arXiv:2412.03321cs.LGstat.ML2024-12被引 7

新模型提升张量分解的精度与规模,支持离散数据和超大规模张量。

Scalable Bayesian Tensor Ring Factorization for Multiway Data Analysis

  • 用非参数乘性伽马过程替代旧方法,更好发现潜在结构。
  • 提出高效吉布斯采样与在线EM算法,计算复杂度降两阶,可处理超大张量。
  • 适用于图像视频补全等真实场景,尤其适合含离散数据的大规模分析。

张量分解在多维数据分析中至关重要。现有贝叶斯张量环(BTR)方法采用自动相关确定(ARD)先验,易得次优解;仅处理连续数据,且依赖坐标上升变分推断(CAVI),难以应对大规模张量。为此,本文提出新型BTR模型:引入非参数乘性伽马过程(MGP)先验以提升潜在结构识别精度;针对离散数据,采用庞利-伽马增强实现闭式更新;设计高效吉布斯采样器,将先前变分推断的计算复杂度降低两个数量级,并开发可扩展至极大规模张量的在线期望最大化(EM)算法。实验在模拟数据与真实应用上验证了该模型在精度、速度与可扩展性上的显著优势。

原文摘要 · Abstract (English)

Tensor decompositions play a crucial role in numerous applications related to multi-way data analysis. By employing a Bayesian framework with sparsity-inducing priors, Bayesian Tensor Ring (BTR) factorization offers probabilistic estimates and an effective approach for automatically adapting the tensor ring rank during the learning process. However, previous BTR method employs an Automatic Relevance Determination (ARD) prior, which can lead to sub-optimal solutions. Besides, it solely focuses on continuous data, whereas many applications involve discrete data. More importantly, it relies on the Coordinate-Ascent Variational Inference (CAVI) algorithm, which is inadequate for handling large tensors with extensive observations. These limitations greatly limit its application scales and scopes, making it suitable only for small-scale problems, such as image/video completion. To address these issues, we propose a novel BTR model that incorporates a nonparametric Multiplicative Gamma Process (MGP) prior, known for its superior accuracy in identifying latent structures. To handle discrete data, we introduce the Pólya-Gamma augmentation for closed-form updates. Furthermore, we develop an efficient Gibbs sampler for consistent posterior simulation, which reduces the computational complexity of previous VI algorithm by two orders, and an online EM algorithm that is scalable to extremely large tensors. To showcase the advantages of our model, we conduct extensive experiments on both simulation data and real-world applications.

张量分解贝叶斯方法大规模数据离散数据

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