Tensor Decompositions for Count Data that Leverage Stochastic and Deterministic Optimization
- Sandia National Laboratories (SNL-CA), Livermore, CA (United States)
- Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States)
There is growing interest to extend low-rank matrix decompositions to multi-way arrays, or tensors. One fundamental low-rank tensor decomposition is the canonical polyadic decomposition (CPD). The challenge of fitting a low-rank, nonnegative CPD model to Poisson-distributed count data is of particular interest. Several popular algorithms use local search methods to approximate the global maximum likelihood estimator from local minima. Simultaneously, a recent trend in theoretical computer science and numerical linear algebra leverages randomization to solve very large, hard problems. The typical approach is to use randomization for a fast approximation and determinism for refinement to yield effective algorithms with theoretical guarantees. Two popular algorithms for Poisson CPD reflect that emergent dichotomy: CP Alternating Poisson Regression is a deterministic algorithm and Generalized Canonical Polyadic decomposition makes use of stochastic algorithms in several variants. This work extends recent work to develop two new methods that leverage randomized and deterministic algorithms for improved accuracy and performance.
- Research Organization:
- Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States)
- Sponsoring Organization:
- USDOE National Nuclear Security Administration (NNSA)
- DOE Contract Number:
- NA0003525
- OSTI ID:
- 2430475
- Report Number(s):
- SAND--2023-08238R
- Country of Publication:
- United States
- Language:
- English
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