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Tensor Decomposition with Unaligned Observations

2024-10-17 · Runshi Tang, Tamara Kolda, Anru R. Zhang

This paper presents a canonical polyadic (CP) tensor decomposition that addresses unaligned observations. The mode with unaligned observations is represented using functions in a reproducing kernel Hilbert space (RKHS). We introduce a versatile loss function that effectively accounts for various types of data, including binary, integer-valued, and positive-valued types. Additionally, we propose an optimization algorithm for computing tensor decompositions with unaligned observations, along with a stochastic gradient method to enhance computational efficiency. A sketching algorithm is also introduced to further improve efficiency when using the $\ell_2$ loss function. To demonstrate the efficacy of our methods, we provide illustrative examples using both synthetic data and an early childhood human microbiome dataset.

📄 PDF Abstract BibTeX arXiv:2410.14046

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Computational EfficiencyTensor Decomposition

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