Online Low-Rank Tensor Subspace Tracking from Incomplete Data by CP Decomposition using Recursive Least Squares
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Publication:6511673
DOI10.1109/ICASSP.2016.7472131arXiv1602.07067MaRDI QIDQ6511673FDOQ6511673
Authors: Hiroyuki Kasai 
Abstract: We propose an online tensor subspace tracking algorithm based on the CP decomposition exploiting the recursive least squares (RLS), dubbed OnLine Low-rank Subspace tracking by TEnsor CP Decomposition (OLSTEC). Numerical evaluations show that the proposed OLSTEC algorithm gives faster convergence per iteration comparing with the state-of-the-art online algorithms.
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