Blockwise acceleration of alternating least squares for canonical tensor decomposition

Abstract

The canonical polyadic (CP) decomposition of tensors is one of the most important tensor decompositions. While the well‐known alternating least squares (ALS) algorithm is often considered the workhorse algorithm for computing the CP decomposition, it is known to suffer from slow convergence in many cases and various algorithms have been proposed to accelerate it. In this article, we propose a new accelerated ALS algorithm that accelerates ALS in a blockwise manner using a simple momentum‐based extrapolation technique and a random perturbation technique. Specifically, our algorithm updates one factor matrix (i.e., block) at a time, as in ALS, with each update consisting of a minimization step that directly reduces the reconstruction error, an extrapolation step that moves the factor matrix along the previous update direction, and a random perturbation step for breaking convergence bottlenecks. Our extrapolation strategy takes a simpler form than the state‐of‐the‐art extrapolation strategies and is easier to implement. Our algorithm has negligible computational overheads relative to ALS and is simple to apply. Empirically, our proposed algorithm shows strong performance as compared to the state‐of‐the‐art acceleration techniques on both simulated and real tensors.