个性化Tucker分解:建模张量数据上的共性与特性
Personalized Tucker Decomposition: Modeling Commonality and Peculiarity on Tensor Data
AI总结:
本文提出个性化Tucker分解(perTucker),通过将张量数据分解为共享全局成分与个性化局部成分,并引入模式正交性假设和保证收敛的近端梯度正则化块坐标下降算法,有效建模跨数据集异质性,在异常检测、客户分类和聚类任务中验证了其有效性。
摘要:
我们提出个性化Tucker分解(perTucker),以解决传统张量分解方法在捕捉不同数据集间异质性方面的局限性。perTucker将张量数据分解为共享的全局成分和个性化的局部成分。我们引入模式正交性假设,并开发了一种近端梯度正则化块坐标下降算法,该算法保证收敛到平稳点。通过跨数据集学习独特表示和共同表示,我们通过一项模拟研究以及两项关于太阳耀斑检测和吨位信号分类的案例研究,展示了perTucker在异常检测、客户分类和聚类中的有效性。
英文摘要:
We propose personalized Tucker decomposition (perTucker) to address the limitations of traditional tensor decomposition methods in capturing heterogeneity across different datasets. perTucker decomposes tensor data into shared global components and personalized local components. We introduce a mode orthogonality assumption and develop a proximal gradient regularized block coordinate descent algorithm that is guaranteed to converge to a stationary point. By learning unique and common representations across datasets, we demonstrate perTucker's effectiveness in anomaly detection, client classification, and clustering through a simulation study and two case studies on solar flare detection and tonnage signal classification.
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