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This paper studies how to recover parameters in diagonal Gaussian mixture models using tensors. High-order moments of the Gaussian mixture model are estimated from samples. They form incomplete symmetric tensors generated by hidden…

Numerical Analysis · Mathematics 2024-01-03 Bingni Guo , Jiawang Nie , Zi Yang

This work considers a computationally and statistically efficient parameter estimation method for a wide class of latent variable models---including Gaussian mixture models, hidden Markov models, and latent Dirichlet allocation---which…

Machine Learning · Computer Science 2014-11-17 Anima Anandkumar , Rong Ge , Daniel Hsu , Sham M. Kakade , Matus Telgarsky

This paper studies how to learn parameters in diagonal Gaussian mixture models. The problem can be formulated as computing incomplete symmetric tensor decompositions. We use generating polynomials to compute incomplete symmetric tensor…

Numerical Analysis · Mathematics 2021-06-10 Bingni Guo , Jiawang Nie , Zi Yang

This work provides a computationally efficient and statistically consistent moment-based estimator for mixtures of spherical Gaussians. Under the condition that component means are in general position, a simple spectral decomposition…

Machine Learning · Computer Science 2012-10-30 Daniel Hsu , Sham M. Kakade

We consider the problem of learning mixtures of generalized linear models (GLM) which arise in classification and regression problems. Typical learning approaches such as expectation maximization (EM) or variational Bayes can get stuck in…

Machine Learning · Computer Science 2016-01-14 Hanie Sedghi , Majid Janzamin , Anima Anandkumar

We consider the problem of decomposing higher-order moment tensors, i.e., the sum of symmetric outer products of data vectors. Such a decomposition can be used to estimate the means in a Gaussian mixture model and for other applications in…

Numerical Analysis · Mathematics 2020-10-06 Samantha Sherman , Tamara G. Kolda

Tensor decomposition methods are popular tools for learning latent variables given only lower-order moments of the data. However, the standard assumption is that we have sufficient data to estimate these moments to high accuracy. In this…

Machine Learning · Statistics 2019-03-13 Omer Gottesman , Weiwei Pan , Finale Doshi-Velez

We study the best low-rank Tucker decomposition of symmetric tensors. The motivating application is decomposing higher-order multivariate moments. Moment tensors have special structure and are important to various data science problems. We…

Numerical Analysis · Mathematics 2023-06-13 Ruhui Jin , Joe Kileel , Tamara G. Kolda , Rachel Ward

We present an algorithm for low rank decomposition of tensors of any symmetry type, from fully asymmetric to fully symmetric. It recovers the decomposition one summand at a time via the higher-order power method. This approach is known to…

Numerical Analysis · Mathematics 2026-05-22 Kexin Wang , João M. Pereira , Joe Kileel , Anna Seigal

A numerical algorithm to decompose an exact low-rank skew-symmetric tensor into a sum of elementary (rank-$1$) skew-symmetric tensors is introduced. The algorithm uncovers this Grassmann decomposition based on linear relations that are…

Numerical Analysis · Mathematics 2026-01-27 Nick Vannieuwenhoven

Gaussian mixture models (GMMs) are fundamental tools in statistical and data sciences. We study the moments of multivariate Gaussians and GMMs. The $d$-th moment of an $n$-dimensional random variable is a symmetric $d$-way tensor of size…

Machine Learning · Statistics 2022-03-23 João M. Pereira , Joe Kileel , Tamara G. Kolda

This chapter studies the problem of decomposing a tensor into a sum of constituent rank one tensors. While tensor decompositions are very useful in designing learning algorithms and data analysis, they are NP-hard in the worst-case. We will…

Data Structures and Algorithms · Computer Science 2020-07-31 Aravindan Vijayaraghavan

The tensor decomposition addressed in this paper may be seen as a generalisation of Singular Value Decomposition of matrices. We consider general multilinear and multihomogeneous tensors. We show how to reduce the problem to a truncated…

Algebraic Geometry · Mathematics 2012-10-17 Alessandra Bernardi , Jerome Brachat , Pierre Comon , Bernard Mourrain

We consider the problem of decomposing a real-valued symmetric tensor as the sum of outer products of real-valued vectors. Algebraic methods exist for computing complex-valued decompositions of symmetric tensors, but here we focus on…

Numerical Analysis · Mathematics 2018-08-23 Tamara G. Kolda

We propose a new algorithm for tensor decomposition, based on Jennrich's algorithm, and apply our new algorithmic ideas to blind deconvolution and Gaussian mixture models. Our first contribution is a simple and efficient algorithm to…

Machine Learning · Computer Science 2021-02-23 Haolin Chen , Luis Rademacher

We present an alternating least squares type numerical optimization scheme to estimate conditionally-independent mixture models in $\mathbb{R}^n$, without parameterizing the distributions. Following the method of moments, we tackle an…

Numerical Analysis · Mathematics 2023-08-09 Yifan Zhang , Joe Kileel

We study the symmetric outer product decomposition which decomposes a fully (partially) symmetric tensor into a sum of rank-one fully (partially) symmetric tensors. We present iterative algorithms for the third-order partially symmetric…

Numerical Analysis · Mathematics 2013-12-31 Na Li , 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

We provide guarantees for learning latent variable models emphasizing on the overcomplete regime, where the dimensionality of the latent space can exceed the observed dimensionality. In particular, we consider multiview mixtures, spherical…

Machine Learning · Computer Science 2014-12-18 Animashree Anandkumar , Rong Ge , Majid Janzamin

One of the main issues in computing a tensor decomposition is how to choose the number of rank-one components, since there is no finite algorithms for determining the rank of a tensor. A commonly used approach for this purpose is to find a…

Computer Vision and Pattern Recognition · Computer Science 2023-09-15 Claudio Turchetti
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