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Tensor decompositions for count data that leverage stochastic and deterministic optimization

There is growing interest to extend low-rank matrix decompositions to multi-way arrays, or tensors. One fundamental low-rank tensor decomposition is the canonical polyadic decomposition (CPD). The challenge of fitting a low-rank, nonnegative CPD model to Poisson-distributed count data is of particular interest. Several popular algorithms use local search methods to approximate the maximum likelihood estimator (MLE) of the Poisson CPD model. Here, this work presents two new algorithms that extend state-of-the-art local methods for Poisson CPD. Hybrid GCP-CPAPR combines Generalized Canonical Decomposition (GCP) with stochastic optimization and CP Alternating Poisson Regression (CPAPR), a deterministic algorithm, to increase the probability of converging to the MLE over either method used alone. Restarted CPAPR with SVDrop uses a heuristic based on the singular values of the CPD model unfoldings to identify convergence toward optimizers that are not the MLE and restarts within the feasible domain of the optimization problem, thus reducing overall computational cost when using a multi-start strategy. We provide empirical evidence that indicates our approaches outperform existing methods with respect to converging to the Poisson CPD MLE.

CPAPR

MJO CP Tensor Decompositions

SAND2025-14273O MJO CP Tensor Decompositions is a Python tool for computing canonical polyadic (CP) decompositions of MERRA2 observational data to understand the onset and evolution of the Madden-Julian Oscillation (MJO). Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Bull, Diana [Sandia National Lab. (SNL-CA), Liverm

Near-Efficient and Non-Asymptotic Multiway Inference

We establish non-asymptotic efficiency guarantees for tensor decomposition–based inference in count data models. Under a Poisson framework, we consider two related goals: (i) parametric inference , the estimation of the full distributional parameter tensor, and (ii) multiway analysis , the recovery of its canonical polyadic (CP) decomposition factors. Our main result shows that in the rank-one setting, a rank-constrained maximum-likelihood estimator achieves multiway analysis with variance matching the Cramér–Rao Lower Bound (CRLB) up to absolute constants and logarithmic factors. This provides a general framework for studying “near-efficient” multiway estimators in finite-sample settings. For higher ranks, we illustrate that our multiway estimator may not attain the CRLB; nevertheless, CP-based parametric inference remains nearly minimax optimal, with error bounds that improve on prior work by offering more favorable dependence on the CP rank. Numerical experiments corroborate near-efficiency in the rank-one case and highlight the efficiency gap in higher-rank scenarios.

97 MATHEMATICS AND COMPUTING

A Flexible Forwarding Scheme to Improve Latency-Bound Irregular P2P Communication in MPI

We propose an algorithm to efficiently perform latency-bound communication scenarios that consist of many small messages. In these parallel scenarios, processes typically pass around a lot of small-sized messages of a few KBs of size. Performing communication operations with P2P MPI routines or collective MPI routines (including neighborhood collectives) in such scenarios may not always yield the optimal results and may not resolve the latency bottleneck. To this end, we develop a regular structure called virtual process topology (VPT) on which the messages can be communicated in a structured and controlled manner. Using parameters of this topology, one can tune the rate of aggression in tackling the latency costs. We demonstrate that our communication algorithm is preferable to MPI P2P and collective routines for latency-bound communication and it can easily be adapted only by replacing calls to MPI routines in a parallel application. We show how to adapt existing topology-aware mapping heuristics to address the volume overhead due to communicating messages on the VPT. Moreover, we propose a novel swap-based mapping heuristic to address this overhead by optimizing the maximum volume handled by a process. Experiments on synthetic communication graphs as well as real-world applications such as parallel Canonical Polyadic sparse tensor decomposition and parallel sparse matrix-dense matrix multiplication show that our approach is a powerful way of overcoming the bottlenecks posed by sparse and latency-bound irregular communication.

communication algorithm

Efficient CP Rounding Using Alternating Least Squares with QR Decomposition

The CANDECOMP/PARAFAC (CP) decomposition is widely used for analyzing multidimensional data, and the alternating least squares (CP-ALS) algorithm is a common method for its computation. CP rounding is the problem of computing a lower-rank CP decomposition of an input already in a higher-rank CP format. While the normal equations (NE) approach in CP-ALS is efficient for the CP rounding problem and frequently used, it becomes unstable in the presence of ill-conditioned subproblems. This paper presents a new QR-based CP-ALS method for CP rounding that preserves both numerical stability and computational efficiency. Here, our experiments show that the proposed method offers significant speedup over a previous QR-based approach and the Tensor Toolbox's NE-based implementation, particularly for higher-order tensors. Furthermore, our approach demonstrates a marked reduction in error for ill-conditioned problems, with error reductions several orders of magnitude smaller compared to the NE-based method, while achieving faster convergence and more accurate solutions. By using a more numerically stable approach, we can solve more problems in reduced working precision, which enables further reduction in time to solution.

CANDECOMP/PARAFAC

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

Poisson-response Tensor-on-Tensor Regression and Applications

We introduce Poisson-response tensor-on-tensor regression (PToTR), a novel regression framework designed to handle tensor responses composed element-wise of random Poisson-distributed counts. Tensors, or multi-dimensional arrays, composed of counts are common data in fields such as inter national relations, social networks, epidemiology, and medical imaging, where events occur across multiple dimensions like time, location, and dyads. PToTR accommodates such tensor responses alongside tensor covariates, providing a versatile tool for multi dimensional data analysis. We propose algorithms for maximum likelihood estimation under a canonical polyadic (CP) structure on the regression coefficient tensor that satisfy the positivity of Poisson parameters and then provide an initial theoretical error analysis for PToTR estimators. We also demonstrate the utility of PToTR through three concrete applications: longitudinal data analysis of the Integrated Crisis Early Warning System database, positron emission tomography (PET) image reconstruction, and change-point detection of communication patterns in longitudinal dyadic data. These applications highlight the versatility of PToTR in addressing complex, structured count data across various domains.

97 MATHEMATICS AND COMPUTING