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A Novel Regularized Alternating Least Squares Algorithm with Global Convergence for Canonical Tensor Decomposition
CHEN Yannan 1, SUN Wenyu 2
1. School of Mathematics and Statistics, Zhengzhou University, Zhengzhou 450001
2. Corresponding author. School of Mathematical Sciences, Jiangsu Key Laboratory for NSLSCS, Nanjing Normal University, Nanjing 210046
*Correspondence author
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Funding: This work was supported by the National Natural Science Foundation of China (No.No. 11171159)
Opened online: 5 November 2013
Accepted by: none
Citation: CHEN Yannan, SUN Wenyu.A Novel Regularized Alternating Least Squares Algorithm with Global Convergence for Canonical Tensor Decomposition[OL]. [ 5 November 2013] http://en.paper.edu.cn/en_releasepaper/content/4566786
 
 
The regularization method could deal with the swamp effect of alternating least squares (ALS) algorithms for tensor decomposition. The regularization term is a norm of the difference between the solution and the current iterate. In this paper, we show that the norm could be weakened to a seminorm so the selection of the regularization term could be more flexible. To overcome the swamp effect and avoid the drawback that the Hessian of the subproblem may get close to singular in the iterative procedure, we propose a seminorm regularized ALS algorithm for solving the canonical tensor decomposition. %In computation, the seminorm regularization term is added conveniently by replacing the Hessian %by its modified eigenvalue decomposition or the modified Cholesky factorization. Moreover, in new algorithm, we introduce a novel extrapolation in the update of each mode factor which makes an immediate impression on the update of subsequent ones. Under some mild assumptions, the global convergence of new algorithm with a seminorm regularization and the novel extrapolation is established. Numerical experiments on synthetic and real-world problems show that the new method is efficient and promising.
Keywords: Alternating least squares, CANDECOMP, PARAFAC, regularization method, tensor decomposition.
 
 
 

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