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Online Matrix Factorization (OMF) is a fundamental tool for dictionary learning problems, giving an approximate representation of complex data sets in terms of a reduced number of extracted features. Convergence guarantees for most of the…

Machine Learning · Computer Science 2020-11-10 Hanbaek Lyu , Deanna Needell , Laura Balzano

The online analysis of multi-way data stored in a tensor $\mathcal{X} \in \mathbb{R} ^{I_1 \times \dots \times I_N} $ has become an essential tool for capturing the underlying structures and extracting the sensitive features which can be…

Machine Learning · Computer Science 2020-03-11 Ali Anaissi , Basem Suleiman , Seid Miad Zandavi

CANDECOMP/PARAFAC (CP) tensor factorization of incomplete data is a powerful technique for tensor completion through explicitly capturing the multilinear latent factors. The existing CP algorithms require the tensor rank to be manually…

Machine Learning · Computer Science 2015-01-22 Qibin Zhao , Liqing Zhang , Andrzej Cichocki

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

We consider the problem of factorizing a structured 3-way tensor into its constituent Canonical Polyadic (CP) factors. This decomposition, which can be viewed as a generalization of singular value decomposition (SVD) for tensors, reveals…

Machine Learning · Computer Science 2020-07-01 Sirisha Rambhatla , Xingguo Li , Jarvis Haupt

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

CANDECOMP/PARAFAC (CP) decomposition has been widely used to deal with multi-way data. For real-time or large-scale tensors, based on the ideas of randomized-sampling CP decomposition algorithm and online CP decomposition algorithm, a novel…

Machine Learning · Computer Science 2020-07-22 Congbo Ma , Xiaowei Yang , Hu Wang

The problem of incomplete data - i.e., data with missing or unknown values - in multi-way arrays is ubiquitous in biomedical signal processing, network traffic analysis, bibliometrics, social network analysis, chemometrics, computer vision,…

Numerical Analysis · Mathematics 2015-03-17 Evrim Acar , Tamara G. Kolda , Daniel M. Dunlavy , Morten Morup

We develop a unified and systematic framework for performing online nonnegative matrix factorization under a wide variety of important divergences. The online nature of our algorithm makes it particularly amenable to large-scale data. We…

Machine Learning · Statistics 2016-08-17 Renbo Zhao , Vincent Y. F. Tan , Huan Xu

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

Online nonnegative matrix factorization (ONMF) is a matrix factorization technique in the online setting where data are acquired in a streaming fashion and the matrix factors are updated each time. This enables factor analysis to be…

Machine Learning · Computer Science 2020-11-12 Hanbaek Lyu , Georg Menz , Deanna Needell , Christopher Strohmeier

The CANDECOMP/PARAFAC (CP) decomposition is a leading method for the analysis of multiway data. The standard alternating least squares algorithm for the CP decomposition (CP-ALS) involves a series of highly overdetermined linear least…

Numerical Analysis · Computer Science 2018-08-23 Casey Battaglino , Grey Ballard , Tamara G. Kolda

In biomedical research and other fields, it is now common to generate high content data that are both multi-source and multi-way. Multi-source data are collected from different high-throughput technologies while multi-way data are collected…

Machine Learning · Statistics 2025-02-28 Zhiyu Kang , Raghavendra B. Rao , Eric F. Lock

Tensor CANDECOMP/PARAFAC decomposition (CPD) is a fundamental model for tensor reconstruction. Although the Bayesian framework allows for principled uncertainty quantification and automatic hyperparameter learning, existing methods do not…

Machine Learning · Computer Science 2026-01-27 Bingyang Cheng , Zhongtao Chen , Yichen Jin , Hao Zhang , Chen Zhang , Edmund Y. Lam , Yik-Chung Wu

Tensor decomposition is a fundamental technique widely applied in signal processing, machine learning, and various other fields. However, traditional tensor decomposition methods encounter limitations when jointly analyzing multi-block…

Machine Learning · Computer Science 2024-06-27 Xiulin Wang , Jing Liu , Fengyu Cong

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 decompositions are powerful tools for large data analytics as they jointly model multiple aspects of data into one framework and enable the discovery of the latent structures and higher-order correlations within the data. One of the…

Machine Learning · Computer Science 2018-07-05 Ekta Gujral , Ravdeep Pasricha , Tianxiong Yang , Evangelos E. Papalexakis

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

Candecomp / PARAFAC (CP) decomposition, a generalization of the matrix singular value decomposition to higher-dimensional tensors, is a popular tool for analyzing multidimensional sparse data. On tensors with billions of nonzero entries,…

Numerical Analysis · Mathematics 2024-04-30 Vivek Bharadwaj , Osman Asif Malik , Riley Murray , Aydin Buluç , James Demmel

There is currently an unprecedented demand for large-scale temporal data analysis due to the explosive growth of data. Dynamic topic modeling has been widely used in social and data sciences with the goal of learning latent topics that…

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