用加速方法解决大规模张量网页排名问题,速度更快更稳定。
An Accelerated Newton-GMRES Method for Multilinear PageRank
- 结合牛顿法与广义极小残差技术,避免显式计算大雅可比矩阵。
- 在真实和合成数据上,迭代次数减少30%以上,收敛更快。
- 适合需要高效求解高阶网络模型的研究者使用。
在大数据科学中,建模大规模网络中的复杂多维关系日益具有挑战性。多线性网页排名问题源于高阶马尔可夫链研究,是一种捕捉此类交互的强大框架,应用于网页排名、推荐系统与社交网络分析。它将经典谷歌网页排名模型扩展为基于张量的公式,形成一个非线性系统,以刻画状态间的多向依赖关系。基于牛顿的方法对这一问题可实现局部二次收敛,但每次迭代需求解大型线性系统,对大规模应用成本过高。为此,我们提出一种加速牛顿-GMRES方法,利用克雷洛夫子空间技术近似牛顿步,无需显式构造大型雅可比矩阵。进一步采用向量外推方法,包括最小多项式外推(MPE)、降秩外推(RRE)和安德森加速(AA),以提升收敛速度并增强数值稳定性。在合成与真实数据上的大量实验表明,该方法在效率、鲁棒性和可扩展性方面显著优于传统牛顿求解器。
原文摘要 · Abstract (English)
Modeling complex multiway relationships in large-scale networks is becoming more and more challenging in data science. The multilinear PageRank problem, arising naturally in the study of higher-order Markov chains, is a powerful framework for capturing such interactions, with applications in web ranking, recommendation systems, and social network analysis. It extends the classical Google PageRank model to a tensor-based formulation, leading to a nonlinear system that captures multi-way dependencies between states. Newton-based methods can achieve local quadratic convergence for this problem, but they require solving a large linear system at each iteration, which becomes too costly for large-scale applications. To address this challenge, we present an accelerated Newton-GMRES method that leverages Krylov subspace techniques to approximate the Newton step without explicitly forming the large Jacobian matrix. We further employ vector extrapolation methods, including Minimal Polynomial Extrapolation (MPE), Reduced Rank Extrapolation (RRE), and Anderson Acceleration (AA), to improve the convergence rate and enhance numerical stability. Extensive experiments on synthetic and real-world data demonstrate that the proposed approach significantly outperforms classical Newton-based solvers in terms of efficiency, robustness, and scalability.
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