论文标题

使用任意数量的通过

A Randomized Algorithm for Tensor Singular Value Decomposition using an Arbitrary Number of Passes

论文作者

Ahmadi-Asl, Salman, Phan, Anh-Huy, Cichocki, Andrzej

论文摘要

张量奇异值分解(T-SVD)的有效,快速计算,几次通过了基础数据张量,因为它具有许多潜在的应用,至关重要。当前/现有的子空间随机算法需要(2Q+2)通过数据张量来计算t-SVD,其中Q是非负整数编号(功率迭代参数)。在本文中,我们提出了一种有效且灵活的随机算法,该算法可以处理任何数量的通行Q,而无需任何必要。所提出的算法在使用较少的通行证中的灵活性自然会导致计算和通信成本降低。当我们的任务要求进行多个张量分解或数据张量很大时,这一优势使其特别合适。提出的算法是针对张量的矩阵开发的方法的概括。提出了所提出的算法的预期/平均误差结合。进行了对随机和现实世界数据集的广泛数值实验,并将提出的算法与某些基线算法进行比较。广泛的计算机仿真实验表明,所提出的算法是实用,有效的,并且通常优于艺术算法的状态。我们还演示了如何使用所提出的方法为张量完成问题开发快速算法。

Efficient and fast computation of a tensor singular value decomposition (t-SVD) with a few passes over the underlying data tensor is crucial because of its many potential applications. The current/existing subspace randomized algorithms need (2q+2) passes over the data tensor to compute a t-SVD, where q is a non-negative integer number (power iteration parameter). In this paper, we propose an efficient and flexible randomized algorithm that can handle any number of passes q, which not necessary need be even. The flexibility of the proposed algorithm in using fewer passes naturally leads to lower computational and communication costs. This advantage makes it particularly appropriate when our task calls for several tensor decompositions or when the data tensors are huge. The proposed algorithm is a generalization of the methods developed for matrices to tensors. The expected/ average error bound of the proposed algorithm is derived. Extensive numerical experiments on random and real-world data sets are conducted, and the proposed algorithm is compared with some baseline algorithms. The extensive computer simulation experiments demonstrate that the proposed algorithm is practical, efficient, and in general outperforms the state of the arts algorithms. We also demonstrate how to use the proposed method to develop a fast algorithm for the tensor completion problem.

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