The CP decomposition is the most appropriate tool for modeling data arrays with a trilinear structure. Model fitting can be hindered by several issues, including computational inefficiency, bad initialization, excessive modeled noise, sensitivity to over-factoring and collinearity. Many algorithms have been proposed for parameter estimation, each with specific strengths and weaknesses. Fast procedures tend to be less stable and vice-versa. Stability is usually prioritized by preferring the least-square approach ALS, albeit slow and sensitive to excess factors. As a solution integrated methods have been proposed in the literature. First, estimation is initialized with a fast procedure to ensure competitive speed then results are refined with ALS to improve precision. In this work, we implement a novel integrated algorithm called INT-3 where ASD steps are concatenated with ALS. ASD was selected because of its remarkable speed and low memory consumption requirements. INT-3 performance is tested against ALS on artificial data.
Fast CP Model Fitting with Integrated ASD-ALS Procedure / Todorov, Valentin; Simonacci, Violetta; Gallo, Michele; Trendafilov, Nickolay. - 1433:(2022), pp. 374-381. (Intervento presentato al convegno SMPS 2022 tenutosi a Valladolid, Spain nel 14-16 September) [10.1007/978-3-031-15509-3_49].
Fast CP Model Fitting with Integrated ASD-ALS Procedure
Simonacci Violetta;
2022
Abstract
The CP decomposition is the most appropriate tool for modeling data arrays with a trilinear structure. Model fitting can be hindered by several issues, including computational inefficiency, bad initialization, excessive modeled noise, sensitivity to over-factoring and collinearity. Many algorithms have been proposed for parameter estimation, each with specific strengths and weaknesses. Fast procedures tend to be less stable and vice-versa. Stability is usually prioritized by preferring the least-square approach ALS, albeit slow and sensitive to excess factors. As a solution integrated methods have been proposed in the literature. First, estimation is initialized with a fast procedure to ensure competitive speed then results are refined with ALS to improve precision. In this work, we implement a novel integrated algorithm called INT-3 where ASD steps are concatenated with ALS. ASD was selected because of its remarkable speed and low memory consumption requirements. INT-3 performance is tested against ALS on artificial data.File | Dimensione | Formato | |
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