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We present a framework for supervised subspace tracking, when there are two time series $x_t$ and $y_t$, one being the high-dimensional predictors and the other being the response variables and the subspace tracking needs to take into…

Machine Learning · Computer Science 2015-09-02 Yao Xie , Ruiyang Song , Hanjun Dai , Qingbin Li , Le Song

We analyze stochastic gradient descent for optimizing non-convex functions. In many cases for non-convex functions the goal is to find a reasonable local minimum, and the main concern is that gradient updates are trapped in saddle points.…

Machine Learning · Computer Science 2015-03-10 Rong Ge , Furong Huang , Chi Jin , Yang Yuan

Tensor ring (TR) decomposition has been widely applied as an effective approach in a variety of applications to discover the hidden low-rank patterns in multidimensional data. A well-known method for TR decomposition is the alternating…

Numerical Analysis · Mathematics 2022-10-21 Yajie Yu , Hanyu Li

Low-rank tensor completion (LRTC) aims to recover a complete low-rank tensor from incomplete observed tensor, attracting extensive attention in various practical applications such as image processing and computer vision. However, current…

Computer Vision and Pattern Recognition · Computer Science 2024-04-19 Hongbing Zhang

Tensor completion is crucial in many scientific domains with missing data problems. Traditional low-rank tensor models, including CP, Tucker, and Tensor-Train, exploit low-dimensional structures to recover missing data. However, these…

Machine Learning · Computer Science 2025-05-19 Jingyang Li , Jiuqian Shang , Yang Chen

Tensor train (TT) decomposition provides a space-efficient representation for higher-order tensors. Despite its advantage, we face two crucial limitations when we apply the TT decomposition to machine learning problems: the lack of…

Machine Learning · Statistics 2017-08-03 Masaaki Imaizumi , Takanori Maehara , Kohei Hayashi

Spatiotemporal traffic time series, such as traffic speed data, collected from sensing systems are often incomplete, with considerable corruption and large amounts of missing values. A vast amount of data conceals implicit data structures,…

Optimization and Control · Mathematics 2025-04-04 Junxi Man , Yumin Lin , Xiaoyu Li

A novel algorithm is proposed for CANDECOMP/PARAFAC tensor decomposition to exploit best rank-1 tensor approximation. Different from the existing algorithms, our algorithm updates rank-1 tensors simultaneously in parallel. In order to…

Numerical Analysis · Computer Science 2017-09-26 Anh-Huy Phan , Petr Tichavský , Andrzej Cichocki

Consider traffic data (i.e., triplets in the form of source-destination-timestamp) that grow over time. Tensors (i.e., multi-dimensional arrays) with a time mode are widely used for modeling and analyzing such multi-aspect data streams. In…

Machine Learning · Computer Science 2021-03-03 Taehyung Kwon , Inkyu Park , Dongjin Lee , Kijung Shin

With the rapid development of smart distribution networks (DNs), the integrity and accuracy of grid measurement data are crucial to the safety and stability of the entire system. However, the quality of the user power consumption data…

Systems and Control · Electrical Eng. & Systems 2025-02-25 Tao Xu , Kaiqi Wang , Jiadong Zhang , Ji Qiao , Zixuan Zhao , Hong Zhu , Kai Sun

This paper proposes a novel formulation of the tensor completion problem to impute missing entries of data represented by tensors. The formulation is introduced in terms of tensor train (TT) rank which can effectively capture global…

Numerical Analysis · Computer Science 2016-01-07 Ho N. Phien , Hoang D. Tuan , Johann A. Bengua , Minh N. Do

Low-rank representation~(LRR) has been a significant method for segmenting data that are generated from a union of subspaces. It is, however, known that solving the LRR program is challenging in terms of time complexity and memory…

Machine Learning · Statistics 2017-10-24 Jie Shen , Ping Li , Huan Xu

Remotely sensed images may contain some missing areas because of poor weather conditions and sensor failure. Information of those areas may play an important role in the interpretation of multitemporal remotely sensed data. The paper aims…

Signal Processing · Electrical Eng. & Systems 2018-07-04 Teng-Yu Ji , Naoto Yokoya , Xiao Xiang Zhu , Ting-Zhu Huang

Multi-dimensional data completion is a critical problem in computational sciences, particularly in domains such as computer vision, signal processing, and scientific computing. Existing methods typically leverage either global low-rank…

Machine Learning · Computer Science 2025-08-07 Wenwu Gong , Lili Yang

We consider a decomposition method for compressive streaming data in the context of online compressive Robust Principle Component Analysis (RPCA). The proposed decomposition solves an $n$-$\ell_1$ cluster-weighted minimization to decompose…

Information Theory · Computer Science 2018-02-09 Huynh Van Luong , Nikos Deligiannis , Søren Forchhammer , André Kaup

In this paper, we aim at the problem of tensor data completion. Tensor-train decomposition is adopted because of its powerful representation ability and linear scalability to tensor order. We propose an algorithm named Sparse Tensor-train…

Numerical Analysis · Computer Science 2018-03-23 Longhao Yuan , Qibin Zhao , Jianting Cao

One popular way to compute the CANDECOMP/PARAFAC (CP) decomposition of a tensor is to transform the problem into a sequence of overdetermined least squares subproblems with Khatri-Rao product (KRP) structure involving factor matrices. In…

Numerical Analysis · Mathematics 2023-01-25 Yajie Yu , Hanyu Li

In this work, we study the online robust principal components' analysis (RPCA) problem. In recent work, RPCA has been defined as a problem of separating a low-rank matrix (true data), $L$, and a sparse matrix (outliers), $S$, from their…

Information Theory · Computer Science 2016-02-01 Jinchun Zhan , Brian Lois , Namrata Vaswani

We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…

Machine Learning · Computer Science 2023-05-23 Min Gan , Xiang-xiang Su , Guang-yong Chen , Jing Chen

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…

Numerical Analysis · Mathematics 2025-01-08 Zihao Wang , Minru Bai , Liang Chen , Xueying Zhao