Tensor Decompositions for Signal Processing Applications From Two-way to Multiway Component Analysis

The widespread use of multi-sensor technology and the emergence of big datasets has highlighted the limitations of standard flat-view matrix models and the necessity to move towards more versatile data analysis tools. We show that higher-order tensors (i.e., multiway arrays) enable such a fundamental paradigm shift towards models that are essentially polynomial and whose uniqueness, unlike the matrix methods, is guaranteed under verymild and natural conditions. Benefiting fromthe power ofmultilinear algebra as theirmathematical backbone, data analysis techniques using tensor decompositions are shown to have great flexibility in the choice of constraints that match data properties, and to find more general latent components in the data than matrix-based methods. A comprehensive introduction to tensor decompositions is provided from a signal processing perspective, starting from the algebraic foundations, via basic Canonical Polyadic and Tucker models, through to advanced cause-effect and multi-view data analysis schemes. We show that tensor decompositions enable natural generalizations of some commonly used signal processing paradigms, such as canonical correlation and subspace techniques, signal separation, linear regression, feature extraction and classification. We also cover computational aspects, and point out how ideas from compressed sensing and scientific computing may be used for addressing the otherwise unmanageable storage and manipulation problems associated with big datasets. The concepts are supported by illustrative real world case studies illuminating the benefits of the tensor framework, as efficient and promising tools for modern signal processing, data analysis and machine learning applications; these benefits also extend to vector/matrix data through tensorization. Keywords: ICA, NMF, CPD, Tucker decomposition, HOSVD, tensor networks, Tensor Train

Bayesian Robust Tensor Factorization for Incomplete Multiway Data

We propose a generative model for robust tensor factorization in the presence of both missing data and outliers. The objective is to explicitly infer the underlying low-CP-rank tensor capturing the global information and a sparse tensor capturing the local information (also considered as outliers), thus providing the robust predictive distribution over missing entries. The low-CP-rank tensor is modeled by multilinear interactions between multiple latent factors on which the column sparsity is enforced by a hierarchical prior, while the sparse tensor is modeled by a hierarchical view of Student-$t$ distribution that associates an individual hyperparameter with each element independently. For model learning, we develop an efficient closed-form variational inference under a fully Bayesian treatment, which can effectively prevent the overfitting problem and scales linearly with data size. In contrast to existing related works, our method can perform model selection automatically and implicitly without need of tuning parameters. More specifically, it can discover the groundtruth of CP rank and automatically adapt the sparsity inducing priors to various types of outliers. In addition, the tradeoff between the low-rank approximation and the sparse representation can be optimized in the sense of maximum model evidence. The extensive experiments and comparisons with many state-of-the-art algorithms on both synthetic and real-world datasets demonstrate the superiorities of our method from several perspectives.Comment: in IEEE Transactions on Neural Networks and Learning Systems, 201

Tensor Networks for Big Data Analytics and Large-Scale Optimization Problems

In this paper we review basic and emerging models and associated algorithms for large-scale tensor networks, especially Tensor Train (TT) decompositions using novel mathematical and graphical representations. We discus the concept of tensorization (i.e., creating very high-order tensors from lower-order original data) and super compression of data achieved via quantized tensor train (QTT) networks. The purpose of a tensorization and quantization is to achieve, via low-rank tensor approximations "super" compression, and meaningful, compact representation of structured data. The main objective of this paper is to show how tensor networks can be used to solve a wide class of big data optimization problems (that are far from tractable by classical numerical methods) by applying tensorization and performing all operations using relatively small size matrices and tensors and applying iteratively optimized and approximative tensor contractions. Keywords: Tensor networks, tensor train (TT) decompositions, matrix product states (MPS), matrix product operators (MPO), basic tensor operations, tensorization, distributed representation od data optimization problems for very large-scale problems: generalized eigenvalue decomposition (GEVD), PCA/SVD, canonical correlation analysis (CCA).Comment: arXiv admin note: text overlap with arXiv:1403.204

Multilinear tensor regression for longitudinal relational data

A fundamental aspect of relational data, such as from a social network, is the possibility of dependence among the relations. In particular, the relations between members of one pair of nodes may have an effect on the relations between members of another pair. This article develops a type of regression model to estimate such effects in the context of longitudinal and multivariate relational data, or other data that can be represented in the form of a tensor. The model is based on a general multilinear tensor regression model, a special case of which is a tensor autoregression model in which the tensor of relations at one time point are parsimoniously regressed on relations from previous time points. This is done via a separable, or Kronecker-structured, regression parameter along with a separable covariance model. In the context of an analysis of longitudinal multivariate relational data, it is shown how the multilinear tensor regression model can represent patterns that often appear in relational and network data, such as reciprocity and transitivity.Comment: Published at http://dx.doi.org/10.1214/15-AOAS839 in the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Spatio-Temporal Multiway Data Decomposition Using Principal Tensor Analysis on k-Modes: The R Package PTAk

The purpose of this paper is to describe the R package {PTAk and how the spatio-temporal context can be taken into account in the analyses. Essentially PTAk() is a multiway multidimensional method to decompose a multi-entries data-array, seen mathematically as a tensor of any order. This PTAk-modes method proposes a way of generalizing SVD (singular value decomposition), as well as some other well known methods included in the R package, such as PARAFAC or CANDECOMP and the PCAn-modes or Tucker-n model. The example datasets cover different domains with various spatio-temporal characteristics and issues: (i)~medical imaging in neuropsychology with a functional MRI (magnetic resonance imaging) study, (ii)~pharmaceutical research with a pharmacodynamic study with EEG (electro-encephaloegraphic) data for a central nervous system (CNS) drug, and (iii)~geographical information system (GIS) with a climatic dataset that characterizes arid and semi-arid variations. All the methods implemented in the R package PTAk also support non-identity metrics, as well as penalizations during the optimization process. As a result of these flexibilities, together with pre-processing facilities, PTAk constitutes a framework for devising extensions of multidimensional methods such ascorrespondence analysis, discriminant analysis, and multidimensional scaling, also enabling spatio-temporal constraints.