Nesterov acceleration of alternating least squares for canonical tensor decomposition: Momentum step size selection and restart mechanisms

DOI10.1002/nla.2297zbMath1488.65108arXiv1810.05846OpenAlexW2988137070MaRDI QIDQ5122239

Nan Ye, Drew Mitchell, Hans De Sterck

Publication date: 22 September 2020

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.05846

zbMATH Keywords

nonlinear optimizationalternating least squarescanonical tensor decompositionnonlinear preconditioningNesterov accelerationnonlinear acceleration

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69) Methods of reduced gradient type (90C52) Numerical linear algebra (65F99)

Related Items (6)

Alternating Mahalanobis Distance Minimization for Accurate and Well-Conditioned CP Decomposition ⋮ On the Asymptotic Linear Convergence Speed of Anderson Acceleration, Nesterov Acceleration, and Nonlinear GMRES ⋮ On the convergence of a class of inertial dynamical systems with Tikhonov regularization ⋮ On the asymptotic linear convergence speed of Anderson acceleration applied to ADMM ⋮ Comparison of Accuracy and Scalability of Gauss--Newton and Alternating Least Squares for CANDECOMC/PARAFAC Decomposition ⋮ An AO-ADMM Approach to Constraining PARAFAC2 on All Modes

Uses Software

• Matlab
• TensorToolbox
• Poblano

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