Nonnegative canonical tensor decomposition with linear constraints: nnCANDELINC

Abstract

AbstractThere is an emerging interest for tensor factorization applications in big‐data analytics and machine learning. To speed up the factorization of extra‐large datasets, organized in multidimensional arrays (also known as tensors), easy to compute compression‐based tensor representations, such as, Tucker and tensor train formats, are used to approximate the initial large‐tensor. Further, tensor factorization is used to extract latent features that can facilitate discoveries of new mechanisms and signatures hidden in the data, where the explainability of the latent features is of principal importance. Nonnegative tensor factorization extracts latent features that are naturally sparse and parts of the data, which makes them easily interpretable. However, to take into account available domain knowledge and subject matter expertise, often additional constraints need to be imposed, which lead us to canonical decomposition with linear constraints (CANDELINC), a canonical polyadic decomposition with rank deficient factors. In CANDELINC, Tucker compression is used as a preprocessing step, which lead to a larger residual error but to more explainable latent features. Here, we propose a nonnegative CANDELINC (nnCANDELINC) accomplished via a specific nonnegative Tucker decomposition; we refer to as minimal or canonical nonnegative Tucker. We derive several results required to understand the specificity of nnCANDELINC, focusing on the difficulties of preserving the nonnegative rank of a tensor to its Tucker core and comparing the real valued to nonnegative case. Finally, we demonstrate nnCANDELINC performance on synthetic and real‐world examples.