The Epsilon-Alternating Least Squares for Orthogonal Low-Rank Tensor Approximation and Its Global Convergence
@article{Yang2019TheEL, title={The Epsilon-Alternating Least Squares for Orthogonal Low-Rank Tensor Approximation and Its Global Convergence}, author={Yuning Yang}, journal={ArXiv}, year={2019}, volume={abs/1911.10921} }
The epsilon alternating least squares ($\epsilon$-ALS) is developed and analyzed for canonical polyadic decomposition (approximation) of a higher-order tensor where one or more of the factor matrices are assumed to be columnwisely orthonormal. It is shown that the algorithm globally converges to a KKT point for all tensors without any assumption. For the original ALS, by further studying the properties of the polar decomposition, we also establish its global convergence under a reality…
9 Citations
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O C ] 9 D ec 2 01 9 LINEAR CONVERGENCE OF AN ALTERNATING POLAR DECOMPOSITION METHOD FOR LOW RANK ORTHOGONAL TENSOR APPROXIMATIONS
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An improved version of the classical APD, iAPD, of the alternating polar decomposition method is proposed, which exhibits an overall sublinear convergence with an explicit rate which is sharper than the usual Op1{kq for first order methods in optimization.
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It turns out that well-known algorithms are all special cases of this general algorithmic framework and its symmetric variant, and the convergence results subsume the results found in the literature designed for those special cases.
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