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Partitioned Alternating Least Squares Technique for Canonical Polyadic Tensor Decomposition

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    SYSNO ASEP0460710
    Document TypeJ - Journal Article
    R&D Document TypeJournal Article
    Subsidiary JČlánek ve WOS
    TitlePartitioned Alternating Least Squares Technique for Canonical Polyadic Tensor Decomposition
    Author(s) Tichavský, Petr (UTIA-B) RID, ORCID
    Phan, A. H. (JP)
    Cichocki, A. (JP)
    Number of authors3
    Source TitleIEEE Signal Processing Letters. - : Institute of Electrical and Electronics Engineers - ISSN 1070-9908
    Roč. 23, č. 7 (2016), s. 993-997
    Number of pages5 s.
    Publication formPrint - P
    Languageeng - English
    CountryUS - United States
    Keywordscanonical polyadic decomposition ; PARAFAC ; tensor decomposition
    Subject RIVBB - Applied Statistics, Operational Research
    R&D ProjectsGA14-13713S GA ČR - Czech Science Foundation (CSF)
    Institutional supportUTIA-B - RVO:67985556
    UT WOS000379694800005
    EID SCOPUS84978100769
    DOI10.1109/LSP.2016.2577383
    AnnotationCanonical polyadic decomposition (CPD), also known as parallel factor analysis, is a representation of a given tensor as a sum of rank-one components. Traditional method for accomplishing CPD is the alternating least squares (ALS) algorithm. Convergence of ALS is known to be slow, especially when some factor matrices of the tensor contain nearly collinear columns. We propose a novel variant of this technique, in which the factor matrices are partitioned into blocks, and each iteration jointly updates blocks of different factor matrices. Each partial optimization is quadratic and can be done in closed form. The algorithm alternates between different random partitionings of the matrices. As a result, a faster convergence is achieved. Another improvement can be obtained when the method is combined with the enhanced line search of Rajih et al. Complexity per iteration is between those of the ALS and the Levenberg–Marquardt (damped Gauss–Newton) method.
    WorkplaceInstitute of Information Theory and Automation
    ContactMarkéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
    Year of Publishing2017
Number of the records: 1  

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