Related papers: Provable Online CP/PARAFAC Decomposition of a Stru…
Tensors have broad applications in neuroimaging, data mining, digital marketing, etc. CANDECOMP/PARAFAC (CP) tensor decomposition can effectively reduce the number of parameters to gain dimensionality-reduction and thus plays a key role in…
High-dimensional tensor-valued data have recently gained attention from researchers in economics and finance. We consider the estimation and inference of high-dimensional tensor factor models, where each dimension of the tensor diverges.…
CANDECOMP/PARAFAC (CPD) approximates multiway data by sum of rank-1 tensors. Our recent study has presented a method to rank-1 tensor deflation, i.e. sequential extraction of the rank-1 components. In this paper, we extend the method to…
An increasing number of data science and machine learning problems rely on computation with tensors, which better capture the multi-way relationships and interactions of data than matrices. When tapping into this critical advantage, a key…
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…
Many machine learning applications use latent variable models to explain structure in data, whereby visible variables (= coordinates of the given datapoint) are explained as a probabilistic function of some hidden variables. Finding…
Tensor decompositions have become a central tool in data science, with applications in areas such as data analysis, signal processing, and machine learning. A key property of many tensor decompositions, such as the canonical polyadic…
We present a new method for online prediction and learning of tensors ($N$-way arrays, $N >2$) from sequential measurements. We focus on the specific case of 3-D tensors and exploit a recently developed framework of structured tensor…
Recently, introducing Tensor Decomposition (TD) techniques into unsupervised feature selection (UFS) has been an emerging research topic. A tensor structure is beneficial for mining the relations between different modes and helps relieve…
Tensor linear regression is an important and useful tool for analyzing tensor data. To deal with high dimensionality, CANDECOMP/PARAFAC (CP) low-rank constraints are often imposed on the coefficient tensor parameter in the (penalized)…
In this paper, we provide local and global convergence guarantees for recovering CP (Candecomp/Parafac) tensor decomposition. The main step of the proposed algorithm is a simple alternating rank-$1$ update which is the alternating version…
We describe a probabilistic PARAFAC/CANDECOMP (CP) factorization for multiway (i.e., tensor) data that incorporates auxiliary covariates, SupCP. SupCP generalizes the supervised singular value decomposition (SupSVD) for vector-valued…
Low-rank tensor factorization or completion is well-studied and applied in various online settings, such as online tensor factorization (where the temporal mode grows) and online tensor completion (where incomplete slices arrive gradually).…
High-dimensional tensors or multi-way data are becoming prevalent in areas such as biomedical imaging, chemometrics, networking and bibliometrics. Traditional approaches to finding lower dimensional representations of tensor data include…
There is an emerging interest in tensor factorization applications in big-data analytics and machine learning. To speed up the factorization of extra-large datasets, organized in multidimensional arrays (aka tensors), easy to compute…
Canonical Polyadic (CP) tensor decomposition is a fundamental technique for analyzing high-dimensional tensor data. While the Alternating Least Squares (ALS) algorithm is widely used for computing CP decomposition due to its simplicity and…
Feature extraction for tensor data serves as an important step in many tasks such as anomaly detection, process monitoring, image classification, and quality control. Although many methods have been proposed for tensor feature extraction,…
Federated learning and analytics are often described as collections of separate protocols, even when they share the same mathematical form: client-local tensor computation, mergeable aggregation into shared state, and shared-only…
Decompositions of tensors into factor matrices, which interact through a core tensor, have found numerous applications in signal processing and machine learning. A more general tensor model which represents data as an ordered network of…
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…