84 research outputs found
SamBaTen: Sampling-based Batch Incremental Tensor Decomposition
Tensor decompositions are invaluable tools in analyzing multimodal datasets.
In many real-world scenarios, such datasets are far from being static, to the
contrary they tend to grow over time. For instance, in an online social network
setting, as we observe new interactions over time, our dataset gets updated in
its "time" mode. How can we maintain a valid and accurate tensor decomposition
of such a dynamically evolving multimodal dataset, without having to re-compute
the entire decomposition after every single update? In this paper we introduce
SaMbaTen, a Sampling-based Batch Incremental Tensor Decomposition algorithm,
which incrementally maintains the decomposition given new updates to the tensor
dataset. SaMbaTen is able to scale to datasets that the state-of-the-art in
incremental tensor decomposition is unable to operate on, due to its ability to
effectively summarize the existing tensor and the incoming updates, and perform
all computations in the reduced summary space. We extensively evaluate SaMbaTen
using synthetic and real datasets. Indicatively, SaMbaTen achieves comparable
accuracy to state-of-the-art incremental and non-incremental techniques, while
being 25-30 times faster. Furthermore, SaMbaTen scales to very large sparse and
dense dynamically evolving tensors of dimensions up to 100K x 100K x 100K where
state-of-the-art incremental approaches were not able to operate
Parallel Algorithms for Constrained Tensor Factorization via the Alternating Direction Method of Multipliers
Tensor factorization has proven useful in a wide range of applications, from
sensor array processing to communications, speech and audio signal processing,
and machine learning. With few recent exceptions, all tensor factorization
algorithms were originally developed for centralized, in-memory computation on
a single machine; and the few that break away from this mold do not easily
incorporate practically important constraints, such as nonnegativity. A new
constrained tensor factorization framework is proposed in this paper, building
upon the Alternating Direction method of Multipliers (ADMoM). It is shown that
this simplifies computations, bypassing the need to solve constrained
optimization problems in each iteration; and it naturally leads to distributed
algorithms suitable for parallel implementation on regular high-performance
computing (e.g., mesh) architectures. This opens the door for many emerging big
data-enabled applications. The methodology is exemplified using nonnegativity
as a baseline constraint, but the proposed framework can more-or-less readily
incorporate many other types of constraints. Numerical experiments are very
encouraging, indicating that the ADMoM-based nonnegative tensor factorization
(NTF) has high potential as an alternative to state-of-the-art approaches.Comment: Submitted to the IEEE Transactions on Signal Processin
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