A block-randomized stochastic method with importance sampling for CP tensor decomposition

DOI10.1007/s10444-024-10119-6arXiv2103.04081OpenAlexW4393149067MaRDI QIDQ6126539

Publication date: 9 April 2024

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.04081

zbMATH Keywords

importance sampling adaptive algorithm randomized algorithm stochastic gradient descent CP decomposition Khatri-Rao product

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Multilinear algebra, tensor calculus (15A69) Randomized algorithms (68W20) Methods of reduced gradient type (90C52)

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