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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

Tensor decomposition is a fundamental unsupervised machine learning method in data science, with applications including network analysis and sensor data processing. This work develops a generalized canonical polyadic (GCP) low-rank tensor…

Numerical Analysis · Mathematics 2020-07-09 David Hong , Tamara G. Kolda , Jed A. Duersch

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

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

The low multilinear rank approximation, also known as the truncated Tucker decomposition, has been extensively utilized in many applications that involve higher-order tensors. Popular methods for low multilinear rank approximation usually…

Numerical Analysis · Mathematics 2021-04-05 Chuanfu Xiao , Chao Yang , Min Li

Canonical correlation analysis (CCA for short) describes the relationship between two sets of variables by finding some linear combinations of these variables that maximizing the correlation coefficient. However, in high-dimensional…

Optimization and Control · Mathematics 2020-03-23 Kangkang Deng , Zheng Peng

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

This paper presents a canonical polyadic (CP) tensor decomposition that addresses unaligned observations. The mode with unaligned observations is represented using functions in a reproducing kernel Hilbert space (RKHS). We introduce a…

Machine Learning · Statistics 2025-08-12 Runshi Tang , Tamara Kolda , Anru R. Zhang

This paper explores a new version of the Levenberg-Marquardt algorithm used for Tensor Canonical Polyadic (CP) decomposition with an emphasis on image compression and reconstruction. Tensor computation, especially CP decomposition, holds…

Numerical Analysis · Mathematics 2024-07-26 Ramin Goudarzi Karim , Dipak Dulal , Carmeliza Navasca

This paper introduces a novel general-purpose algorithm for Pauli decomposition that employs matrix slicing and addition rather than expensive matrix multiplication, significantly accelerating the decomposition of multi-qubit matrices. In a…

Quantum Physics · Physics 2024-09-25 Lukas Hantzko , Lennart Binkowski , Sabhyata Gupta

We present a fast and robust alternative method to compute covariance matrix in case of cosmology studies. Our method is based on the jackknife resampling applied on simulation mock catalogues. Using a set of 600 BOSS DR11 mock catalogues…

Cosmology and Nongalactic Astrophysics · Physics 2016-06-02 S. Escoffier , M. -C. Cousinou , A. Tilquin , A. Pisani , A. Aguichine , S. de la Torre , A. Ealet , W. Gillard , E. Jullo

In this paper, a numerical method is proposed for canonical polyadic (CP) decomposition of small size tensors. The focus is primarily on decomposition of tensors that correspond to small matrix multiplications. Here, rank of the tensors is…

Numerical Analysis · Mathematics 2016-03-07 Petr Tichavsky , Anh Huy Phan , Andrzej Cichocki

Acoustic monitoring for machine fault detection is a recent and expanding research path that has already provided promising results for industries. However, it is impossible to collect enough data to learn all types of faults from a…

Machine Learning · Statistics 2022-06-14 Gaetan Frusque , Gabriel Michau , Olga Fink

Tensor Train~(TT) decomposition is widely used in the machine learning and quantum physics communities as a popular tool to efficiently compress high-dimensional tensor data. In this paper, we propose an efficient algorithm to accelerate…

Data Structures and Algorithms · Computer Science 2024-06-07 Vivek Bharadwaj , Beheshteh T. Rakhshan , Osman Asif Malik , Guillaume Rabusseau

Physiological signals are often organized in the form of multiple dimensions (e.g., channel, time, task, and 3D voxel), so it is better to preserve original organization structure when processing. Unlike vector-based methods that destroy…

Computer Vision and Pattern Recognition · Computer Science 2019-07-31 Junhua Li , Chao Li , 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

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

The Canonical Polyadic (CP) tensor decomposition is a well-known method for interpretable analysis of high-dimensional data. Recently, the Generalized CP method (GCP) was introduced by Hong and Kolda to allow for flexible choice of the loss…

Numerical Analysis · Mathematics 2026-05-21 Jeremy M. Myers , Eric T. Phipps

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

In this paper, we develop a method which we call OnlineGCP for computing the Generalized Canonical Polyadic (GCP) tensor decomposition of streaming data. GCP differs from traditional canonical polyadic (CP) tensor decompositions as it…

Numerical Analysis · Mathematics 2021-10-28 Eric Phipps , Nick Johnson , Tamara G. Kolda