Abstract
We develop a probabilistic framework for multiway analysis of high dimensional datasets. By exploiting a link between graphical models and tensor factorization models we can realize any arbitrary tensor factorization structure, and many popular models such as CP or TUCKER models with Euclidean error and their non-negative variants with KL error appear as special cases. Due to the duality between exponential families and Bregman divergences, we can cast the problem as inference in a model with Gaussian or Poisson components, where tensor factorisation reduces to a parameter estimation problem. We derive the generic form of update equations for multiplicative and alternating least squares. We also propose a straightforward matricisation procedure to convert element-wise equations into the matrix forms to ease implementation and parallelisation.
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Yılmaz, Y.K., Cemgil, A.T. (2010). Probabilistic Latent Tensor Factorization. In: Vigneron, V., Zarzoso, V., Moreau, E., Gribonval, R., Vincent, E. (eds) Latent Variable Analysis and Signal Separation. LVA/ICA 2010. Lecture Notes in Computer Science, vol 6365. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-15995-4_43
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DOI: https://doi.org/10.1007/978-3-642-15995-4_43
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