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At least 19 records

HPC formulations of optimization algorithms for tensor completion

Tensor completion is a powerful tool used to estimate or recover missing values in multi-way data. It has seen great success in domains such as product recommendation and healthcare. Tensor completion is most often accomplished via low-rank sparse tensor factorization, a computationally expensive non-convex optimization problem which has only recently been studied in the context of parallel computing. In this work, we study three optimization algorithms that have been successfully applied to tensor completion: alternating least squares (ALS), stochastic gradient descent (SGD), and coordinate descent (CCD++). We explore opportunities for parallelism on shared- and distributed-memory systems and address challenges such as memory- and operation-efficiency, load balance, cache locality, and communication. Among our advancements are a communication-efficient CCD++ algorithm, an ALS algorithm rich in level-3 BLAS routines, and an SGD algorithm which combines stratification with asynchronous communication. Furthermore, we show that introducing randomization during ALS and CCD++ can accelerate convergence. We evaluate our parallel formulations on a variety of real datasets on a modern supercomputer and demonstrate speedups through 16384 cores. Further, these improvements reduce time-to-solution from hours to seconds on real-world datasets. We show that after our optimizations, ALS is advantageous on parallel systems of small-to-moderate scale, while both ALS and CCD++ provide the lowest time-to-solution on large-scale distributed systems.

97 MATHEMATICS AND COMPUTING↗

Low-rank Tensor Completion for PMU Data Recovery

This paper proposes a tensor completion method for the recovery of missing phasor measurement unit (PMU) measurements. Tensor completion as the general case of matrix completion has attracted increasing attention in recent years. The imputation accuracy for the existing matrix completion methods may be significantly reduced when there are consecutive data losses across multiple data channels. To tackle this issue, we explore the multi-way characteristics of PMU measurements by using a tensor model. We leverage the low-rank property of the PMU measurements and formulate the missing PMU data recovery problem as a low-rank tensor completion problem. An efficient algorithm based on alternating direction method of multipliers (ADMM) is developed to solve the tensor completion problem. The experiments using the real PMU dataset show that the proposed method exhibits better imputation accuracy compared with the conventional data recovery methods.

Ghasemkhani, Amir↗

The Poisson tensor completion parametric estimator

We introduce the Poisson tensor completion (PTC) estimator that exploits inter-sample relationships to compute a low-rank Poisson tensor decomposition of the frequency histogram for samples of a multivariate distribution. Our crucial observation is that the histogram bins are an instance of a space partitioning of counts and thus can be identified with a spatial non-homogeneous Poisson process. The Poisson tensor decomposition leads to a completion of the mean measure over all bins—including those containing few to no samples—and leads to our proposed estimator. A Poisson tensor decomposition models the underlying distribution of the count data and guarantees non-negative estimated values obviating the need for additional constraints to ensure non-negativity. Furthermore, we demonstrate that our PTC estimator is a substantial improvement over standard histogram-based estimators for sub-Gaussian probability distributions because of the concentration of norm phenomenon.

97 MATHEMATICS AND COMPUTING↗

The Poisson tensor completion non-parametric differential entropy estimator

We introduce the Poisson tensor completion (PTC) estimator, a non-parametric differential entropy estimator. The PTC estimator leverages inter-sample relationships to compute a low-rank Poisson tensor decomposition of the frequency histogram. Our crucial observation is that the histogram bins are an instance of a space partitioning of counts and thus can be identified with a spatial Poisson process. The Poisson tensor decomposition leads to a completion of the intensity measure over all bins—including those containing few to no samples—and leads to our proposed PTC differential entropy estimator. A Poisson tensor decomposition models the underlying distribution of the count data and guarantees non-negative estimated values and so can be safely used directly in entropy estimation. Our estimator is the first tensor-based estimator that exploits the underlying spatial Poisson process related to the histogram explicitly when estimating the probability density with low-rank tensor decompositions for the purpose of tensor completion. Furthermore, we demonstrate that our PTC estimator is a substantial improvement over standard histogram-based estimators for sub-Gaussian probability distributions because of the concentration of norm phenomenon.

42 ENGINEERING↗

Enhanced Tensor Completion Based Approaches for State Estimation in Distribution Systems

Grid state estimation is essential for effective control and management of distribution systems. While weighted least squares has been the conventional method for state estimation, sparsity-aware methods have become popular due to their superior performance with limited data. Matrix completion and compressed sensing-based state estimation approaches exploit the underlying smoothness in the state variables. However, classic matrix completion methods do not take into account the temporal correlation of system states. Compressed sensing methods, on the other hand, require an appropriate choice of sparsifying basis that may not be easy to identify. This paper proposes a blocktensor completion based framework which uses an alternative approach to estimate voltage phasor, power injections and branch currents. This approach utilizes the temporal correlation of the system states in a tensor trace-norm minimization formulation with power flow equations as constraints. Herein, feature scaling is introduced in the problem formulation to benefit from the improved sensitivity of the tensor trace norm to the matrix columns in the scaled unfoldings of the tensor. Weighted tensor norm is utilized to exploit the structures of the different unfoldings of the state measurement tensor to improve the voltage estimation. The estimation accuracy is further improved by alternatively estimating the tensor columns and increasing the available data at each stage in the tensor completion process. The proposed methods are evaluated on the IEEE-33, 37 test systems and a 100- node test system. The proposed methods are shown to provide significant performance gains relative to the classic matrix and tensor completion based approaches.

24 POWER TRANSMISSION AND DISTRIBUTION↗

The Average Spectrum Norm and Near-Optimal Tensor Completion

We propose the average spectrum norm to study the minimum number of measurements required to approximate a multidimensional array (i.e., sample complexity) via low-rank tensor recovery. Our focus is on the tensor completion problem, where the aim is to estimate a multiway array using a subset of tensor entries corrupted by noise. Our average spectrum norm-based analysis provides near-optimal sample complexities, exhibiting dependence on the ambient dimensions and rank that do not suffer from exponential scaling as the order increases.

97 MATHEMATICS AND COMPUTING↗

Multiarea Distribution System State Estimation via Distributed Tensor Completion

Here, this paper proposes a model-free distribution system state estimation method based on tensor completion using canonical polyadic decomposition. In particular, we consider a setting where the network is divided into multiple areas. The measured physical quantities at buses located in the same area are processed by an area controller. A three-way tensor is constructed to collect these measured quantities. The measurements are analyzed locally to recover the full state information of the network. A distributed closed-form iterative algorithm based on the alternating direction method of multipliers is developed to obtain the low-rank factors of the whole network state tensor where information exchange happens only between neighboring areas. The convergence properties of the distributed algorithm and the sufficient conditions on the number of samples for each smaller network that guarantee the identifiability of the factors of the state tensor are presented. To demonstrate the efficacy of the proposed algorithm and to check the identifiability conditions, numerical simulations are carried out using the IEEE 123-bus system and a large-scale real utility feeder.

24 POWER TRANSMISSION AND DISTRIBUTION↗

General-Purpose Bayesian Tensor Learning With Automatic Rank Determination and Uncertainty Quantification

A major challenge in many machine learning tasks is that the model expressive power depends on model size. Low-rank tensor methods are an efficient tool for handling the curse of dimensionality in many large-scale machine learning models. The major challenges in training a tensor learning model include how to process the high-volume data, how to determine the tensor rank automatically, and how to estimate the uncertainty of the results. While existing tensor learning focuses on a specific task, this paper proposes a generic Bayesian framework that can be employed to solve a broad class of tensor learning problems such as tensor completion, tensor regression, and tensorized neural networks. We develop a low-rank tensor prior for automatic rank determination in nonlinear problems. Our method is implemented with both stochastic gradient Hamiltonian Monte Carlo (SGHMC) and Stein Variational Gradient Descent (SVGD). We compare the automatic rank determination and uncertainty quantification of these two solvers. We demonstrate that our proposed method can determine the tensor rank automatically and can quantify the uncertainty of the obtained results. We validate our framework on tensor completion tasks and tensorized neural network training tasks.

Bayesian inference↗

A General Spatiotemporal Imputation Framework for Missing Sensor Data

Many applications from precision agriculture, environmental monitoring and transportation networks rely on data collected across space and time over a large geographic area. Missing data poses a significant challenge for any data-driven inference and control tasks. Data imputation or the estimation of missing data can help fill these gaps by utilizing inherent spatial relationships and temporal patterns. A variety of spatiotemporal imputation models have been developed to address missing data in spatiotemporal datasets. However, these classical methods rely on the assumption that the underlying data follows a smooth trend and fail to provide accurate estimates when there is a large number of missing points in the data. Even though there are machine learning driven tensor completion approaches such as convolutional neural network based tensor completion (CoSTCo) that capture the non-linear relationships in the dataset, the transductive nature makes the algorithm less scalable. Thus, existing approaches for estimating the missing information do not effectively capture all dimensions of the spatiotemporal data structure, resulting in erroneous predictions and poor performance. The main contributions of this paper are: (1) We propose a novel inductive framework (G-LSTM) for missing data imputation that integrates a graph neural network with LSTMs to effectively capture both spatial and temporal dependencies. (2) Experimental results on a traffic dataset demonstrate that the proposed GNN integrated with an LSTM framework achieves improved imputation and maintains steady performance even when there are extreme missing conditions in comparison with the state-of-the-art imputation framework (i.e, CoSTCo). (3) The simulation results on a traffic network show up to 69% reduction in mean absolute error and 61% reduction in root mean square error when compared to CoSTCo.

Tharzeen, Aabila↗

Zero-truncated Poisson regression for sparse multiway count data corrupted by false zeros

Abstract We propose a novel statistical inference methodology for multiway count data that is corrupted by false zeros that are indistinguishable from true zero counts. Our approach consists of zero-truncating the Poisson distribution to neglect all zero values. This simple truncated approach dispenses with the need to distinguish between true and false zero counts and reduces the amount of data to be processed. Inference is accomplished via tensor completion that imposes low-rank tensor structure on the Poisson parameter space. Our main result shows that an $N$-way rank-$R$ parametric tensor $\boldsymbol{\mathscr{M}}\in (0,\infty )^{I\times \cdots \times I}$ generating Poisson observations can be accurately estimated by zero-truncated Poisson regression from approximately $IR^2\log _2^2(I)$ non-zero counts under the nonnegative canonical polyadic decomposition. Our result also quantifies the error made by zero-truncating the Poisson distribution when the parameter is uniformly bounded from below. Therefore, under a low-rank multiparameter model, we propose an implementable approach guaranteed to achieve accurate regression in under-determined scenarios with substantial corruption by false zeros. Several numerical experiments are presented to explore the theoretical results.

97 MATHEMATICS AND COMPUTING↗

Zero-Truncated Poisson Tensor Decomposition for Sparse Count Data

We propose a novel statistical inference paradigm for zero-inflated multiway count data that dispenses with the need to distinguish between true and false zero counts. Our approach ignores all zero entries and applies zero-truncated Poisson regression on the positive counts. Inference is accomplished via tensor completion that imposes low-rank structure on the Poisson parameter space. Our main result shows that an $\textit{N}$-way rank-R parametric tensor 𝓜 ϵ (0, ∞) $I$Χ∙∙∙Χ$I$ generating Poisson observations can be accurately estimated from approximately $IR^2 \text{log}^2_2(I)$ non-zero counts for a nonnegative canonical polyadic decomposition. Several numerical experiments are presented demonstrating that our zero-truncated paradigm is comparable to the ideal scenario where the locations of false zero counts are known $\textit{a priori}$.

97 MATHEMATICS AND COMPUTING↗

Multi-Area Model-Free State Estimation via Distributed Tensor Decomposition

This paper proposes a model-free method for distribution system state estimation based on tensor completion using canonical polyadic decomposition. In particular, we consider a setting where the network is divided into multiple areas. The measured physical quantities at buses located in the same area are processed by an area controller. A third-order tensor is constructed to collect these measured quantities. The measurements are analyzed locally to recover the full state information of the network. A closed-form iterative algorithm based on the alternating direction method of multipliers is developed to obtain the low-rank factors of the whole network state tensor where information exchange happens only between neighboring areas. To demonstrate the efficacy of the developed algorithm, numerical simulations are carried out using an IEEE test system.

alternating direction method of multipliers↗

Visualizing second order tensor fields with hyperstreamlines

Hyperstreamlines are a generalization to second order tensor fields of the conventional streamlines used in vector field visualization. As opposed to point icons commonly used in visualizing tensor fields, hyperstreamlines form a continuous representation of the complete tensor information along a three-dimensional path. This technique is useful in visulaizing both symmetric and unsymmetric three-dimensional tensor data. Several examples of tensor field visualization in solid materials and fluid flows are provided.

Delmarcelle, Thierry↗

Second‐ and Third‐Order Elastic Constants of Inert and Energetic Molecular Crystals From Density Functional Theory

Complete tensors of the second- and third-order elastic constants of the organic molecular crystals acetaminophen, pentaerythritol tetranitrate (PETN), cyclotrimethylene trinitramine (RDX), cyclotetramethylene tetranitramine (HMX), 1,1-diamino-2,2-dinitroethylene (FOX-7), hexanitrohexaazaisowurtzitane (CL-20), and erythritol tetranitrate (ETN) have been calculated using dispersion-corrected density functional theory. The sets of second- and third-order elastic constants are expected to provide a more accurate and reliable description of the behavior of these materials under nonhydrostatic loads than pressure- and volume-dependent second-order elastic constants. The tensors of second-order constants have been compared with experimental data and/or other calculations when possible, and with the exception of results for CL-20 from Brillouin scattering experiments, we find good agreement. The calculated third-order elastic constants of PETN are in very good agreement with the subset of third-order constants derived from experimental wave speed measurements. The elastic anisotropies of the crystals have been estimated using the universal elastic anisotropy index, which shows that the crystals fall into three groups with low anisotropy (PETN, RDX, and CL-20), moderate anisotropy (acetaminophen, HMX, and ETN), and high elastic anisotropy (FOX-7).

36 MATERIALS SCIENCE↗

Drell-Yan q T resummation of fiducial power corrections at N 3 LL

We consider Drell-Yan production pp → V*X → LX at small q T << Q, where q T and Q are the total transverse momentum and invariant mass of the leptonic final state L. Experimental measurements require fiducial cuts on L, which in general introduce enhanced, linear power corrections in q T /Q. We show that they can be unambiguously predicted from factorization, and resummed to the same order as the leading-power contribution. For the fiducial q T spectrum, they constitute the complete linear power corrections. We thus obtain predictions for the fiducial q T spectrum to N 3 LL and next-to-leading-power in q T /Q. Matching to full NNLO ($α$$^{2}_{s}$), we find that the linear power corrections are indeed the dominant ones, and once included by factorization, the remaining fixed-order corrections become almost negligible below q T ≲ 40 GeV. We also discuss the implications for more complicated observables, and provide predictions for the fiducial Φ* spectrum at N 3 LL+NNLO. We find excellent agreement with ATLAS and CMS measurements of q T and Φ*. We also consider the $p$$^{ℓ}_{T}$ spectrum. We show that it develops leptonic power corrections in q T /(Q – 2$p$$^{ℓ}_{T}$), which diverge near the Jacobian peak $p$$^{ℓ}_{T}$ ~ Q/2 and must be kept to all powers to obtain a meaningful result there. Doing so, we obtain for the first time an analytically resummed result for the $p$$^{ℓ}_{T}$ spectrum around the Jacobian peak at N 3 LL+NNLO. Our method is based on performing a complete tensor decomposition for hadronic and leptonic tensors. We show that in practice this is equivalent to often-used recoil prescriptions, for which our results now provide rigorous, formal justification. Our tensor decomposition yields nine Lorentz-scalar hadronic structure functions, which for Z/γ* → ℓℓ or W → ℓν directly map onto the commonly used angular coefficients, but also holds for arbitrary leptonic final states. In particular, for suitably defined Born-projected leptons it still yields a LO-like angular decomposition even when including QED final-state radiation. Finally, we also discuss the application to q T subtractions. Including the unambiguously predicted fiducial power corrections significantly improves their performance, and in particular makes them applicable near kinematic edges where they otherwise break down due to large leptonic power corrections.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗