动态张量分解自动适应复杂度,提升多维连续数据建模能力
Functional Complexity-adaptive Temporal Tensor Decomposition
- 用傅里叶特征编码空间坐标,神经ODE学习因子时间轨迹
- 引入稀疏先验实现模型复杂度自适应,预测精度和抗噪性显著提升
- 适合气候、时空轨迹等含连续索引的高维数据建模任务
张量分解是分析多维数据的基础工具,通过学习低秩因子表示高阶交互。尽管近期时序张量分解已通过在潜在因子中引入连续时间戳取得进展,但对包含连续索引的通用张量数据(如气候数据中的空间坐标)仍存在挑战。此外,现有方法未解决功能型时序张量模型中的自适应复杂度问题。为此,我们提出功能型复杂度自适应时序张量分解( extsc{Catte})。该方法将连续空间索引编码为可学习的傅里叶特征,并在潜在空间中使用神经微分方程(Neural ODEs)学习因子的时间轨迹。为实现模型复杂度的自动适应,我们在因子轨迹上引入稀疏诱导先验,并开发了具有解析证据下界(ELBO)的高效变分推断方案,支持无需采样的优化。在合成与真实数据集上的大量实验表明, extsc{Catte}不仅能揭示功能性时序张量的内在秩,且在预测性能和抗噪性方面显著优于现有方法。
原文摘要 · Abstract (English)
Tensor decomposition is a fundamental tool for analyzing multi-dimensional data by learning low-rank factors to represent high-order interactions. While recent works on temporal tensor decomposition have made significant progress by incorporating continuous timestamps in latent factors, they still struggle with general tensor data with continuous indexes not only in the temporal mode but also in other modes, such as spatial coordinates in climate data. Moreover, the challenge of self-adapting model complexity is largely unexplored in functional temporal tensor models, with existing methods being inapplicable in this setting. To address these limitations, we propose functional \underline{C}omplexity-\underline{A}daptive \underline{T}emporal \underline{T}ensor d\underline{E}composition (\textsc{Catte}). Our approach encodes continuous spatial indexes as learnable Fourier features and employs neural ODEs in latent space to learn the temporal trajectories of factors. To enable automatic adaptation of model complexity, we introduce a sparsity-inducing prior over the factor trajectories. We develop an efficient variational inference scheme with an analytical evidence lower bound, enabling sampling-free optimization. Through extensive experiments on both synthetic and real-world datasets, we demonstrate that \textsc{Catte} not only reveals the underlying ranks of functional temporal tensors but also significantly outperforms existing methods in prediction performance and robustness against noise.
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