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Parallel Algorithms for Constrained Tensor Factorization via the Alternating Direction Method of Multipliers

机译:基于maTLaB的约束张量分解并行算法   乘数的交替方向法

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摘要

Tensor factorization has proven useful in a wide range of applications, fromsensor array processing to communications, speech and audio signal processing,and machine learning. With few recent exceptions, all tensor factorizationalgorithms were originally developed for centralized, in-memory computation ona single machine; and the few that break away from this mold do not easilyincorporate practically important constraints, such as nonnegativity. A newconstrained tensor factorization framework is proposed in this paper, buildingupon the Alternating Direction method of Multipliers (ADMoM). It is shown thatthis simplifies computations, bypassing the need to solve constrainedoptimization problems in each iteration; and it naturally leads to distributedalgorithms suitable for parallel implementation on regular high-performancecomputing (e.g., mesh) architectures. This opens the door for many emerging bigdata-enabled applications. The methodology is exemplified using nonnegativityas a baseline constraint, but the proposed framework can more-or-less readilyincorporate many other types of constraints. Numerical experiments are veryencouraging, indicating that the ADMoM-based nonnegative tensor factorization(NTF) has high potential as an alternative to state-of-the-art approaches.
机译:张量分解已经证明在从传感器阵列处理到通信,语音和音频信号处理以及机器学习的广泛应用中很有用。除最近的例外外,所有张量分解算法最初都是为在一台机器上进行集中式内存中计算而开发的。少数脱离这种模式的人并不会轻易纳入一些重要的约束条件,例如非负性。在乘数交替方向法(ADMoM)的基础上,提出了一种新的约束张量因子分解框架。结果表明,这简化了计算,而无需在每次迭代中解决约束优化问题。而且自然会导致分布式算法适合在常规的高性能计算(例如网格)体系结构上并行实现。这为许多新兴的启用大数据的应用程序打开了大门。使用非负性作为基线约束条件来举例说明该方法,但是所提出的框架可以或多或少容易地并入许多其他类型的约束条件。数值实验非常令人鼓舞,这表明基于ADMoM的非负张量因子分解(NTF)作为最新技术的替代方法具有很高的潜力。

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