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We propose a novel rank-adaptive higher-order orthogonal iteration (HOOI) algorithm to compute the truncated Tucker decomposition of higher-order tensors with a given error tolerance, and prove that the method is locally optimal and…

Numerical Analysis · Mathematics 2021-10-26 Chuanfu Xiao , Chao Yang

We study rank-1 {L1-norm-based TUCKER2} (L1-TUCKER2) decomposition of 3-way tensors, treated as a collection of $N$ $D \times M$ matrices that are to be jointly decomposed. Our contributions are as follows. i) We prove that the problem is…

Data Structures and Algorithms · Computer Science 2018-04-04 Panos P. Markopoulos , Dimitris G. Chachlakis , Evangelos E. Papalexakis

Finding the rank of a tensor is a problem that has many applications. Unfortunately it is often very difficult to determine the rank of a given tensor. Inspired by the heuristics of convex relaxation, we consider the nuclear norm instead of…

Optimization and Control · Mathematics 2014-04-23 Harm Derksen

Low-rank tensor recovery problems have been widely studied in many applications of signal processing and machine learning. Tucker decomposition is known as one of the most popular decompositions in the tensor framework. In recent years,…

Numerical Analysis · Mathematics 2020-07-17 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

An optimization-based approach for the Tucker tensor approximation of parameter-dependent data tensors and solutions of tensor differential equations with low Tucker rank is presented. The problem of updating the tensor decomposition is…

Optimization and Control · Mathematics 2019-05-31 Lukas Exl

A novel regularizer of the PARAFAC decomposition factors capturing the tensor's rank is proposed in this paper, as the key enabler for completion of three-way data arrays with missing entries. Set in a Bayesian framework, the tensor…

Information Theory · Computer Science 2013-10-01 Juan Andres Bazerque , Gonzalo Mateos , Georgios B. Giannakis

In this paper, we extend the Discrete Empirical Interpolation Method (DEIM) to the third-order tensor case based on the t-product and use it to select important/ significant lateral and horizontal slices/features. The proposed Tubal DEIM…

Numerical Analysis · Mathematics 2023-05-09 Salman Ahmadi-Asl , Anh-Huy Phan , Cesar F. Caiafa , Andrzej Cichocki

Tensor decomposition methods have proven effective in various applications, including compression and acceleration of neural networks. At the same time, the problem of determining optimal decomposition ranks, which present the crucial…

Machine Learning · Computer Science 2023-04-05 Maxim Kodryan , Dmitry Kropotov , Dmitry Vetrov

Low rank tensor learning, such as tensor completion and multilinear multitask learning, has received much attention in recent years. In this paper, we propose higher order matching pursuit for low rank tensor learning problems with a convex…

Machine Learning · Statistics 2015-03-10 Yuning Yang , Siamak Mehrkanoon , Johan A. K. Suykens

We obtain the first polynomial-time algorithm for exact tensor completion that improves over the bound implied by reduction to matrix completion. The algorithm recovers an unknown 3-tensor with $r$ incoherent, orthogonal components in…

Machine Learning · Computer Science 2017-06-27 Aaron Potechin , David Steurer

In this paper, we study inexact high-order Tensor Methods for solving convex optimization problems with composite objective. At every step of such methods, we use approximate solution of the auxiliary problem, defined by the bound for the…

Optimization and Control · Mathematics 2020-12-23 Nikita Doikov , Yurii Nesterov

We propose a constructive algorithm that decomposes an arbitrary real tensor into a finite sum of orthonormal rank-1 outer products. The algorithm, named TTr1SVD, works by converting the tensor into a tensor-train rank-1 (TTr1) series via…

Numerical Analysis · Mathematics 2015-06-26 Kim Batselier , Haotian Liu , Ngai Wong

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

Most state of the art deep neural networks are overparameterized and exhibit a high computational cost. A straightforward approach to this problem is to replace convolutional kernels with its low-rank tensor approximations, whereas the…

Computer Vision and Pattern Recognition · Computer Science 2020-08-13 Anh-Huy Phan , Konstantin Sobolev , Konstantin Sozykin , Dmitry Ermilov , Julia Gusak , Petr Tichavsky , Valeriy Glukhov , Ivan Oseledets , Andrzej Cichocki

Two approximation algorithms are proposed for $\ell_1$-regularized sparse rank-1 approximation to higher-order tensors. The algorithms are based on multilinear relaxation and sparsification, which are easily implemented and well scalable.…

Optimization and Control · Mathematics 2022-07-18 Xianpeng Mao , Yuning Yang

Truncated Singular Value Decomposition (SVD) calculates the closest rank-$k$ approximation of a given input matrix. Selecting the appropriate rank $k$ defines a critical model order choice in most applications of SVD. To obtain a principled…

Information Theory · Computer Science 2013-01-08 Mario Frank , Joachim M. Buhmann

In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being…

Data Structures and Algorithms · Computer Science 2014-10-16 Srinadh Bhojanapalli , Prateek Jain , Sujay Sanghavi

This paper considers the completion problem for a tensor (also referred to as a multidimensional array) from limited sampling. Our greedy method is based on extending the low-rank approximation pursuit (LRAP) method for matrix completions…

Numerical Analysis · Mathematics 2020-04-21 An-Bao Xu

We introduce the tensor numerical method for solving optimal control problems that are constrained by fractional 2D and 3D elliptic operators with variable coefficients. We solve the governing equation for the control function which…

Numerical Analysis · Mathematics 2020-07-07 Britta Schmitt , Boris N. Khoromskij , Venera Khoromskaia , Volker Schulz

Tensor time series, which is a time series consisting of tensorial observations, has become ubiquitous. It typically exhibits high dimensionality. One approach for dimension reduction is to use a factor model structure, in a form similar to…

Methodology · Statistics 2024-07-19 Yuefeng Han , Rong Chen , Dan Yang , Cun-Hui Zhang