Several Approximation Algorithms for Sparse Best Rank-1 Approximation to Higher-Order Tensors
December 05, 2020 ยท Declared Dead ยท ๐ Journal of Global Optimization
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Authors
Xianpeng Mao, Yuning Yang
arXiv ID
2012.03092
Category
math.NA: Numerical Analysis
Cross-listed
cs.LG,
math.OC,
stat.ML
Citations
5
Venue
Journal of Global Optimization
Last Checked
2 months ago
Abstract
Sparse tensor best rank-1 approximation (BR1Approx), which is a sparsity generalization of the dense tensor BR1Approx, and is a higher-order extension of the sparse matrix BR1Approx, is one of the most important problems in sparse tensor decomposition and related problems arising from statistics and machine learning. By exploiting the multilinearity as well as the sparsity structure of the problem, four approximation algorithms are proposed, which are easily implemented, of low computational complexity, and can serve as initial procedures for iterative algorithms. In addition, theoretically guaranteed worst-case approximation lower bounds are proved for all the algorithms. We provide numerical experiments on synthetic and real data to illustrate the effectiveness of the proposed algorithms.
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