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Second-order optimization based adaptive PARAFAC decomposition of three-way tensors

Viet Dung Nguyen and Karim Abed-Meraim and Linh Trung Nguyen (2016) Second-order optimization based adaptive PARAFAC decomposition of three-way tensors. Digital Signal Processing . ISSN 1051-2004 (Submitted)

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A fast adaptive parallel factor (PARAFAC) decomposition algorithm is proposed for a class of third-order tensors that have one dimension growing linearly with time. It is based on an alternating least squares approach in conjunction with a Newton-type optimization technique. By preserving the Khatri-Rao product and exploiting the the reduced-rank update structure of the estimated subspace at each time instant, the algorithm achieves linear complexity and superior convergence performance. A modified version of the algorithm is also proposed to deal with the non-negative constraint. In addition, parallel implementation issues are investigated. Finally, the performance of the algorithm is numerically studied and compared to several state-of-the-art algorithms.

Item Type:Article
Additional Information:revised version
Subjects:Electronics and Communications
ISI/Scopus-indexed journals
Divisions:Faculty of Electronics and Telecommunications (FET)
ID Code:2196
Deposited By: A/Prof. Linh Trung Nguyen
Deposited On:08 Dec 2016 16:55
Last Modified:08 Dec 2016 16:56

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