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arXiv 1109.3832math.NAcs.NA
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规范多阶张量分解的分析与逼近

Analysis and Approximation of the Canonical Polyadic Tensor Decomposition

Industrial Mathematics Institute, Johannes Kepler Universitat Linz(工业数学研究所,约翰内斯·开普勒林茨大学);Department of Mathematics, Clarkson University(应用数学系,克拉克森大学)

Stefan Kindermann, Carmeliza Navasca

AI总结:

本文通过消除一个因子矩阵得到简化泛函,将其重新表述为投影框架和瑞利商,分析了最小二乘泛函,给出了极小值存在的新充分条件、秩一情形下临界点的存在性、“淹没”现象的解释以及可计算的界,并提出了质心投影算法用于计算次优解,作为迭代CP算法的初始猜测,显著加速了分解过程。

摘要:

我们研究了规范多阶(CP)张量分解的最小二乘(LS)泛函。我们的方法基于消除一个因子矩阵,从而得到一个简化泛函。简化泛函被重新表述为投影框架和瑞利商。对该泛函的分析得出了几个结论:LS泛函极小值存在的新充分条件、秩一情形下临界点的存在性、对“淹没”现象的一个启发式解释以及LS泛函最小值的可计算界。后一个结果导致了一个简单的算法——质心投影算法——用于计算张量分解的次优解。这些次优解被用作迭代CP算法的初始猜测,产生了一种称为规范多阶质心投影(CPCP)分解的方法,在我们的数值实验中,与标准方法相比,该方法提供了显著的加速。

英文摘要:

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 a projection framework and into a Rayleigh quotient. An analysis of this functional leads to several conclusions: new sufficient conditions for the existence of minimizers of the LS functional, the existence of a critical point in the rank-one case, a heuristic explanation of "swamping" and computable bounds on the minimal value of the LS functional. The latter result leads to a simple algorithm -- the Centroid Projection algorithm -- to compute suboptimal solutions of tensor decompositions. These suboptimal solutions are applied to iterative CP algorithms as initial guesses, yielding a method called centroid projection for canonical polyadic (CPCP) decomposition which provides a significant speedup in our numerical experiments compared to the standard methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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