Probabilistic latent tensor factorization

  • Authors:
  • Y. Kenan Yilmaz;A. Taylan Cemgil

  • Affiliations:
  • Department of Computer Engineering, Boğaziçi University, Bebek, Istanbul, Turkey;Department of Computer Engineering, Boğaziçi University, Bebek, Istanbul, Turkey

  • Venue:
  • LVA/ICA'10 Proceedings of the 9th international conference on Latent variable analysis and signal separation
  • Year:
  • 2010

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Abstract

We develop a probabilistic framework for multiway analysis of high dimensional datasets. By exploiting a link between graphical models and tensor factorization models we can realize any arbitrary tensor factorization structure, and many popular models such as CP or TUCKER models with Euclidean error and their non-negative variants with KL error appear as special cases. Due to the duality between exponential families and Bregman divergences, we can cast the problem as inference in a model with Gaussian or Poisson components, where tensor factorisation reduces to a parameter estimation problem. We derive the generic form of update equations for multiplicative and alternating least squares. We also propose a straightforward matricisation procedure to convert element-wise equations into the matrix forms to ease implementation and parallelisation.