Name
Title | ||
|---|---|---|
A Further Improvement Of A Fast Damped Gauss-Newton Algorithm For Candecomp-Parafac Tensor Decomposition |
Abstract | ||
|---|---|---|
In this paper, a novel implementation of the damped Gauss-Newton algorithm (also known as Levenberg-Marquart) for the CANDECOMP-PARAFAC (CP) tensor decomposition is proposed. The method is based on a fast inversion of the approximate Hessian for the problem. It is shown that the inversion can be computed on O(NR6) operations, where N and R is the tensor order and rank, respectively. It is less than in the best existing state-of-the art algorithm with O((NR6)-R-3) operations. The damped Gauss-Newton algorithm is suitable namely for difficult scenarios, where nearly-colinear factors appear in several modes simultaneously. Performance of the method is shown on decomposition of large tensors (100 x 100 x 100 and 100 x 100 x 100 x 100) of rank 5 to 90. |
Year | DOI | Venue |
|---|---|---|
2013 | 10.1109/ICASSP.2013.6638809 | 2013 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP) |
Keywords | Field | DocType |
Multilinear models, canonical polyadic decomposition, damped Gauss-Newton algorithm | Mathematical optimization,Tensor,Mathematical analysis,Inversion (meteorology),Hessian matrix,Gauss–Newton algorithm,Mathematics,Newton's method,Tensor decomposition | Conference |
ISSN | Citations | PageRank |
1520-6149 | 3 | 0.44 |
References | Authors | |
11 | 3 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Petr Tichavský | 1 | 341 | 41.01 |
| Anh Huy Phan | 2 | 828 | 51.60 |
| Andrzej Cichocki | 3 | 5228 | 508.42 |