2021 IEEE International Conference on Acoustics, Speech and Signal Processing

6-11 June 2021 • Toronto, Ontario, Canada

Extracting Knowledge from Information

2021 IEEE International Conference on Acoustics, Speech and Signal Processing

6-11 June 2021 • Toronto, Ontario, Canada

Extracting Knowledge from Information
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Paper Detail

Paper IDMLSP-7.5
Paper Title Fiber-Sampled Stochastic Mirror Descent For Tensor Decomposition with beta-Divergence
Authors Wenqiang Pu, The Chinese University of Hong Kong, Shenzhen, China; Shahana Ibrahim, Xiao Fu, Oregon State University, United States; Mingyi Hong, University of Minnesota, United States
SessionMLSP-7: Tensor Signal Processing
LocationGather.Town
Session Time:Tuesday, 08 June, 14:00 - 14:45
Presentation Time:Tuesday, 08 June, 14:00 - 14:45
Presentation Poster
Topic Machine Learning for Signal Processing: [MLR-LMM] Learning from multimodal data
IEEE Xplore Open Preview  Click here to view in IEEE Xplore
Abstract Canonical polyadic decomposition (CPD) has been a workhorse for multimodal data analytics. This work puts forth a stochastic algorithmic framework for CPD under $\beta$-divergence, which is well-motivated in statistical learning---where the Euclidean distance is typically not preferred. Despite the existence of a series of prior works addressing this topic, pressing computational and theoretical challenges, e.g., scalability and convergence issues, still remain. In this paper, a unified stochastic mirror descent framework is developed for large-scale $\beta$-divergence CPD. Our key contribution is the integrated design of a tensor fiber sampling strategy and a flexible stochastic Bregman divergence-based mirror descent iterative procedure, which significantly reduces the computation and memory cost per iteration for various $\beta$. Leveraging the fiber sampling scheme and the multilinear algebraic structure of low-rank tensors, the proposed lightweight algorithm also ensures global convergence to a stationary point under mild conditions. Numerical results on synthetic and real data show that our framework attains significant computational saving compared with state-of-the-art methods.