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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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18365371 · May 202619922001200920172026
48 results for canonical polyadic

To ensure interpretability of extracted sources in tensor decomposition, we introduce in this paper a dictionary-based tensor canonical polyadic decomposition which enforces one factor to belong exactly to a known dictionary. A new formulation of sparse coding is proposed which enables high dimensional tensors dictiona…

2017-04-03abs ↗pdf ↗

This work improves fair tensor decomposition using a kernel criterion.

problem Learning fair low-rank tensor decompositions with statistical parity.
method Regularizes Canonical Polyadic Decomposition with KHSIC to ensure approximate statistical parity.
result The proposed algorithm achieves better fairness and fit than state-of-the-art FATR.

We formulate and solve a tensor model using a latent-variable approach.

problem Parameter inference for Poisson canonical polyadic tensor models.
method Latent-variable formulation, Expectation-Maximization algorithms, Fisher information matrices.
result Derivation of Fisher information for PCP models, insights into model well-posedness.

Tensor networks constrain kernel machines to Gaussian processes.

problem Speeding up kernel machines with reduced model complexity.
method Proving CPD and TT-constrained models recover Gaussian processes with i.i.d. priors.
result TT-constrained models exhibit more Gaussian process behavior than CPD for the same parameters.

Efficiently fine-tunes patient-independent seizure detection models with tensor kernel machine.

problem Improving seizure detection accuracy for wearable devices.
method Transfer learning with tensor kernel machine using canonical polyadic decomposition.
result Patient fine-tuned model achieves high performance with smaller model size.

Develops a new tensor classification method for high-dimensional data.

problem Efficient learning algorithms exploiting tensorial structure in high-dimensional multi-way arrays.
method Tensor Train Multi-way Multi-level Kernel (TT-MMK) combining Canonical Polyadic decomposition, Dual Structure-preserving Support Vector Machine, and Tensor Train approximation.
result The TT-MMK method provides higher prediction accuracy and is more reliable computationally compared to other techniques.

New method uses tensor decomposition to improve noise reduction in machine fault detection.

problem Noise in acoustic signals hinders fault detection in industrial machines.
method Non-negative Canonical Polyadic (CP) decomposition for denoising spectral data.
result Improvement in unsupervised anomaly detection for machine fault detection.

NCPF model improves traffic data imputation with neural and tensor methods.

problem Pervasive missing data in traffic analysis due to sensor failures and gaps.
method Neural Canonical Polyadic Factorization (NCPF) integrating CP decomposition and deep learning.
result NCPF outperforms state-of-the-art baselines in urban traffic datasets.

Unified framework for non-Euclidean CPD under scalable stochastic mirror descent.

problem Handling non-Euclidean losses in tensor decomposition.
method Tensor fiber sampling strategy-based stochastic mirror descent.
result Global convergence to a stationary point under reasonable conditions.

Develops a new framework to analyze gradient flow regimes and derive explicit solutions.

problem Analyzing scaling regimes and deriving explicit analytic solutions for gradient flow in large learning problems.
method Formal power series expansion of the loss evolution with coefficients encoded by diagrams.
result Reveals different learning phases and obtains explicit solutions in some cases.

Develops SymGCP for tensor decompositions with general symmetry.

problem Handling symmetry in tensor decompositions for better model accuracy.
method Introduces SymGCP, a generalized CP decomposition that accounts for any subset of tensor modes' symmetry.
result SymGCP enables efficient and scalable tensor decomposition with improved model robustness and accuracy.

We propose an extension of the canonical polyadic (CP) tensor model where one of the latent factors is allowed to vary through data slices in a constrained way. The components of the latent factors, which we want to retrieve from data, can vary from one slice to another up to a diffeomorphism. We suppose that the diffe…

2018-02-09abs ↗pdf ↗

Tensor decomposition is a well-known tool for multiway data analysis. This work proposes using stochastic gradients for efficient generalized canonical polyadic (GCP) tensor decomposition of large-scale tensors. GCP tensor decomposition is a recently proposed version of tensor decomposition that allows for a variety of…

2019-06-04abs ↗pdf ↗

Paper tackles tensor decomposition for unaligned observations using RKHS and novel loss functions.

problem Tackles tensor decomposition for unaligned observations.
method Uses functions in RKHS to represent mode with unaligned observations, introduces versatile loss function, proposes optimization algorithm and stochastic gradient method.
result Demonstrates improved tensor decomposition efficiency and effectiveness with synthetic and real data.

A new method reduces Volterra kernel complexity and uncertainty quantification.

problem Challenges in modeling nonlinear systems with Volterra series due to high model order.
method Bayesian Tensor Network Volterra kernel machines (BTN-V) using canonical polyadic decomposition.
result Competitive accuracy, enhanced uncertainty quantification, and reduced computational cost.

We propose inertial versions of block coordinate descent methods for solving non-convex non-smooth composite optimization problems. Our methods possess three main advantages compared to current state-of-the-art accelerated first-order methods: (1) they allow using two different extrapolation points to evaluate the grad…

2019-03-05abs ↗pdf ↗

Tensor decompositions are powerful tools for large data analytics as they jointly model multiple aspects of data into one framework and enable the discovery of the latent structures and higher-order correlations within the data. One of the most widely studied and used decompositions, especially in data mining and machi…

2018-07-03abs ↗pdf ↗

Our interest lies in the recoverability properties of compressed tensors under the \textit{canonical polyadic decomposition} (CPD) model. The considered problem is well-motivated in many applications, e.g., hyperspectral image and video compression. Prior work studied this problem under somewhat special assumptions---e…

2020-01-08abs ↗pdf ↗

A new probabilistic BTD method for tensor data.

problem Modeling higher-order tensors with robust inference.
method Probabilistic Block-Term Decomposition using variational Bayesian inference and von-Mises Fisher distribution.
result The proposed pBTD can quantify multi-linear structures robustly.

Efficient tensor decomposition for count data models achieves near-optimal multiway analysis.

problem Efficient tensor decomposition for count data models.
method Rank-constrained maximum-likelihood estimator for tensor decomposition.
result Achieves multiway analysis with variance matching Cramér-Rao Lower Bound up to constants and logarithmic factors.

New algorithm for online tensor factorization with provable guarantees.

problem Factorizing structured tensors with unknown factors and non-convex optimization.
method Online CP/PARAFAC decomposition via dictionary learning with incoherence and sparsity constraints.
result Exact recovery of tensor factors at a linear rate under mild conditions.

Knowledge graphs contain knowledge about the world and provide a structured representation of this knowledge. Current knowledge graphs contain only a small subset of what is true in the world. Link prediction approaches aim at predicting new links for a knowledge graph given the existing links among the entities. Tenso…

2018-02-13abs ↗pdf ↗

This work improves tensor decomposition methods, especially for large datasets.

problem Lack of efficient methods for estimating Tucker decompositions.
method Applies Johnson-Lindenstrauss type guarantees to Tucker decompositions with random embeddings.
result Effective dimension reduction with minimal error for large tensors.

CP-factorization for high-dimensional tensor time series and double projection iterations

problem Identifying and estimating factor loadings in CP decomposition for high-dimensional tensor time series
method One-pass estimation procedure using standard eigen-analysis for matrix constructed based on serial dependence
result Asymptotic properties established under general settings, adapt to sparsity, accommodates weak factors

Paper studies nonnegative Tucker decomposition identifiability with sparsity conditions.

problem Identify nonnegative Tucker decomposition factors uniquely.
method Adapting NMF identifiability results, derive procedures using tensor unfoldings or slices.
result Nonnegative Tucker decomposition factors are identifiable under certain sparsity conditions.

Graph representations have increasingly grown in popularity during the last years. Existing representation learning approaches explicitly encode network structure. Despite their good performance in downstream processes (e.g., node classification, link prediction), there is still room for improvement in different aspect…

2018-05-03abs ↗pdf ↗

Proposes a method to handle sparse multiway count data with false zeros using zero-truncated Poisson regression.

problem Handling sparse multiway count data corrupted by false zeros.
method Zero-truncated Poisson regression with tensor completion.
result Accurate estimation of multiway count data from approximately IR2log22(I)IR^2\log_2^2(I) non-zero counts.

This work tackles sparse coding in DLRA for interpretable multiway data.

problem Sparse coding in DLRA for interpretable multiway data.
method Proposes a new sparse-coding subproblem (MSC) and several algorithms to solve it.
result DLRA extends low-rank approximations, reducing variance and enhancing interpretability.

This work tackles multivariate CDFs and copulas using tensor factorization.

problem Learning multivariate distributions, especially for mixed random variables, is challenging.
method Introducing a low-rank model for efficient sampling, inference, and uncertainty quantification.
result The proposed model outperforms traditional methods in various applications.

We consider the problem of low canonical polyadic (CP) rank tensor completion. A completion is a tensor whose entries agree with the observed entries and its rank matches the given CP rank. We analyze the manifold structure corresponding to the tensors with the given rank and define a set of polynomials based on the sa…

2017-03-31abs ↗pdf ↗

This paper presents a Bayesian method for estimating the rank of a low-rank tensor model of joint PMF.

problem Estimating the rank of a low-rank tensor model of joint PMF from observed data.
method Bayesian framework for estimating low-rank components and rank simultaneously, using variational inference.
result Automatic rank detection and improved estimation accuracy compared to cross-validation methods.

Improved tensor rank learning for CPD models using a generalized hyperbolic prior.

problem Inaccurate tensor rank determination leads to overfitting or underfitting in CPD models.
method Introduced a generalized hyperbolic prior for automatic tensor rank learning in probabilistic CPD models.
result Significantly improved performance in learning both low and high tensor ranks, even for low SNR cases.

Paper introduces a new method for efficient portfolio risk quantification.

problem Efficiently quantify risk in large portfolios with many trades and few dominant risk factors.
method Combines Fourier-cosine series with tensor decomposition techniques for dimension reduction.
result Achieves relative errors below 0.1% with significant runtime improvement.

Accurately determining dependency structure is critical to discovering a system's causal organization. We recently showed that the transfer entropy fails in a key aspect of this---measuring information flow---due to its conflation of dyadic and polyadic relationships. We extend this observation to demonstrate that this…

2016-09-05abs ↗pdf ↗

HYVINT generates hypergraphs with intensity-driven incidence formation and variational learning.

problem Challenges in generating hypergraphs with mechanistic interpretation and limited latent space.
method HYVINT uses intensity-driven incidence formation and a lower-bound variational estimator for latent representations.
result HYVINT achieves strong fidelity and novelty on synthetic and real-world hypergraphs.

We show that the Kahler-Ricci flow on an algebraic manifold of positive Kodaira dimension and semi-ample canonical line bundle converges to a unique canonical metric on its canonical model. It is also shown that there exists a canonical measure of analytic Zariski decomposition on an algebraic manifold of positive Koda…

2008-02-19abs ↗pdf ↗