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The CANDECOMP/PARAFAC (CP) decomposition is a leading method for the analysis of multiway data. The standard alternating least squares algorithm for the CP decomposition (CP-ALS) involves a series of highly overdetermined linear least…

数值分析 · 计算机科学 2018-08-23 Casey Battaglino , Grey Ballard , Tamara G. Kolda

Tensor train decomposition is one of the most powerful approaches for processing high-dimensional data. For low-rank tensor train decomposition of large tensors, the alternating least squares (ALS) algorithm is widely used by updating each…

数值分析 · 数学 2023-09-18 Zhongming Chen , Huilin Jiang , Gaohang Yu , Liqun Qi

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…

数据结构与算法 · 计算机科学 2024-06-07 Vivek Bharadwaj , Beheshteh T. Rakhshan , Osman Asif Malik , Guillaume Rabusseau

We present Nesterov-type acceleration techniques for Alternating Least Squares (ALS) methods applied to canonical tensor decomposition. While Nesterov acceleration turns gradient descent into an optimal first-order method for convex…

最优化与控制 · 数学 2019-12-03 Drew Mitchell , Nan Ye , Hans De Sterck

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.…

数值分析 · 数学 2017-07-25 Xiaofei Wang , Carmeliza Navasca , Stefan Kindermann

In this paper, we propose a novel element-wise subset selection method for the alternating least squares (ALS) algorithm, focusing on low-rank matrix factorization involving matrices with missing values, as commonly encountered in…

统计方法学 · 统计学 2025-11-12 Dunyao Xue , Mengyu Li , Cheng Meng , Jingyi Zhang

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…

数值分析 · 数学 2017-07-17 Boris N. Khoromskij , Kishore K. Naraparaju , Jan Schneider

Alternating least squares (ALS) is often considered the workhorse algorithm for computing the rank-R canonical tensor approximation, but for certain problems its convergence can be very slow. The nonlinear conjugate gradient (NCG) method…

数值分析 · 数学 2014-07-22 Hans De Sterck , Manda Winlaw

We consider the problem of fitting a low rank tensor $A\in\mathbb{R}^{{\mathcal I}}$, ${\mathcal I} = \{1,\ldots,n\}^{d}$, to a given set of data points $\{M_i\in\mathbb{R}\mid i\in P\}$, $P\subset{\mathcal I}$. The low rank format under…

数值分析 · 数学 2015-09-02 Lars Grasedyck , Melanie Kluge , Sebastian Krämer

For the antisymmetric tensors the paper examines a low-rank approximation which is represented via only three vectors. We describe a suitable low-rank format and propose an alternating least squares structure-preserving algorithm for…

数值分析 · 数学 2024-11-08 Erna Begovic , Lana Perisa

In this paper, we present the convergence analysis of proportionate-type least mean square (Pt-LMS) algorithm that identifies the sparse system effectively and more suitable for real time VLSI applications. Both first and second order…

系统与控制 · 计算机科学 2015-12-15 Vinay Chakravarthi Gogineni , Subrahmanyam Mula

In applications, a substantial number of problems can be formulated as non-linear least squares problems over smooth varieties. Unlike the usual least squares problem over a Euclidean space, the non-linear least squares problem over a…

最优化与控制 · 数学 2025-03-11 Shenglong Hu , Ke Ye

In this note we take a new look at the local convergence of alternating optimization methods for low-rank matrices and tensors. Our abstract interpretation as sequential optimization on moving subspaces yields insightful reformulations of…

数值分析 · 数学 2019-01-14 Ivan Oseledets , Maxim Rakhuba , André Uschmajew

We propose an online tensor subspace tracking algorithm based on the CP decomposition exploiting the recursive least squares (RLS), dubbed OnLine Low-rank Subspace tracking by TEnsor CP Decomposition (OLSTEC). Numerical evaluations show…

数值分析 · 计算机科学 2016-08-23 Hiroyuki Kasai

Kronecker regression is a highly-structured least squares problem $\min_{\mathbf{x}} \lVert \mathbf{K}\mathbf{x} - \mathbf{b} \rVert_{2}^2$, where the design matrix $\mathbf{K} = \mathbf{A}^{(1)} \otimes \cdots \otimes \mathbf{A}^{(N)}$ is…

数据结构与算法 · 计算机科学 2023-05-15 Matthew Fahrbach , Thomas Fu , Mehrdad Ghadiri

In this work, we study the tensor ring decomposition and its associated numerical algorithms. We establish a sharp transition of algorithmic difficulty of the optimization problem as the bond dimension increases: On one hand, we show the…

数值分析 · 数学 2020-06-17 Ziang Chen , Yingzhou Li , Jianfeng Lu

We study the least-squares (LS) functional of the canonical polyadic (CP) tensor decomposition. Our approach is based on the elimination of one factor matrix which results in a reduced functional. The reduced functional is reformulated into…

数值分析 · 数学 2011-09-20 Stefan Kindermann , Carmeliza Navasca

We consider the problem of reconstructing rank-one matrices from random linear measurements, a task that appears in a variety of problems in signal processing, statistics, and machine learning. In this paper, we focus on the Alternating…

机器学习 · 计算机科学 2022-04-26 Kiryung Lee , Dominik Stöger

Low rank tensor completion is a highly ill-posed inverse problem, particularly when the data model is not accurate, and some sort of regularization is required in order to solve it. In this article we focus on the calibration of the data…

数值分析 · 数学 2019-04-10 Lars Grasedyck , Sebastian Krämer

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…

统计理论 · 数学 2012-06-13 Dave Zachariah , Martin Sundin , Magnus Jansson , Saikat Chatterjee