张量环分解的实用交替最小二乘法

IF 1.8 3区 数学 Q1 MATHEMATICS
Yajie Yu, Hanyu Li
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引用次数: 0

摘要

张量环分解(Tensor ring, TR)作为一种发现多维高阶数据中隐藏的低秩模式的有效方法,已被广泛应用于各种应用中。一种众所周知的TR分解方法是交替最小二乘(ALS)。然而,求解ALS子问题往往面临高成本问题,特别是对于大规模张量。在本文中,我们提供了两种策略来解决这个问题,并设计了三种基于als的算法。具体而言,采用第一种策略简化了ALS子问题正规方程系数矩阵的计算,充分利用了子问题系数矩阵的结构,使得相应的算法在计算时间上大大优于常规的ALS方法。第二种策略是通过tr核上的QR分解来稳定ALS子问题,因此相应的算法比我们的第一种算法在数值上更稳定。通过大量的综合和实际数据的数值实验来说明和证实上述结果。此外,我们还对所提出的算法进行了复杂度分析。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Practical alternating least squares for tensor ring decomposition
Tensor ring (TR) decomposition has been widely applied as an effective approach in a variety of applications to discover the hidden low-rank patterns in multidimensional and higher-order data. A well-known method for TR decomposition is the alternating least squares (ALS). However, solving the ALS subproblems often suffers from high cost issue, especially for large-scale tensors. In this paper, we provide two strategies to tackle this issue and design three ALS-based algorithms. Specifically, the first strategy is used to simplify the calculation of the coefficient matrices of the normal equations for the ALS subproblems, which takes full advantage of the structure of the coefficient matrices of the subproblems and hence makes the corresponding algorithm perform much better than the regular ALS method in terms of computing time. The second strategy is to stabilize the ALS subproblems by QR factorizations on TR-cores, and hence the corresponding algorithms are more numerically stable compared with our first algorithm. Extensive numerical experiments on synthetic and real data are given to illustrate and confirm the above results. In addition, we also present the complexity analyses of the proposed algorithms.
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来源期刊
CiteScore
3.40
自引率
2.30%
发文量
50
审稿时长
12 months
期刊介绍: Manuscripts submitted to Numerical Linear Algebra with Applications should include large-scale broad-interest applications in which challenging computational results are integral to the approach investigated and analysed. Manuscripts that, in the Editor’s view, do not satisfy these conditions will not be accepted for review. Numerical Linear Algebra with Applications receives submissions in areas that address developing, analysing and applying linear algebra algorithms for solving problems arising in multilinear (tensor) algebra, in statistics, such as Markov Chains, as well as in deterministic and stochastic modelling of large-scale networks, algorithm development, performance analysis or related computational aspects. Topics covered include: Standard and Generalized Conjugate Gradients, Multigrid and Other Iterative Methods; Preconditioning Methods; Direct Solution Methods; Numerical Methods for Eigenproblems; Newton-like Methods for Nonlinear Equations; Parallel and Vectorizable Algorithms in Numerical Linear Algebra; Application of Methods of Numerical Linear Algebra in Science, Engineering and Economics.
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