1. Probabilistic Block Term Decomposition for the Modeling of Higher Order Arrays.
- Author
-
Hinrich, Jesper Love and Morup, Morten
- Subjects
MAXIMUM likelihood statistics ,BAYESIAN field theory ,FACTORIZATION ,DATA modeling ,NOISE - Abstract
Tensors are ubiquitous in science and engineering, and tensor factorization approaches have become important tools. This article explores the use of Bayesian modeling in the context of tensor factorization, presents a probabilistic extension of the so-called block term decomposition (BTD) model, and shows how it can interpolate between two common decomposition models—canonical polyadic decomposition and Tucker decomposition. This probabilistic extension is obtained by applying Bayesian inference to the BTD model, allowing for uncertainty quantification as well as robustness to corruption by noise and model misspecification. The novelty of this model is its applicability to Nth order tensors, incorporating mode-specific orthogonality within each block and priors that penalize the complexity of the core arrays. On synthetic data and two real datasets, we highlight the benefits of probabilistic tensor factorization considering BTD, demonstrating that probabilistic BTD can successfully quantify multilinear structures and is robust to noise. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF