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UID:submissions.pasc-conference.org_PASC23_sess183_pap114@linklings.com
SUMMARY:Streaming Generalized Canonical Polyadic Tensor Decompositions
DESCRIPTION:Paper\n\nEric Phipps (Sandia National Laboratories), Nicholas
Johnson (Cerebras Systems Inc), and Tamara Kolda (MathSci.ai)\n\nIn this p
aper, we develop a method which we call OnlineGCP for computing the Genera
lized Canonical Polyadic (GCP) tensor decomposition of streaming data. GCP
differs from traditional canonical polyadic (CP) tensor decompositions as
it allows for arbitrary objective functions which the CP model attempts t
o minimize. This approach can provide better fits and more interpretable m
odels when the observed tensor data is strongly non-Gaussian. In the strea
ming case, tensor data is gradually observed over time and the algorithm m
ust incrementally update a GCP factorization with limited access to prior
data. In this work, we extend the GCP formalism to the streaming context b
y deriving a GCP optimization problem to be solved as new tensor data is o
bserved, formulate a tunable history term to balance reconstruction of rec
ently observed data with data observed in the past, develop a scalable sol
ution strategy based on segregated solves using stochastic gradient descen
t methods, describe a software implementation that provides performance an
d portability to contemporary CPU and GPU architectures and demonstrate th
e utility and performance of the approach and software on several syntheti
c and real tensor data sets.\n\nDomain: Engineering, Computer Science, Mac
hine Learning, and Applied Mathematics
\n\nSession Chair: Johannes Gebert
(High-Performance Computing Center Stuttgart, University of Stuttgart)
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