Often, large, high dimensional datasets collected across multiple modalities can be organized as a higher order tensor. Low-rank tensor decomposition then arises as a powerful and widely used tool to discover simple low dimensional structures underlying such data. However, we currently lack a theoretical understanding of the algorithmic behavior of low-rank tensor decompositions. We derive Bayesian approximate message passing (AMP) algorithms for recovering arbitrarily shaped low-rank tensors buried within noise, and we employ dynamic mean field theory to precisely characterize their performance. Our theory reveals the existence of phase transitions between easy, hard and impossible inference regimes, and displays an excellent match with simulations. Moreover it reveals several qualitative surprises compared to the behavior of symmetric, cubic tensor decomposition. Finally, we compare our AMP algorithm to the most commonly used algorithm, alternating least squares (ALS), and demonstrate that AMP significantly outperforms ALS in the presence of noise.

Deep neural networks have received a considerable attention due to the success of their training for real world machine learning applications. They are also of great interest to the understanding of sensory processing in cortical sensory hierarchies. The purpose of this work is to advance our theoretical understanding of the computational benefits of these architectures. Using a simple model of clustered noisy inputs and a simple learning rule, we provide analytically derived recursion relations describing the propagation of the signals along the deep network. By analysis of these equations, and defining performance measures, we show that these model networks have optimal depths. We further explore the dependence of the optimal architecture on the system parameters.

Often, large, high dimensional datasets collected across multiple modalities can be organized as a higher order tensor. Low-rank tensor decomposition then arises as a powerful and widely used tool to discover simple low dimensional structures underlying such data. However, we currently lack a theoretical understanding of the algorithmic behavior of low-rank tensor decompositions. We derive Bayesian approximate message passing (AMP) algorithms for recovering arbitrarily shaped low-rank tensors buried within noise, and we employ dynamic mean field theory to precisely characterize their performance. Our theory reveals the existence of phase transitions between easy, hard and impossible inference regimes, and displays an excellent match with simulations. Moreover it reveals several qualitative surprises compared to the behavior of symmetric, cubic tensor decomposition. Finally, we compare our AMP algorithm to the most commonly used algorithm, alternating least squares (ALS), and demonstrate that AMP significantly outperforms ALS in the presence of noise.