legendre decomposition
Legendre Decomposition for Tensors
We present a novel nonnegative tensor decomposition method, called Legendre decomposition, which factorizes an input tensor into a multiplicative combination of parameters. Thanks to the well-developed theory of information geometry, the reconstructed tensor is unique and always minimizes the KL divergence from an input tensor. We empirically show that Legendre decomposition can more accurately reconstruct tensors than other nonnegative tensor decomposition methods.
Legendre Decomposition for Tensors
Mahito Sugiyama, Hiroyuki Nakahara, Koji Tsuda
CP decomposition compresses an input tensor into a sum of rank-one components, and Tucker decomposition approximates an input tensor by a core tensor multiplied by matrices. To date, matrix and tensor decomposition has been extensively analyzed, and there are a number of variations of such decomposition (Kolda and Bader, 2009), where the common goal is to approximate a given tensor by a smaller number of components, or parameters,inanefficientmanner. However, despite the recent advances of decomposition techniques, a learning theory that can systematically define decomposition for any order tensors including vectors and matrices is still under development. Moreover, it is well known that CP and Tucker tensor decomposition include non-convex optimization and that the global convergence is not guaranteed.
Legendre Decomposition for Tensors
We present a novel nonnegative tensor decomposition method, called Legendre decomposition, which factorizes an input tensor into a multiplicative combination of parameters. Thanks to the well-developed theory of information geometry, the reconstructed tensor is unique and always minimizes the KL divergence from an input tensor. We empirically show that Legendre decomposition can more accurately reconstruct tensors than other nonnegative tensor decomposition methods.
Legendre Decomposition for Tensors
Mahito Sugiyama, Hiroyuki Nakahara, Koji Tsuda
We present a novel nonnegative tensor decomposition method, called Legendre decomposition, which factorizes an input tensor into a multiplicative combination of parameters. Thanks to the well-developed theory of information geometry, the reconstructed tensor is unique and always minimizes the KL divergence from an input tensor. We empirically show that Legendre decomposition can more accurately reconstruct tensors than other nonnegative tensor decomposition methods.
Reviews: Legendre Decomposition for Tensors
Main ideas of the submission The manuscript presents an approximation of nonnegative multi-way tensorial data (or high-order probability mass functions) based on structured energy function form that minimizes the Kullback-Leibler divergence. Comparing against other multilinear decomposition methods of nonnegative tensors, the proposal approach operates on multiplicative parameters under convex objective function and converges to a globally optimal solution. It also shows interesting connections with graphical models such as the high-order Boltzmann machines. Two optimization algorithms are developed, based upon gradient and natural gradient, respectively. The experiment shows that under the same number of parameters, the proposed approach yields smaller RMSEs than the other two baseline non-negative tensor decomposition methods.
Many-body Approximation for Non-negative Tensors
Ghalamkari, Kazu, Sugiyama, Mahito, Kawahara, Yoshinobu
We present an alternative approach to decompose non-negative tensors, called many-body approximation. Traditional decomposition methods assume low-rankness in the representation, resulting in difficulties in global optimization and target rank selection. We avoid these problems by energy-based modeling of tensors, where a tensor and its mode correspond to a probability distribution and a random variable, respectively. Our model can be globally optimized in terms of the KL divergence minimization by taking the interaction between variables (that is, modes), into account that can be tuned more intuitively than ranks. Furthermore, we visualize interactions between modes as tensor networks and reveal a nontrivial relationship between many-body approximation and low-rank approximation. We demonstrate the effectiveness of our approach in tensor completion and approximation.