arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1407.1399math.NAcs.LGcs.NA
收藏

通过并行ADMM实现广义高阶张量分解

Generalized Higher-Order Tensor Decomposition via Parallel ADMM

The Chinese University of Hong Kong(香港中文大学)

Fanhua Shang, Yuanyuan Liu, James Cheng

AI总结:

本文提出一种并行迹范数正则化的张量分解方法,通过优化方案自动确定各模式的因子数,解决传统方法在模型选择、粗腐损和计算效率上的挑战。

摘要:

高阶张量在计算机视觉、社交网络分析、数据挖掘和神经科学等领域变得普遍。传统张量分解方法面临三个主要挑战:模型选择、粗腐损和计算效率。为解决这些问题,我们首先提出一种并行迹范数正则化的张量分解方法,并将其公式化为凸优化问题。该方法不需要事先指定每个模式的秩,可通过我们的优化方案自动确定每个模式的因子数。通过考虑观测张量的低秩结构,我们分析了低秩张量与其核心张量之间的迹范数等价关系。然后,我们将非凸张量分解模型转换为多个更小规模矩阵迹范数最小化的加权组合。最后,我们开发了两种并行交替方向乘子法(ADMM)来解决这些问题。实验结果验证了我们的正则化公式有效,且我们的方法对噪声或异常值具有鲁棒性。

英文摘要:

Higher-order tensors are becoming prevalent in many scientific areas such as computer vision, social network analysis, data mining and neuroscience. Traditional tensor decomposition approaches face three major challenges: model selecting, gross corruptions and computational efficiency. To address these problems, we first propose a parallel trace norm regularized tensor decomposition method, and formulate it as a convex optimization problem. This method does not require the rank of each mode to be specified beforehand, and can automatically determine the number of factors in each mode through our optimization scheme. By considering the low-rank structure of the observed tensor, we analyze the equivalent relationship of the trace norm between a low-rank tensor and its core tensor. Then, we cast a non-convex tensor decomposition model into a weighted combination of multiple much smaller-scale matrix trace norm minimization. Finally, we develop two parallel alternating direction methods of multipliers (ADMM) to solve our problems. Experimental results verify that our regularized formulation is effective, and our methods are robust to noise or outliers.

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。

↑