Generalized Canonical Polyadic Tensor Decompositions for Streaming Data
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Phipps, Eric T.↗
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Streaming Generalized Canonical Polyadic Tensor Decompositions
Explore the source record for details and available documents.
Phipps, Eric T.↗
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↗
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↗
CP decomposition for tensors via alternating least squares with QR decomposition
The CP tensor decomposition is used in applications such as machine learning and signal processing to discover latent low-rank structure in multidimensional data. Computing a CP decomposition via an alternating least squares (ALS) method reduces the problem to several linear least squares problems. The standard way to solve these linear least squares subproblems is to use the normal equations, which inherit special tensor structure that can be exploited for computational efficiency. However, the normal equations are sensitive to numerical ill-conditioning, which can compromise the results of the decomposition. In this paper, we develop versions of the CP-ALS algorithm using the QR decomposition and the singular value decomposition, which are more numerically stable than the normal equations, to solve the linear least squares problems. Our algorithms utilize the tensor structure of the CP-ALS subproblems efficiently, have the same complexity as the standard CP-ALS algorithm when the input is dense and the rank is small, and are shown via examples to produce more stable results when ill-conditioning is present. Our MATLAB implementation achieves the same running time as the standard algorithm for small ranks, and we show that the new methods can obtain lower approximation error.
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↗
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↗
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 global maximum likelihood estimator from local minima. Simultaneously, a recent trend in theoretical computer science and numerical linear algebra leverages randomization to solve very large, hard problems. The typical approach is to use randomization for a fast approximation and determinism for refinement to yield effective algorithms with theoretical guarantees. Two popular algorithms for Poisson CPD reflect that emergent dichotomy: CP Alternating Poisson Regression is a deterministic algorithm and Generalized Canonical Polyadic decomposition makes use of stochastic algorithms in several variants. This work extends recent work to develop two new methods that leverage randomized and deterministic algorithms for improved accuracy and performance.
97 MATHEMATICS AND COMPUTING↗
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↗
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↗
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↗