论文标题

用于计算塔克分解和高阶SVD(HOSVD)的随机算法

Randomized Algorithms for Computation of Tucker decomposition and Higher Order SVD (HOSVD)

论文作者

Ahmadi-Asl, Salman, Abukhovich, Stanislav, Asante-Mensah, Maame G., Cichocki, Andrzej, Phan, Anh Huy, Tanaka, Toshihisa, Oseledets, Ivan

论文摘要

大数据分析已成为新的新兴技术的关键部分,例如物联网,网络物理分析,深度学习,异常检测等。在许多其他技术中,降低维度降低在此类分析中起关键作用,并促进特征选择和特征提取。随机算法是处理大数据张量的有效工具。它们通过降低确定性算法的计算复杂性以及不同级别的内存层次结构之间的通信来加速分解大规模的数据张量,这是现代计算环境和体系结构中的主要瓶颈。在本文中,我们回顾了塔克分解和高阶SVD(HOSVD)的随机分组的最新进展。我们讨论随机投影和采样方法,单通道和多通的随机算法,以及如何在塔克分解和HOSVD的计算中利用它们。提供了关于合成和真实数据集的模拟,以比较某些最佳和最有前途的算法的性能。

Big data analysis has become a crucial part of new emerging technologies such as the internet of things, cyber-physical analysis, deep learning, anomaly detection, etc. Among many other techniques, dimensionality reduction plays a key role in such analyses and facilitates feature selection and feature extraction. Randomized algorithms are efficient tools for handling big data tensors. They accelerate decomposing large-scale data tensors by reducing the computational complexity of deterministic algorithms and the communication among different levels of the memory hierarchy, which is the main bottleneck in modern computing environments and architectures. In this paper, we review recent advances in randomization for the computation of Tucker decomposition and Higher Order SVD (HOSVD). We discuss random projection and sampling approaches, single-pass, and multi-pass randomized algorithms, and how to utilize them in the computation of the Tucker decomposition and the HOSVD. Simulations on synthetic and real datasets are provided to compare the performance of some of the best and most promising algorithms.

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