On Tensors, Sparsity, and Nonnegative Factorizations
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Publication:4918166
DOI10.1137/110859063zbMATH Open1262.15029arXiv1112.2414OpenAlexW2024356620WikidataQ114074349 ScholiaQ114074349MaRDI QIDQ4918166FDOQ4918166
Publication date: 23 April 2013
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Abstract: Tensors have found application in a variety of fields, ranging from chemometrics to signal processing and beyond. In this paper, we consider the problem of multilinear modeling of sparse count data. Our goal is to develop a descriptive tensor factorization model of such data, along with appropriate algorithms and theory. To do so, we propose that the random variation is best described via a Poisson distribution, which better describes the zeros observed in the data as compared to the typical assumption of a Gaussian distribution. Under a Poisson assumption, we fit a model to observed data using the negative log-likelihood score. We present a new algorithm for Poisson tensor factorization called CANDECOMP-PARAFAC Alternating Poisson Regression (CP-APR) that is based on a majorization-minimization approach. It can be shown that CP-APR is a generalization of the Lee-Seung multiplicative updates. We show how to prevent the algorithm from converging to non-KKT points and prove convergence of CP-APR under mild conditions. We also explain how to implement CP-APR for large-scale sparse tensors and present results on several data sets, both real and simulated.
Full work available at URL: https://arxiv.org/abs/1112.2414
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Multilinear algebra, tensor calculus (15A69) Numerical linear algebra (65F99) Numerical methods for mathematical programming, optimization and variational techniques (65K99)
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