相关论文: NeCPD: An Online Tensor Decomposition with Optimal…

CANDECOMP/PARAFAC (CPD) approximates multiway data by sum of rank-1 tensors. Our recent study has presented a method to rank-1 tensor deflation, i.e. sequential extraction of the rank-1 components. In this paper, we extend the method to…

Tensor decomposition has proven to be a strong tool in various 3D image processing tasks such as denoising and super-resolution. In this context, we recently proposed a canonical polyadic decomposition (CPD) based algorithm for single image…

We consider stochastic gradient descent (SGD) for least-squares regression with potentially several passes over the data. While several passes have been widely reported to perform practically better in terms of predictive performance on…

Tensor robust principal component analysis (TRPCA) has received a substantial amount of attention in various fields. Most existing methods, normally relying on tensor nuclear norm minimization, need to pay an expensive computational cost…

Solving statistical learning problems often involves nonconvex optimization. Despite the empirical success of nonconvex statistical optimization methods, their global dynamics, especially convergence to the desirable local minima, remain…

This paper analyzes the trajectories of stochastic gradient descent (SGD) to help understand the algorithm's convergence properties in non-convex problems. We first show that the sequence of iterates generated by SGD remains bounded and…

Emerging distributed applications recently boosted the development of decentralized machine learning, especially in IoT and edge computing fields. In real-world scenarios, the common problems of non-convexity and data heterogeneity result…

In the field of brain science, data sharing across servers is becoming increasingly challenging due to issues such as industry competition, privacy security, and administrative procedure policies and regulations. Therefore, there is an…

Neural networks are trained by optimizing multi-dimensional sets of fitting parameters on non-convex loss landscapes. Low-loss regions of the landscapes correspond to the parameter sets that perform well on the training data. A key issue in…

In autoregressive modeling for tensor-valued time series, Tucker decomposition, when applied to the coefficient tensor, provides a clear interpretation of supervised factor modeling but loses its efficiency rapidly with increasing tensor…

Koopman mode decomposition and tensor component analysis (also known as CANDECOMP/PARAFAC or canonical polyadic decomposition) are two popular approaches of decomposing high dimensional data sets into low dimensional modes that capture the…

High-Order, High-Dimension, and Sparse Tensor (HOHDST) data originates from real industrial applications, i.e., social networks, recommender systems, bio-information, and traffic information. Sparse Tensor Decomposition (STD) can project…

Incorporating second order curvature information in gradient based methods have shown to improve convergence drastically despite its computational intensity. In this paper, we propose a stochastic (online) quasi-Newton method with…

Tensor decomposition methods are widely used for model compression and fast inference in convolutional neural networks (CNNs). Although many decompositions are conceivable, only CP decomposition and a few others have been applied in…

In CANDECOMP/PARAFAC tensor decomposition, degeneracy often occurs in some difficult scenarios, e.g., when the rank exceeds the tensor dimension, or when the loading components are highly collinear in several or all modes, or when CPD does…

In recent years, the application of tensors has become more widespread in fields that involve data analytics and numerical computation. Due to the explosive growth of data, low-rank tensor decompositions have become a powerful tool to…

The implementation of a vast majority of machine learning (ML) algorithms boils down to solving a numerical optimization problem. In this context, Stochastic Gradient Descent (SGD) methods have long proven to provide good results, both in…

Semidefinite programs (SDPs) are powerful theoretical tools that have been studied for over two decades, but their practical use remains limited due to computational difficulties in solving large-scale, realistic-sized problems. In this…

We present a coupled system of ODEs which, when discretized with a constant time step/learning rate, recovers Nesterov's accelerated gradient descent algorithm. The same ODEs, when discretized with a decreasing learning rate, leads to novel…

Large-scale nonconvex optimization problems are ubiquitous in modern machine learning, and among practitioners interested in solving them, Stochastic Gradient Descent (SGD) reigns supreme. We revisit the analysis of SGD in the nonconvex…