arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1401.6497cs.LGcs.CVstat.ML
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不完全张量的贝叶斯CP分解及其秩的自动确定

Bayesian CP Factorization of Incomplete Tensors with Automatic Rank Determination

RIKEN Brain Science Institute(理化学研究所脑科学综合研究中心);Shanghai Jiao Tong University(上海交通大学)

Qibin Zhao, Liqing Zhang, Andrzej Cichocki

摘要:

不完全数据的CANDECOMP/PARAFAC(CP)张量因子分解是一种通过显式捕获多线性潜在因子来实现张量完备化的强大技术。现有的CP算法需要手动指定张量秩,然而,张量秩的确定仍然是一个具有挑战性的问题,特别是对于CP秩。此外,现有的方法没有考虑潜在因素的不确定性信息,以及缺失的条目。为了解决这些问题,我们使用分层概率模型来制定CP因子分解,并通过在多个潜在因素上引入稀疏诱导先验和在所有超参数上引入适当的超先验来采用完全贝叶斯处理,从而实现自动排名确定。为了学习模型,我们开发了一个有效的确定性贝叶斯推理算法,该算法随数据大小线性扩展。我们的方法的特点是作为一个调整参数的方法,它可以有效地推断潜在的多线性因素与低秩约束,同时也提供了预测分布缺失的条目。对合成数据的大量模拟说明了我们的方法的内在能力,以恢复CP秩的地面真相,并防止过拟合问题,即使大量的条目丢失。此外,从现实世界的应用,包括图像修补和面部图像合成的结果表明,我们的方法优于最先进的方法,张量因式分解和张量完成方面的预测性能。

英文摘要:

CANDECOMP/PARAFAC (CP) tensor factorization of incomplete data is a powerful technique for tensor completion through explicitly capturing the multilinear latent factors. The existing CP algorithms require the tensor rank to be manually specified, however, the determination of tensor rank remains a challenging problem especially for CP rank. In addition, existing approaches do not take into account uncertainty information of latent factors, as well as missing entries. To address these issues, we formulate CP factorization using a hierarchical probabilistic model and employ a fully Bayesian treatment by incorporating a sparsity-inducing prior over multiple latent factors and the appropriate hyperpriors over all hyperparameters, resulting in automatic rank determination. To learn the model, we develop an efficient deterministic Bayesian inference algorithm, which scales linearly with data size. Our method is characterized as a tuning parameter-free approach, which can effectively infer underlying multilinear factors with a low-rank constraint, while also providing predictive distributions over missing entries. Extensive simulations on synthetic data illustrate the intrinsic capability of our method to recover the ground-truth of CP rank and prevent the overfitting problem, even when a large amount of entries are missing. Moreover, the results from real-world applications, including image inpainting and facial image synthesis, demonstrate that our method outperforms state-of-the-art approaches for both tensor factorization and tensor completion in terms of predictive performance.

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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