三阶张量三重分解的外推信赖域交替最小二乘算法

IF 4.5 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE
Xuejuan Zhang, Jinling Zhao
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引用次数: 0

摘要

三重分解是一种新的三阶张量分解方法,它将一个三阶张量分解为三个三阶低秩张量的乘积。交替最小二乘(ALS)是张量分解中最常用的算法之一。本文将信赖域方法与ALS算法相结合,建立了一种外推信赖域交替最小二乘三分解算法(TD-ETRALS)。与改进的交替最小二乘法(EMALS)中固定的正则化参数不同,TD-ETRALS在每次迭代中调整信任域参数,从而更快、更准确地达到三次分解的预设精度。从理论上证明了由TD-ETRALS生成的序列收敛于一个临界点。数值实验表明,对于较窄区间内均匀分布的张量和含高斯噪声的张量,TD-ETRALS在三重分解方面优于EMALS。在图像处理实例中,TD-ETRALS在低秩分解方面也显示出一定的优势。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

An extrapolation trust-region alternating least-squares algorithm for triple decomposition of third-order tensors

An extrapolation trust-region alternating least-squares algorithm for triple decomposition of third-order tensors

Triple decomposition, which is a novel decomposition for the third order tensors, decomposes a third order tensor into a product of three third order low rank tensors. Alternating least-squares (ALS) is one of the most commonly used algorithms for tensor decomposition. In this paper, we combined the trust region method with the ALS algorithm to establish an extrapolation trust-region alternating least-squares algorithm for triple decomposition (TD-ETRALS). Different from the fixed regularization parameters in the modified alternating least-squares method (EMALS), TD-ETRALS adjusts the trust-region parameters in each iteration to achieve the preset accuracy of triple decomposition faster and more accurately. Theoretically, we prove that the sequence generated by TD-ETRALS converges to a critical point. Numerical experiments show that TD-ETRALS preforms better than EMALS in triple decomposition for the tensors generated by a uniform distribution in the relatively narrow interval and the tensors with Gaussian noise. In the example of image processing, TD-ETRALS also shows some advantages in low rank decomposition.

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来源期刊
Annals of Operations Research
Annals of Operations Research 管理科学-运筹学与管理科学
CiteScore
7.90
自引率
16.70%
发文量
596
审稿时长
8.4 months
期刊介绍: The Annals of Operations Research publishes peer-reviewed original articles dealing with key aspects of operations research, including theory, practice, and computation. The journal publishes full-length research articles, short notes, expositions and surveys, reports on computational studies, and case studies that present new and innovative practical applications. In addition to regular issues, the journal publishes periodic special volumes that focus on defined fields of operations research, ranging from the highly theoretical to the algorithmic and the applied. These volumes have one or more Guest Editors who are responsible for collecting the papers and overseeing the refereeing process.
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