Time-Aware Tensor Decomposition for Missing Entry Prediction
Given a time-evolving tensor with missing entries, how can we effectively factorize it for precisely predicting the missing entries? Tensor factorization has been extensively utilized for analyzing various multi-dimensional real-world data. However, existing models for tensor factorization have disregarded the temporal property for tensor factorization while most real-world data are closely related to time. Moreover, they do not address accuracy degradation due to the sparsity of time slices. The essential problems of how to exploit the temporal property for tensor decomposition and consider the sparsity of time slices remain unresolved. In this paper, we propose TATD (Time-Aware Tensor Decomposition), a novel tensor decomposition method for real-world temporal tensors. TATD is designed to exploit temporal dependency and time-varying sparsity of real-world temporal tensors. We propose a new smoothing regularization with Gaussian kernel for modeling time dependency. Moreover, we improve the performance of TATD by considering time-varying sparsity. We design an alternating optimization scheme suitable for temporal tensor factorization with our smoothing regularization. Extensive experiments show that TATD provides the state-of-the-art accuracy for decomposing temporal tensors.
Code (0)
등록된 구현이 없습니다.
Tasks
PredictionTensor DecompositionSimilar Papers 제목 키워드 기반
Multi-Dictionary Tensor Decomposition
Tensor decomposition methods are popular tools for analysis of multi-way datasets from social media, healthcare, spatio-temporal domains, and others. Widely adopted models such as Tucker and canonical polyadic decomposit…
ImputationMissing ValuesPhilosophyTensor DecompositionProbabilistic Streaming Tensor Decomposition
Tensor decomposition is a fundamental tool for multiway data analysis. While most decomposition algorithms operate a collection of static data and perform batch processes, many applications produce data in a streaming ma…
Bayesian InferenceTensor DecompositionTenIPS: Inverse Propensity Sampling for Tensor Completion
Tensors are widely used to represent multiway arrays of data. The recovery of missing entries in a tensor has been extensively studied, generally under the assumption that entries are missing completely at random (MCAR).…
Missing ValuesWeighted Tensor Decompositions for Context-aware Collaborative Filtering
Over recent years it has become well accepted that user interest is not static or immutable. There are a variety of contextual factors, such as time of day, the weather or the user's mood, that influence the current inte…
Collaborative FilteringMissing ValuesTensor DecompositionNonparametric Factor Trajectory Learning for Dynamic Tensor Decomposition
Tensor decomposition is a fundamental framework to analyze data that can be represented by multi-dimensional arrays. In practice, tensor data is often accompanied by temporal information, namely the time points when the …
Tensor Decomposition