A Further Improvement of a Fast Damped Gauss?Newton Algorithm for CANDECOMP-PARAFAC Tensor Decomposition
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F13%3A00392903" target="_blank" >RIV/67985556:_____/13:00392903 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
A Further Improvement of a Fast Damped Gauss?Newton Algorithm for CANDECOMP-PARAFAC Tensor Decomposition
Original language description
In this paper, a novel implementation of the damped Gauss-Newton algorithm (also known as Levenberg-Marquart) for the CANDECOMP-PARAFAC (CP) tensor decomposition is proposed. The method is based on a fast inversion of the approximate Hessian for the problem. It is shown that the inversion can be computed on O(NR^6) operations, where N and R is the tensor order and rank, respectively. It is less than in the best existing state-of-the art algorithm with O(N^3R^6) operations. The damped Gauss-Newton algorithm is suitable namely for difficult scenarios, where nearly-colinear factors appear in several modes simultaneously. Performance of the method is shown on decomposition of large tensors (100 100 100 and 100 100 100 100) of rank 5 to 90.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA102%2F09%2F1278" target="_blank" >GA102/09/1278: Advanced methods of blind source separation and blind deconvolution</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
2013 IEEE International Conference on Acoustics, Speech, and Signal Processing ICASSP 2013
ISBN
978-1-4799-0355-9
ISSN
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e-ISSN
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Number of pages
5
Pages from-to
5964-5968
Publisher name
IEEE
Place of publication
Vancouver
Event location
Vancouver
Event date
May 27, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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