Subspace power method for symmetric tensor decomposition and generalized PCA

arXiv1912.04007MaRDI QIDQ6330740FDOQ6330740

Publication date: 9 December 2019

Abstract: We introduce the Subspace Power Method (SPM) for calculating the CP decomposition of low-rank even-order real symmetric tensors. This algorithm applies the tensor power method of Kolda-Mayo to a certain modified tensor, constructed from a matrix flattening of the original tensor, and then uses deflation steps. Numerical simulations indicate SPM is roughly one order of magnitude faster than state-of-the-art algorithms, while performing robustly for low-rank tensors subjected to additive noise. We obtain rigorous guarantees for SPM regarding convergence and global optima, for tensors of rank up to roughly the square root of the number of tensor entries, by drawing on results from classical algebraic geometry and dynamical systems. In a second contribution, we extend SPM to compute De Lathauwer's symmetric block term tensor decompositions. As an application of the latter decomposition, we provide a method-of-moments for generalized principal component analysis.

Has companion code repository: https://github.com/joaompereira/SPM

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