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

Nguyen, Viet Dung and Abed-Meraim, Karim and Nguyen, Linh Trung (2017) Second-order optimization based adaptive PARAFAC decomposition of three-way tensors. Digital Signal Processing, 63 . pp. 100-111. ISSN 1051-2004

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Abstract

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
Subjects:	Electronics and Communications ISI-indexed journals
Divisions:	Faculty of Electronics and Telecommunications (FET)
Depositing User:	A/Prof. Linh Trung Nguyen
Date Deposited:	09 Jun 2017 11:37
Last Modified:	09 Jun 2017 11:37
URI:	http://eprints.uet.vnu.edu.vn/eprints/id/eprint/2485

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