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Tensor regression based on linked multiway parameter analysis

Fu, Y., Gao, J., Hong, X. ORCID: https://orcid.org/0000-0002-6832-2298 and Tien, D. (2014) Tensor regression based on linked multiway parameter analysis. In: IEEE International Conference on Data Mining 2014, 14-17 Dec 2014, Shenzhen, China.

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Official URL: http://dx.doi.org/10.1109/ICDM.2014.37

Abstract/Summary

Classical regression methods take vectors as covariates and estimate the corresponding vectors of regression parameters. When addressing regression problems on covariates of more complex form such as multi-dimensional arrays (i.e. tensors), traditional computational models can be severely compromised by ultrahigh dimensionality as well as complex structure. By exploiting the special structure of tensor covariates, the tensor regression model provides a promising solution to reduce the model’s dimensionality to a manageable level, thus leading to efficient estimation. Most of the existing tensor-based methods independently estimate each individual regression problem based on tensor decomposition which allows the simultaneous projections of an input tensor to more than one direction along each mode. As a matter of fact, multi-dimensional data are collected under the same or very similar conditions, so that data share some common latent components but can also have their own independent parameters for each regression task. Therefore, it is beneficial to analyse regression parameters among all the regressions in a linked way. In this paper, we propose a tensor regression model based on Tucker Decomposition, which identifies not only the common components of parameters across all the regression tasks, but also independent factors contributing to each particular regression task simultaneously. Under this paradigm, the number of independent parameters along each mode is constrained by a sparsity-preserving regulariser. Linked multiway parameter analysis and sparsity modeling further reduce the total number of parameters, with lower memory cost than their tensor-based counterparts. The effectiveness of the new method is demonstrated on real data sets.

Item Type:Conference or Workshop Item (Paper)
Refereed:Yes
Divisions:Science > School of Mathematical, Physical and Computational Sciences > Department of Computer Science
ID Code:39733
Uncontrolled Keywords:tensor regression; linked multiway parameter analysis; sparse coding

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