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Tensor Factorization via Matrix Factorization Volodymyr Kuleshov Arun Tejasvi Chaganty Percy Liang Stanford University May 11, 2015 Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 1 / 28 Introduction:


  1. Tensor Factorization via Matrix Factorization Volodymyr Kuleshov ú Arun Tejasvi Chaganty ú Percy Liang Stanford University May 11, 2015 Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 1 / 28

  2. Introduction: tensor factorization An application: community detection a b c d Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 2 / 28

  3. Introduction: tensor factorization An application: community detection a b c d Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 2 / 28

  4. Introduction: tensor factorization An application: community detection a b c d Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 2 / 28

  5. Introduction: tensor factorization An application: community detection ? ? a b ? ? c d Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 2 / 28

  6. Introduction: tensor factorization An application: community detection Anandkumar, Ge, Hsu, and S. Kakade 2013 a b c d = + + · · · + Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 2 / 28

  7. Introduction: tensor factorization Applications of tensor factorization I Community detection I Anandkumar, Ge, Hsu, and S. Kakade 2013 I Parsing I Cohen, Satta, and Collins 2013 I Knowledge base completion I Chang et al. 2014 I Singh, Rockt¨ aschel, and Riedel 2015 I Topic modelling I Anandkumar, Foster, et al. 2012 I Crowdsourcing I Zhang et al. 2014 I Mixture models I Anandkumar, Ge, Hsu, S. M. Kakade, et al. 2013 I Bottlenecked models I Chaganty and Liang 2014 I . . . Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 3 / 28

  8. Introduction: tensor factorization What is tensor (CP) factorization? I Tensor analogue of matrix eigen-decomposition. k ÿ M = fi i u i ¢ u i . i =1 = + + · · · + k Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 4 / 28

  9. Introduction: tensor factorization What is tensor (CP) factorization? I Tensor analogue of matrix eigen-decomposition. k ÿ T = fi i u i ¢ u i ¢ u i . i =1 = + + · · · + k Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 4 / 28

  10. Introduction: tensor factorization What is tensor (CP) factorization? I Tensor analogue of matrix eigen-decomposition. k ÿ ‚ T = fi i u i ¢ u i ¢ u i + ‘ R . i =1 I Goal: Given T with noise, ‘ R , recover factors u i . = + + · · · + + k Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 4 / 28

  11. Introduction: tensor factorization What is tensor (CP) factorization? I Tensor analogue of matrix eigen-decomposition. k ÿ ‚ T = fi i u i ¢ u i ¢ u i + ‘ R . i =1 I Goal: Given T with noise, ‘ R , recover factors u i . l a = n + + · · · + + o g o h t r O l a n o = + + · · · + + g o h t r o - n o N Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 4 / 28

  12. Introduction: tensor factorization Existing tensor factorization algorithms I Tensor power method (Anandkumar, Ge, Hsu, S. M. Kakade, et al. 2013) I Analog of matrix power method. I Sensitive to noise. I Restricted to orthogonal tensors. Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 5 / 28

  13. Introduction: tensor factorization Existing tensor factorization algorithms I Tensor power method (Anandkumar, Ge, Hsu, S. M. Kakade, et al. 2013) I Analog of matrix power method. I Sensitive to noise. I Restricted to orthogonal tensors. I Alternating least squares (Comon, Luciani, and Almeida 2009; Anandkumar, Ge, and Janzamin 2014) I Sensitive to initialization. Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 5 / 28

  14. Introduction: tensor factorization Existing tensor factorization algorithms I Tensor power method (Anandkumar, Ge, Hsu, S. M. Kakade, et al. 2013) I Analog of matrix power method. I Sensitive to noise. I Restricted to orthogonal tensors. I Alternating least squares (Comon, Luciani, and Almeida 2009; Anandkumar, Ge, and Janzamin 2014) I Sensitive to initialization. Our approach: reduce to existing fast and robust matrix algorithms . Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 5 / 28

  15. Orthogonal Tensor factorization Outline Introduction: tensor factorization Orthogonal Tensor factorization Projections Non-orthogonal tensor factorization Related work Empirical results Conclusions Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 6 / 28

  16. Orthogonal Tensor factorization Tensor factorization via single matrix factorization fi 1 u ¢ 3 fi 2 u ¢ 3 fi 3 u ¢ 3 T = + + + ‘ R 1 2 3 Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 7 / 28

  17. Orthogonal Tensor factorization Tensor factorization via single matrix factorization u ¢ 3 u ¢ 3 u ¢ 3 T = + + 1 1 1 Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 8 / 28

  18. Orthogonal Tensor factorization Tensor factorization via single matrix factorization u ¢ 3 u ¢ 3 u ¢ 3 T = + + 1 1 1 ¿ ( w € u 1 ) u ¢ 2 ( w € u 2 ) u ¢ 2 ( w € u 3 ) u ¢ 2 T ( I , I , w ) = + + 1 2 3 Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 8 / 28

  19. Orthogonal Tensor factorization Tensor factorization via single matrix factorization u ¢ 3 u ¢ 3 u ¢ 3 T = + + 1 1 1 ¿ ( w € u 1 ) u ¢ 2 ( w € u 2 ) u ¢ 2 ( w € u 3 ) u ¢ 2 T ( I , I , w ) = + + 1 2 3 ¸ ˚˙ ˝ ¸ ˚˙ ˝ ¸ ˚˙ ˝ ⁄ 1 ⁄ 2 ⁄ 3 I Proposal: Eigen-decomposition on the projected matrix. I Return: recovered eigenvectors, u i . Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 8 / 28

  20. Orthogonal Tensor factorization Sensitivity of single matrix projection I Problem : Eigendecomposition is very sensitive to the eigengap . 1 error in factors à min(di ff erence in eigenvalues) . Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 9 / 28

  21. Orthogonal Tensor factorization Sensitivity of single matrix projection I Problem : Eigendecomposition is very sensitive to the eigengap . 1 error in factors à min(di ff erence in eigenvalues) . I Intuition: If two eigenvalues are equal, corresponding eigenvectors are arbitrary. = + + Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 9 / 28

  22. Orthogonal Tensor factorization Sensitivity of single matrix projection I Problem : Eigendecomposition is very sensitive to the eigengap . 1 error in factors à min(di ff erence in eigenvalues) . I Intuition: If two eigenvalues are equal, corresponding eigenvectors are arbitrary. = + + Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 9 / 28

  23. Orthogonal Tensor factorization Sensitivity analysis (contd.) Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 10 / 28

  24. Orthogonal Tensor factorization Sensitivity analysis (contd.) I Single matrix factorization: error in factors à 1 min di ff . in eigenvalues . Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 10 / 28

  25. Orthogonal Tensor factorization Sensitivity analysis (contd.) I Single matrix factorization: error in factors à 1 min di ff . in eigenvalues . Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 10 / 28

  26. Orthogonal Tensor factorization Sensitivity analysis (contd.) I Single matrix factorization: error in factors à 1 min di ff . in eigenvalues . Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 10 / 28

  27. Orthogonal Tensor factorization Sensitivity analysis (contd.) I Single matrix factorization: error in factors à 1 min di ff . in eigenvalues . Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 10 / 28

  28. Orthogonal Tensor factorization Sensitivity analysis (contd.) I Single matrix factorization: error in factors à 1 min di ff . in eigenvalues . Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 10 / 28

  29. Orthogonal Tensor factorization Sensitivity analysis (contd.) I Single matrix factorization: error in factors à 1 min di ff . in eigenvalues . Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 10 / 28

  30. Orthogonal Tensor factorization Sensitivity analysis (contd.) (Cardoso 1994) I Single matrix factorization: error in factors à 1 min di ff . in eigenvalues . I Simultaneous matrix factorization: error in factors à 1 min avg. di ff . in eigenvalues . Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 10 / 28

  31. Orthogonal Tensor factorization Sensitivity analysis (contd.) (Cardoso 1994) I Single matrix factorization: Every coordinate pair needs one good projection (with a error in factors à large eigengap). 1 min di ff . in eigenvalues . I Simultaneous matrix factorization: error in factors à 1 min avg. di ff . in eigenvalues . Kuleshov, Chaganty, Liang (Stanford University) Tensor Factorization May 11, 2015 10 / 28

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