feature tensor, in which each unit-rank tensor from the CP decomposition of the coefficient tensor is assumed to be sparse. This structure is both…

Tensor decomposition is an important technique for capturing the high-order interactions among multiway data. Multi-linear tensor composition methods, such as the Tucker decomposition and the CANDECOMP/PARAFAC (CP), assume that the complex…

The importance of interpretability of machine learning models has been increasing due to emerging enterprise predictive analytics, threat of data privacy, accountability of artificial intelligence in society, and so on. Piecewise linear…

While nonparametric density estimators often perform well on low dimensional data, their performance can suffer when applied to higher dimensional data, owing presumably to the curse of dimensionality. One technique for avoiding this is to…

Parametric models in vector spaces are shown to possess an associated linear map. This linear operator leads directly to reproducing kernel Hilbert spaces and affine- / linear- representations in terms of tensor products. From the…

Obtaining a reliable estimate of the joint probability mass function (PMF) of a set of random variables from observed data is a significant objective in statistical signal processing and machine learning. Modelling the joint PMF as a tensor…

The concept of tensor rank, introduced in the twenties, has been popularized at the beginning of the seventies. This has allowed to carry out Factor Analysis on arrays with more than two indices. The generic rank may be seen as an upper…

The recent low-rank prior based models solve the tensor completion problem efficiently. However, these models fail to exploit the local patterns of tensors, which compromises the performance of tensor completion. In this paper, we propose a…

The CANDECOMP/PARAFAC (or Canonical polyadic, CP) decomposition of tensors has numerous applications in various fields, such as chemometrics, signal processing, machine learning, etc. Tensor CP decomposition assumes the knowledge of the…

Tensor Robust Principal Component Analysis (TRPCA) holds a crucial position in machine learning and computer vision. It aims to recover underlying low-rank structures and to characterize the sparse structures of noise. Current approaches…

We derive analytical expression of matrix factorization/completion solution by variational Bayes method, under the assumption that observed matrix is originally the product of low-rank dense and sparse matrices with additive noise. We…

Data in the form of ranking lists are frequently encountered, and combining ranking results from different sources can potentially generate a better ranking list and help understand behaviors of the rankers. Of interest here are the rank…