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A Fast Randomized Adaptive CP Decomposition For Streaming Tensors

Le, Trung Thanh and Karim, Abed Meraim and Nguyen, Linh Trung and Adel, Hafiane (2021) A Fast Randomized Adaptive CP Decomposition For Streaming Tensors. In: ICASSP 2021 - 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 6-11, June 2021, Canada.

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In this paper, we introduce a fast adaptive algorithm for CAN- DECOMP/PARAFAC decomposition of streaming three-way tensors using randomized sketching techniques. By leveraging randomized least-squares regression and approximating matrix multiplication, we propose an efficient first-order estimator to minimize an exponentially weighted recursive least- squares cost function. Our algorithm is fast, requiring a low computational complexity and memory storage. Experiments indicate that the proposed algorithm is capable of adaptive tensor decomposition with a competitive performance evaluation on both synthetic and real data.

Item Type: Conference or Workshop Item (Paper)
Subjects: Electronics and Communications > Electronics and Computer Engineering
Divisions: Advanced Insitute of Engineering and Technology (AVITECH)
Depositing User: Lê Trung Thành
Date Deposited: 18 Jun 2021 10:55
Last Modified: 18 Jun 2021 10:55

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