Tensor data analysis Part 2

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1 Tensor data analysis Part 2 Mariya Ishteva Machine Learning II: Advanced Topics CSE 8803ML, Spring 2012

2 Outline Last Dme:! MoDvaDon! Basic concepts! Basic tensor decomposidons Today:! Other useful decomposidons! Local minima! Tensors and graphical models 2

3 Tensor ranks 3

4 Matrix representadons of a tensor! muldlinear rank: (rank(a (1) ), rank(a (2) ), rank(a (3) )) 4

5 Tensor- matrix muldplicadon! Tensor- matrix product! ContracDon 4 th order tensor 5

6 Basic decomposidons 6

7 Outline! Other useful decomposidons! Constrained decomposidons! Block term decomposidon! Tensor Train decomposidon! Hierarchical Tucker decomposidon! Local minima! Tensors and graphical models 7

8 Constrained decomposidons! S: as diagonal as possible! CP with orthogonality constraints! Other constraints! NonnegaDvity! Sparsity! Symmetry! Missing values! Dynamic tensor decomposidons! Etc.! ComputaDon can owen be performed using matrix algorithms for the matrix representadons of the tensors 8

9 Block term decomposidon Uniqueness properdes! L. De Lathauwer,! DecomposiDons of a Higher- Order Tensor in Block Terms,! SIAM Journal on Matrix Analysis and Applica5ons, V. 30, # 3,

10 Tensor train (TT) decomposidon Avoids curse of dimensionality Small number of parameters, compared to Tucker model Slightly more parameters than CP but more stable has dimensions, are called compression ranks:, ComputaDon based on SVD ComputaDon: top bo]om! I. V. Oseledets,! Tensor- Train DecomposiDon,! SIAM Journal on Scien5fic Compu5ng, V. 33,

11 Hierarchical Tucker decomposidon Similar properdes as TT decomposidon ComputaDon: bo]om top! L. Grasedyck,! Hierarchical Singular Value DecomposiDon of Tensors,! SIAM Journal on Matrix Analysis and Applica5ons, V. 31, # 4,

12 Outline! Other useful decomposidons! Local minima! Tensors and graphical models 12

13 Low muldlinear rank approximadon 13

14 Low muldlinear rank approximadon 14

15 Example 1 15

16 Example 1 16

17 Example 1 17

18 Example 1 18

19 Example 2 19

20 Local minima: summary of results 20

21 Outline! Other useful decomposidons! Local minima! Tensors and graphical models 21

22 Tensors and graphical models! CP/CANDECOMP/PARAFAC! Tensor Train! Hierarchical Tucker! Tucker/MLSVD Not commonly used graphical models! Block term decomposidon 22

23 Quartet reladonships: topologies 23

24 Discovering tree structures! Assume: Data correspond to latent tree model! For simplicity: assume each latent variable has 3 neighbors Building trees based on quartet reladonships! Choose randomly 3 variables; add one; resolve reladonship! For t = 4 to # variables do! Pick a root for the current tree (should split the tree in 3 branches of approximately equal size)! Pick a leaf in each branch (X 1, X 2, X 3 )! Resolve quartet reladonship (X 1, X 2, X 3, X t+1 )! A]ach X t+1 to the corresponding subtree (i.e., repeat last steps recursively undl only 4 variables are lew) 24

25 Tensor view of quartets NotaDon: etc. stands for etc. 25

26 Matrix representadons of quartet tensor 26

27 Rank properdes of matrix representadons! Due to sampling noise, A, B, C become full rank! Nuclear norm relaxadon! Approximate the rank by Nuclear norm: sum of singular values! Tightest convex lower bound for rank 27

28 Resolving quartet reladons! Nuclear norm: approximadon of rank. No 100% guarantee to succeed! However, we can show it is always successful when H and G are independent or close to independent! Easy to compute! Do not need to know number of hidden states in advance. They can also be different 28

29 Example: Stock data Given: stock prices (25 years, 10 entries per day) Find: reladons between stocks Retailers: RSH (RadioShack) TGT (Target) WMT (WalMart) Petroleum: SUN (Sunoco) SLB (Schlumberger) CVX (Chevron) XOM (Exxon Mobil) APA (Apache) COP (ConocoPhillips) Finance: AXP (American Express) C (CiDgroup) JPM (JPMorgan Chase) F (Ford Motor: AutomoDve and Financial Services) 29

30 Conclusion! Real data: owen muld- way! Matrix concepts and decomposidons are generalizable to tensors! Local minima are not necessarily an issue but if they are, reformulate using nuclear norm ( convex problems)! Advantages of tensor approach! Tensor algorithms be]er exploit structure; interpretability! Uniqueness properdes (CP, Block term decomposidon)! No curse of dimensionality (Tensor train, hierarchical Tucker)! Thank you!! mariya.ishteva@cc.gatech.edu 30

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