Fast adaptive PARAFAC decomposition algorithm with linear complexity

Viet-Dung Nguyen; Karim Abed-Meraim; Linh-Trung Nguyen

Fast adaptive PARAFAC decomposition algorithm with linear complexity

Viet-Dung Nguyen ¹ Karim Abed-Meraim ¹ Linh-Trung Nguyen ²

1 PRISME - Laboratoire Pluridisciplinaire de Recherche en Ingénierie des Systèmes, Mécanique et Energétique

2 VNU University of Engineering and Technology

Abstract : We present a fast adaptive PARAFAC decomposition algorithm with low computational complexity. The proposed algorithm generalizes the Orthonormal Projection Approximation Subspace Tracking (OPAST) approach for tracking a class of third-order tensors which have one dimension grow- ing with time. It has linear complexity, good convergence rate and good estimation accuracy. To deal with large-scale problems, a parallel implementation can be applied to reduce both computational complexity and storage. We illustrate the effectiveness of our algorithm in comparison with the state-of-the-art algorithms through simulation experiments.

Keywords : Tensor decomposition 3-way tensors adaptive algorithm linear complexity parallelizable

Type de document :

Communication dans un congrès

International Conference on Acoustics, Speech and Signal Processing (ICASSP 2016), Mar 2016, Shanghai, China

Domaine :

Informatique [cs] / Traitement du signal et de l'image

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https://hal.inria.fr/hal-01306461
Contributeur : Viet-Dung Nguyen <>
Soumis le : vendredi 5 août 2016 - 10:32:02
Dernière modification le : lundi 16 juillet 2018 - 16:00:45

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