Supervised multiway factorization
From MaRDI portal
Abstract: We describe a probabilistic PARAFAC/CANDECOMP (CP) factorization for multiway (i.e., tensor) data that incorporates auxiliary covariates, SupCP. SupCP generalizes the supervised singular value decomposition (SupSVD) for vector-valued observations, to allow for observations that have the form of a matrix or higher-order array. Such data are increasingly encountered in biomedical research and other fields. We describe a likelihood-based latent variable representation of the CP factorization, in which the latent variables are informed by additional covariates. We give conditions for identifiability, and develop an EM algorithm for simultaneous estimation of all model parameters. SupCP can be used for dimension reduction, capturing latent structures that are more accurate and interpretable due to covariate supervision. Moreover, SupCP specifies a full probability distribution for a multiway data observation with given covariate values, which can be used for predictive modeling. We conduct comprehensive simulations to evaluate the SupCP algorithm. We apply it to a facial image database with facial descriptors (e.g., smiling / not smiling) as covariates, and to a study of amino acid fluorescence. Software is available at https://github.com/lockEF/SupCP .
Recommendations
- Supervised singular value decomposition and its asymptotic properties
- A Practical Randomized CP Tensor Decomposition
- Constrained Candecomp/Parafac via the Lasso
- Incorporating covariates into integrated factor analysis of multi-view data
- Supervised principal component analysis: visualization, classification and regression on subspaces and submanifolds
Cites work
- scientific article; zbMATH DE number 3942888 (Why is no real title available?)
- Bayesian factorizations of big sparse tensors
- Comment
- Multilinear tensor regression for longitudinal relational data
- Numerical Methods for Computing Angles Between Linear Subspaces
- Population value decomposition, a framework for the analysis of image populations
- Prediction by Supervised Principal Components
- Projected principal component analysis in factor models
- Separable covariance arrays via the Tucker product, with applications to multivariate relational data
- Separable factor analysis with applications to mortality data
- Supervised singular value decomposition and its asymptotic properties
- TPRM: tensor partition regression models with applications in imaging biomarker detection
- Tensor Decompositions and Applications
- Tensor Regression with Applications in Neuroimaging Data Analysis
- The multilinear normal distribution: introduction and some basic properties
Cited in
(7)- Integrative Factor Regression and Its Inference for Multimodal Data Analysis
- SupCP
- Generalized Tensor Decomposition With Features on Multiple Modes
- Tensor-on-Tensor Regression
- Likelihood-Based Dimension Folding on Tensor Data
- Bayesian multi-tensor factorization
- Convergence rate of Bayesian supervised tensor modeling with multiway shrinkage priors
This page was built for publication: Supervised multiway factorization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1746558)
