Using the proximal gradient and the accelerated proximal gradient as a canonical polyadic tensor decomposition algorithms in difficult situations

Abstract

Canonical Polyadic (CP) tensor decomposition is useful in many real-world applications due to its uniqueness, and the ease of interpretation of its factor matrices. This work addresses the problem of calculating the CP decomposition of tensors in difficult cases where the factor matrices in one or all modes are almost collinear – i.e. bottleneck or swamp problems arise. This is done by introducing a constraint on the coherences of the factor matrices that ensures the existence of a best low-rank approximation, which makes it possible to estimate these highly correlated factors. Two new algorithms optimizing the CP decomposition based on proximal methods are proposed. Simulation results are provided and demonstrate the good behaviour of these algorithms, as well as a better compromise between accuracy and convergence speed than other algorithms in the literature.