paper-with-me

Papers

Stochastic Nonparametric Event-Tensor Decomposition

2018-12-01 · NeurIPS 2018 12 · Shandian Zhe, Yishuai Du

Tensor decompositions are fundamental tools for multiway data analysis. Existing approaches, however, ignore the valuable temporal information along with data, or simply discretize them into time steps so that important temporal patterns are easily missed. Moreover, most methods are limited to multilinear decomposition forms, and hence are unable to capture intricate, nonlinear relationships in data. To address these issues, we formulate event-tensors, to preserve the complete temporal information for multiway data, and propose a novel Bayesian nonparametric decomposition model. Our model can (1) fully exploit the time stamps to capture the critical, causal/triggering effects between the interaction events, (2) flexibly estimate the complex relationships between the entities in tensor modes, and (3) uncover hidden structures from their temporal interactions. For scalable inference, we develop a doubly stochastic variational Expectation-Maximization algorithm to conduct an online decomposition. Evaluations on both synthetic and real-world datasets show that our model not only improves upon the predictive performance of existing methods, but also discovers interesting clusters underlying the data.

📄 PDF Abstract BibTeX

Code (0)

등록된 구현이 없습니다.

Tasks

Tensor Decomposition

Similar Papers 제목 키워드 기반

Efficient Nonparametric Tensor Decomposition for Binary and Count Data

2024-01-15 · Zerui Tao, Toshihisa Tanaka, Qibin Zhao

In numerous applications, binary reactions or event counts are observed and stored within high-order tensors. Tensor decompositions (TDs) serve as a powerful tool to handle such high-dimensional and sparse data. However,…

Tensor DecompositionVariational Inference

Doubly Decomposing Nonparametric Tensor Regression

2015-06-19 · Masaaki Imaizumi, Kohei Hayashi

Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparamet…

regressionTensor Decomposition

Stochastic Gradients for Large-Scale Tensor Decomposition

2019-06-04 · Tamara G. Kolda, David Hong

Tensor decomposition is a well-known tool for multiway data analysis. This work proposes using stochastic gradients for efficient generalized canonical polyadic (GCP) tensor decomposition of large-scale tensors. GCP tens…

Tensor Decomposition

Improving Nonparametric Density Estimation with Tensor Decompositions

2020-10-06 · Robert A. Vandermeulen

While nonparametric density estimators often perform well on low dimensional data, their performance can suffer when applied to higher dimensional data, owing presumably to the curse of dimensionality. One technique for …

Density Estimation

Self-Modulating Nonparametric Event-Tensor Factorization

2020-01-01 · ICML 2020 1 · Zheng Wang, Xinqi Chu, Shandian Zhe

Tensor factorization is a fundamental framework to analyze high-order interactions in data. Despite the success of the existing methods, the valuable temporal information are severely underused. The timestamps of the int…

Point ProcessesStochastic Optimization