Extrapolated Alternating Algorithms for Approximate Canonical Polyadic Decomposition

Andersen Man Shun Ang, Jeremy E. Cohen, Le Thi Khanh Hien, Nicolas Gillis

Abstract: Tensor decompositions have become a central tool in machine learning to extract interpretable patterns from multiway arrays of data. However, computing the approximate Canonical Polyadic Decomposition (aCPD), one of the most important tensor decomposition model, remains a challenge. In this work, we propose several algorithms based on extrapolation that improve over existing alternating methods for aCPD. We show on several simulated and real data sets that carefully designed extrapolation can significantly improve the convergence speed hence reduce the computational time, especially in difficult scenarios.