Rank-1 Tensor Approximation Methods and Application to Deflation

Because of the attractiveness of the canonical polyadic (CP) tensor decomposition in various applications, several algorithms have been designed to compute it, but efficient ones are still lacking. Iterative deflation algorithms based on successive rank-1 approximations can be used to perform this task, since the latter are rather easy to compute. We first present an algebraic rank-1 approximation method that performs better than the standard higher-order singular value decomposition (HOSVD) for three-way tensors. Second, we propose a new iterative rank-1 approximation algorithm that improves any other rank-1 approximation method. Third, we describe a probabilistic framework allowing to study the convergence of deflation CP decomposition (DCPD) algorithms based on successive rank-1 approximations. A set of computer experiments then validates theoretical results and demonstrates the efficiency of DCPD algorithms compared to other ones

A stochastic algorithm for probabilistic independent component analysis

The decomposition of a sample of images on a relevant subspace is a recurrent problem in many different fields from Computer Vision to medical image analysis. We propose in this paper a new learning principle and implementation of the generative decomposition model generally known as noisy ICA (for independent component analysis) based on the SAEM algorithm, which is a versatile stochastic approximation of the standard EM algorithm. We demonstrate the applicability of the method on a large range of decomposition models and illustrate the developments with experimental results on various data sets.Comment: Published in at http://dx.doi.org/10.1214/11-AOAS499 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Dictionary-based Tensor Canonical Polyadic Decomposition

To ensure interpretability of extracted sources in tensor decomposition, we introduce in this paper a dictionary-based tensor canonical polyadic decomposition which enforces one factor to belong exactly to a known dictionary. A new formulation of sparse coding is proposed which enables high dimensional tensors dictionary-based canonical polyadic decomposition. The benefits of using a dictionary in tensor decomposition models are explored both in terms of parameter identifiability and estimation accuracy. Performances of the proposed algorithms are evaluated on the decomposition of simulated data and the unmixing of hyperspectral images

Decoding the Encoding of Functional Brain Networks: an fMRI Classification Comparison of Non-negative Matrix Factorization (NMF), Independent Component Analysis (ICA), and Sparse Coding Algorithms

Brain networks in fMRI are typically identified using spatial independent component analysis (ICA), yet mathematical constraints such as sparse coding and positivity both provide alternate biologically-plausible frameworks for generating brain networks. Non-negative Matrix Factorization (NMF) would suppress negative BOLD signal by enforcing positivity. Spatial sparse coding algorithms ($L1$ Regularized Learning and K-SVD) would impose local specialization and a discouragement of multitasking, where the total observed activity in a single voxel originates from a restricted number of possible brain networks. The assumptions of independence, positivity, and sparsity to encode task-related brain networks are compared; the resulting brain networks for different constraints are used as basis functions to encode the observed functional activity at a given time point. These encodings are decoded using machine learning to compare both the algorithms and their assumptions, using the time series weights to predict whether a subject is viewing a video, listening to an audio cue, or at rest, in 304 fMRI scans from 51 subjects. For classifying cognitive activity, the sparse coding algorithm of $L1$ Regularized Learning consistently outperformed 4 variations of ICA across different numbers of networks and noise levels (p$<$0.001). The NMF algorithms, which suppressed negative BOLD signal, had the poorest accuracy. Within each algorithm, encodings using sparser spatial networks (containing more zero-valued voxels) had higher classification accuracy (p$<$0.001). The success of sparse coding algorithms may suggest that algorithms which enforce sparse coding, discourage multitasking, and promote local specialization may capture better the underlying source processes than those which allow inexhaustible local processes such as ICA

Euclid in a Taxicab: Sparse Blind Deconvolution with Smoothed l1/l2 Regularization

The l1/l2 ratio regularization function has shown good performance for retrieving sparse signals in a number of recent works, in the context of blind deconvolution. Indeed, it benefits from a scale invariance property much desirable in the blind context. However, the l1/l2 function raises some difficulties when solving the nonconvex and nonsmooth minimization problems resulting from the use of such a penalty term in current restoration methods. In this paper, we propose a new penalty based on a smooth approximation to the l1/l2 function. In addition, we develop a proximal-based algorithm to solve variational problems involving this function and we derive theoretical convergence results. We demonstrate the effectiveness of our method through a comparison with a recent alternating optimization strategy dealing with the exact l1/l2 term, on an application to seismic data blind deconvolution.Comment: 5 page