bibtype J - Journal Article
ARLID 0391019
utime 20240103202410.6
mtime 20130320235959.9
WOS 000316855600007
SCOPUS 84875661105
DOI 10.1137/100808034
title (primary) (eng) Low Complexity Damped Gauss-Newton algorithms for CANDECOMP/PARAFAC
specification
page_count 22 s.
media_type E
serial
ARLID cav_un_epca*0257598
ISSN 0895-4798
title SIAM Journal on Matrix Analysis and Applications
volume_id 34
volume 1 (2013)
page_num 126-147
publisher
name SIAM Society for Industrial and Applied Mathematics
keyword tensor factorization
keyword canonical polyadic decomposition
keyword alternating least squares
author (primary)
ARLID cav_un_auth*0274170
name1 Phan
name2 A. H.
country JP
author
ARLID cav_un_auth*0101212
name1 Tichavský
name2 Petr
full_dept (cz) Stochastická informatika
full_dept Department of Stochastic Informatics
department (cz) SI
department SI
institution UTIA-B
full_dept Department of Stochastic Informatics
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0274171
name1 Cichocki
name2 A.
country JP
source
url http://library.utia.cas.cz/separaty/2014/SI/tichavsky-0391019.pdf
cas_special
project
project_id 1M0572
agency GA MŠk
ARLID cav_un_auth*0001814
project
project_id GA102/09/1278
agency GA ČR
ARLID cav_un_auth*0253174
abstract (eng) The damped Gauss-Newton (dGN) algorithm for CANDECOMP/PARAFAC (CP) decomposition can handle the challenges of factors and different magnitudes of factors; nevertheless, for factorization of an order-N tensor of size I_1×I_2 ו • •×I_N with rank R, the algorithm is computationally demanding due to construction of large approximate Hessian of size (RT × RT) and its inversion where T= sum_n I_n. In this paper, we propose a fast implementation of the dGN algorithm which is based on novel expressions of the inverse approximate Hessian in block form. The new implementation has lower computational complexity, besides computation of the gradient, requiring the inversion of a matrix of size NR^2xNR^2, which is smaller than the whole approximate Hessian, if T>NR. In addition, neither the Hessian nor its inverse never needs to be stored in its entirety. A variant of the algorithm working with complex-valued data is proposed as well.
reportyear 2014
RIV BB
num_of_auth 3
mrcbC52 4 A 4a 20231122135551.2
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0219987
mrcbT16-e MATHEMATICSAPPLIED
mrcbT16-f 2.318
mrcbT16-g 0.190
mrcbT16-h >10.0
mrcbT16-i 0.01277
mrcbT16-j 2.008
mrcbT16-k 3214
mrcbT16-l 79
mrcbT16-s 1.523
mrcbT16-z ScienceCitationIndex
mrcbT16-4 Q1
mrcbT16-B 97.937
mrcbT16-C 91.434
mrcbT16-D Q1*
mrcbT16-E Q2
arlyear 2013
mrcbTft \nSoubory v repozitáři: tichavsky-0391019.pdf
mrcbU14 84875661105 SCOPUS
mrcbU34 000316855600007 WOS
mrcbU63 cav_un_epca*0257598 SIAM Journal on Matrix Analysis and Applications 0895-4798 1095-7162 Roč. 34 č. 1 2013 126 147 SIAM Society for Industrial and Applied Mathematics