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arXiv 1809.02153stat.MLcs.LGeess.SP

Variational Bayesian Inference for Robust Streaming Tensor Factorization and Completion

Department of Mathematics, UC Santa Barbara(加州大学圣巴巴拉分校数学系);Department of ECE, UC Santa Barbara(加州大学圣巴巴拉分校电气工程与计算机科学系)

Cole Hawkins, Zheng Zhang

英文摘要:

Streaming tensor factorization is a powerful tool for processing high-volume and multi-way temporal data in Internet networks, recommender systems and image/video data analysis. Existing streaming tensor factorization algorithms rely on least-squares data fitting and they do not possess a mechanism for tensor rank determination. This leaves them susceptible to outliers and vulnerable to over-fitting. This paper presents a Bayesian robust streaming tensor factorization model to identify sparse outliers, automatically determine the underlying tensor rank and accurately fit low-rank structure. We implement our model in Matlab and compare it with existing algorithms on tensor datasets generated from dynamic MRI and Internet traffic.

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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