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We give a new approach to the dictionary learning (also known as "sparse coding") problem of recovering an unknown $n\times m$ matrix $A$ (for $m \geq n$) from examples of the form \[ y = Ax + e, \] where $x$ is a random vector in $\mathbb…

Data Structures and Algorithms · Computer Science 2014-11-11 Boaz Barak , Jonathan A. Kelner , David Steurer

CANDECOMP/PARAFAC (CP) decomposition is the mostly used model to formulate the received tensor signal in a massive MIMO system, as the receiver generally sums the components from different paths or users. To achieve accurate and low-latency…

Signal Processing · Electrical Eng. & Systems 2024-11-21 Xiao Gong , Wei Chen , Bo Ai , Geert Leus

Many idealized problems in signal processing, machine learning and statistics can be reduced to the problem of finding the symmetric canonical decomposition of an underlying symmetric and orthogonally decomposable (SOD) tensor. Drawing…

Numerical Analysis · Computer Science 2017-05-31 Cun Mu , Daniel Hsu , Donald Goldfarb

As tensor-valued data become increasingly common in time series analysis, there is a growing need for flexible and interpretable models that can handle high-dimensional predictors and responses across multiple modes. We propose a unified…

Methodology · Statistics 2025-06-10 Shibo Li , Yao Zheng

In this paper we develop two new Tensor Alternating Steepest Descent algorithms for tensor completion in the low-rank $\star_{M}$-product format, whereby we aim to reconstruct an entire low-rank tensor from a small number of measurements…

Numerical Analysis · Mathematics 2025-06-13 Oliver Townsend , Sergey Dolgov , Silvia Gazzola , Misha Kilmer

Robust tensor CP decomposition involves decomposing a tensor into low rank and sparse components. We propose a novel non-convex iterative algorithm with guaranteed recovery. It alternates between low-rank CP decomposition through gradient…

Machine Learning · Computer Science 2016-04-28 Animashree Anandkumar , Prateek Jain , Yang Shi , U. N. Niranjan

Nonnegative CANDECOMP/PARAFAC (NCP) decomposition is an important tool to process nonnegative tensor. Sometimes, additional sparse regularization is needed to extract meaningful nonnegative and sparse components. Thus, an optimization…

Machine Learning · Statistics 2018-12-31 Deqing Wang , Fengyu Cong , Tapani Ristaniemi

In numerous settings, it is increasingly common to deal with longitudinal data organized as high-dimensional multi-dimensional arrays, also known as tensors. Within this framework, the time-continuous property of longitudinal data often…

Methodology · Statistics 2026-01-28 Lucas Sort , Laurent Le Brusquet , Arthur Tenenhaus

We develop the first fast spectral algorithm to decompose a random third-order tensor over $\mathbb{R}^d$ of rank up to $O(d^{3/2}/\text{polylog}(d))$. Our algorithm only involves simple linear algebra operations and can recover all…

Machine Learning · Computer Science 2022-06-30 Jingqiu Ding , Tommaso d'Orsi , Chih-Hung Liu , Stefan Tiegel , David Steurer

Recovery of low-rank matrices from a small number of linear measurements is now well-known to be possible under various model assumptions on the measurements. Such results demonstrate robustness and are backed with provable theoretical…

Numerical Analysis · Mathematics 2019-08-23 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

Tensor decompositions, which represent an $N$-order tensor using approximately $N$ factors of much smaller dimensions, can significantly reduce the number of parameters. This is particularly beneficial for high-order tensors, as the number…

Machine Learning · Computer Science 2025-06-23 Zhen Qin , Michael B. Wakin , Zhihui Zhu

We consider the problem of online subspace tracking of a partially observed high-dimensional data stream corrupted by noise, where we assume that the data lie in a low-dimensional linear subspace. This problem is cast as an online low-rank…

Numerical Analysis · Computer Science 2017-10-02 Hiroyuki Kasai

In tensor completion tasks, the traditional low-rank tensor decomposition models suffer from the laborious model selection problem due to their high model sensitivity. In particular, for tensor ring (TR) decomposition, the number of model…

Machine Learning · Computer Science 2018-12-03 Longhao Yuan , Chao Li , Danilo Mandic , Jianting Cao , Qibin Zhao

The CP tensor decomposition is used in applications such as machine learning and signal processing to discover latent low-rank structure in multidimensional data. Computing a CP decomposition via an alternating least squares (ALS) method…

Numerical Analysis · Mathematics 2021-12-22 Rachel Minster , Irina Viviano , Xiaotian Liu , Grey Ballard

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…

Numerical Analysis · Mathematics 2021-04-01 Jiahua Jiang , Fatoumata Sanogo , Carmeliza Navasca

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…

Machine Learning · Statistics 2016-11-04 Bin Liu , Zenglin Xu , Yingming Li

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

Many real-world datasets are represented as tensors, i.e., multi-dimensional arrays of numerical values. Storing them without compression often requires substantial space, which grows exponentially with the order. While many tensor…

Machine Learning · Computer Science 2023-09-21 Taehyung Kwon , Jihoon Ko , Jinhong Jung , Kijung Shin

We develop fast spectral algorithms for tensor decomposition that match the robustness guarantees of the best known polynomial-time algorithms for this problem based on the sum-of-squares (SOS) semidefinite programming hierarchy. Our…

Machine Learning · Computer Science 2017-06-28 Tselil Schramm , David Steurer

Alternating least squares is the most widely used algorithm for CP tensor decomposition. However, alternating least squares may exhibit slow or no convergence, especially when high accuracy is required. An alternative approach is to regard…

Numerical Analysis · Mathematics 2020-06-11 Navjot Singh , Linjian Ma , Hongru Yang , Edgar Solomonik