Publications

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Tensor decompositions are higher-order analogues of matrix decompositions and have proven to be powerful tools for data analysis. In particular, we are interested in the canonical tensor decomposition, otherwise known as the CANDECOMP/PARAFAC decomposition (CPD), which expresses a tensor as the sum of component rank-one tensors and is used in a multitude of applications such as chemometrics, signal processing, neuroscience, and web analysis. The task of computing the CPD, however, can be difficult. The typical approach is based on alternating least squares (ALS) optimization, which can be remarkably fast but is not very accurate. Previously, nonlinear least squares (NLS) methods have also been recommended; existing NLS methods are accurate but slow. In this paper, we propose the use of gradient-based optimization methods. We discuss the mathematical calculation of the derivatives and further show that they can be computed efficiently, at the same cost as one iteration of ALS. Computational experiments demonstrate that the gradient-based optimization methods are much more accurate than ALS and orders of magnitude faster than NLS.

Tensor decompositions (e.g., higher-order analogues of matrix decompositions) are powerful tools for data analysis. In particular, the CANDECOMP/PARAFAC (CP) model has proved useful in many applications such chemometrics, signal processing, and web analysis; see for details. The problem of computing the CP decomposition is typically solved using an alternating least squares (ALS) approach. We discuss the use of optimization-based algorithms for CP, including how to efficiently compute the derivatives necessary for the optimization methods. Numerical studies highlight the positive features of our CPOPT algorithms, as compared with ALS and Gauss-Newton approaches.