论文标题
交替的Mahalanobis距离最小化,以稳定而准确的CP分解
Alternating Mahalanobis Distance Minimization for Stable and Accurate CP Decomposition
论文作者
论文摘要
CP分解(CPD)在化学计量学,信号处理,数据挖掘和更多领域中普遍存在。尽管已经提出了许多算法来计算CPD,但交替的最小二乘(ALS)仍然是用于计算分解的最广泛使用的算法之一。最近的工作介绍了特征值和张量的单数概念,并探索了特征向量和奇异向量在信号处理,数据分析和其他各个领域等领域的应用。我们引入了一种新的公式,用于通过考虑与以前工作中使用的功能不同的函数的临界点来得出张量的奇异值和张量的向量。以交替的方式计算这些关键点会激发交替的优化算法,该算法对应于矩阵中的最小二乘算法交替。但是,对于大于$ 3 $的张紧器,它可以最大程度地减少与常用最小二乘损失不同的目标函数。交替优化此新目标会简单地更新与ALS相同的渐近计算成本的因子矩阵。我们表明,该算法的亚滚动可以实现具有已知级别的精确CPD的超线性收敛速率,并通过实验验证它。然后,我们将算法视为相对于每个因素优化了Mahalanobis距离,而地面度量取决于其他因素。这种观点使我们能够概括与与ALS相对应的更新和新算法之间的插值方法,以管理分解的稳定性和适应性之间的权衡。我们的实验结果表明,与ALS算法相比,该算法及其变体融合到具有可比性甚至更好的适应性的效果及其变体的算法及其变体都会收敛到较好的调节分解。
CP decomposition (CPD) is prevalent in chemometrics, signal processing, data mining and many more fields. While many algorithms have been proposed to compute the CPD, alternating least squares (ALS) remains one of the most widely used algorithm for computing the decomposition. Recent works have introduced the notion of eigenvalues and singular values of a tensor and explored applications of eigenvectors and singular vectors in areas like signal processing, data analytics and in various other fields. We introduce a new formulation for deriving singular values and vectors of a tensor by considering the critical points of a function different from what is used in the previous work. Computing these critical points in an alternating manner motivates an alternating optimization algorithm which corresponds to alternating least squares algorithm in the matrix case. However, for tensors with order greater than equal to $3$, it minimizes an objective function which is different from the commonly used least squares loss. Alternating optimization of this new objective leads to simple updates to the factor matrices with the same asymptotic computational cost as ALS. We show that a subsweep of this algorithm can achieve a superlinear convergence rate for exact CPD with known rank and verify it experimentally. We then view the algorithm as optimizing a Mahalanobis distance with respect to each factor with ground metric dependent on the other factors. This perspective allows us to generalize our approach to interpolate between updates corresponding to the ALS and the new algorithm to manage the tradeoff between stability and fitness of the decomposition. Our experimental results show that for approximating synthetic and real-world tensors, this algorithm and its variants converge to a better conditioned decomposition with comparable and sometimes better fitness as compared to the ALS algorithm.