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The epsilon alternating least squares ($\epsilon$-ALS) is developed and analyzed for canonical polyadic decomposition (approximation) of a higher-order tensor where one or more of the factor matrices are assumed to be columnwisely…

Optimization and Control · Mathematics 2019-12-06 Yuning Yang

CP tensor decomposition with alternating least squares (ALS) is dominated in cost by the matricized-tensor times Khatri-Rao product (MTTKRP) kernel that is necessary to set up the quadratic optimization subproblems. State-of-art parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-26 Linjian Ma , Edgar Solomonik

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

Low-rank approximation of tensors has been widely used in high-dimensional data analysis. It usually involves singular value decomposition (SVD) of large-scale matrices with high computational complexity. Sketching is an effective data…

Numerical Analysis · Mathematics 2023-01-30 Wandi Dong , Gaohang Yu , Liqun Qi , Xiaohao Cai

Multiway data often naturally occurs in a tensorial format which can be approximately represented by a low-rank tensor decomposition. This is useful because complexity can be significantly reduced and the treatment of large-scale data sets…

Machine Learning · Computer Science 2021-08-10 Clara Menzen , Manon Kok , Kim Batselier

The low-tubal-rank tensor model has been recently proposed for real-world multidimensional data. In this paper, we study the low-tubal-rank tensor completion problem, i.e., to recover a third-order tensor by observing a subset of its…

Machine Learning · Computer Science 2016-10-12 Xiao-Yang Liu , Shuchin Aeron , Vaneet Aggarwal , Xiaodong Wang

We study the convergence of the Regularized Alternating Least-Squares algorithm for tensor decompositions. As a main result, we have shown that given the existence of critical points of the Alternating Least-Squares method, the limit points…

Numerical Analysis · Mathematics 2015-03-19 Na Li , Stefan Kindermann , Carmeliza Navasca

In the last decade, tensors have shown their potential as valuable tools for various tasks in numerical linear algebra. While most of the research has been focusing on how to compress a given tensor in order to maintain information as well…

Numerical Analysis · Mathematics 2024-09-17 Alberto Bucci , Davide Palitta , Leonardo Robol

Tensor decompositions, such as CANDECOMP/PARAFAC (CP), are widely used in a variety of applications, such as chemometrics, signal processing, and machine learning. A broadly used method for computing such decompositions relies on the…

Mathematical Software · Computer Science 2022-05-02 Christos Psarras , Lars Karlsson , Rasmus Bro , Paolo Bientinesi

The Tucker tensor decomposition is a natural extension of the singular value decomposition (SVD) to multiway data. We propose to accelerate Tucker tensor decomposition algorithms by using randomization and parallelization. We present two…

Numerical Analysis · Mathematics 2023-06-12 Rachel Minster , Zitong Li , Grey Ballard

In this article we consider the iterative schemes to compute the canonical (CP) approximation of quantized data generated by a function discretized on a large uniform grid in an interval on the real line. This paper continues the research…

Numerical Analysis · Mathematics 2017-07-17 Boris N. Khoromskij , Kishore K. Naraparaju , Jan Schneider

This paper presents a multigrid algorithm for the computation of the rank-R canonical decomposition of a tensor for low rank R. Standard alternating least squares (ALS) is used as the relaxation method. Transfer operators and coarse-level…

Numerical Analysis · Mathematics 2011-11-28 Hans De Sterck , Killian Miller

In this paper, we discuss the acceleration of the regularized alternating least square (RALS) algorithm for tensor approximation. We propose a fast iterative method using a Aitken-Stefensen like updates for the regularized algorithm.…

Numerical Analysis · Mathematics 2017-07-25 Xiaofei Wang , Carmeliza Navasca , Stefan Kindermann

Based on sketching techniques, we propose two randomized algorithms for tensor ring (TR) decomposition. Specifically, by defining new tensor products and investigating their properties, we apply the Kronecker sub-sampled randomized Fourier…

Numerical Analysis · Mathematics 2022-09-14 Yajie Yu , Hanyu Li

For reconstruction of low-rank matrices from undersampled measurements, we develop an iterative algorithm based on least-squares estimation. While the algorithm can be used for any low-rank matrix, it is also capable of exploiting a-priori…

Statistics Theory · Mathematics 2012-06-13 Dave Zachariah , Martin Sundin , Magnus Jansson , Saikat Chatterjee

We study tensor completion (TC) through the lens of low-rank tensor decomposition (TD). Many TD algorithms use fast alternating minimization methods to solve highly structured linear regression problems at each step (e.g., for CP, Tucker,…

Data Structures and Algorithms · Computer Science 2025-08-13 Mehrdad Ghadiri , Matthew Fahrbach , Yunbum Kook , Ali Jadbabaie

Often, large, high dimensional datasets collected across multiple modalities can be organized as a higher order tensor. Low-rank tensor decomposition then arises as a powerful and widely used tool to discover simple low dimensional…

Machine Learning · Statistics 2020-01-29 Jonathan Kadmon , Surya Ganguli

We consider the problem of low-rank decomposition of incomplete multiway tensors. Since many real-world data lie on an intrinsically low dimensional subspace, tensor low-rank decomposition with missing entries has applications in many data…

Numerical Analysis · Computer Science 2016-08-24 Linxiao Yang , Jun Fang , Hongbin Li , Bing Zeng

This paper describes a new algorithm for computing a low-Tucker-rank approximation of a tensor. The method applies a randomized linear map to the tensor to obtain a sketch that captures the important directions within each mode, as well as…

Numerical Analysis · Mathematics 2021-05-04 Yiming Sun , Yang Guo , Charlene Luo , Joel Tropp , Madeleine Udell

CP decomposition (CPD) is prevalent in chemometrics, signal processing, data mining and many more fields. While many algorithms have been proposed to compute the CPD, alternating least squares (ALS) remains one of the most widely used…

Machine Learning · Computer Science 2022-05-12 Navjot Singh , Edgar Solomonik