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Stochastic optimization on tensor factorization and completion

Siaminou Ioanna

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URIhttp://purl.tuc.gr/dl/dias/B9A717B4-52C9-4D92-B58A-5B5322129073-
Identifierhttps://doi.org/10.26233/heallink.tuc.88551-
Languageen-
Extent49 pagesel
TitleStochastic optimization on tensor factorization and completionen
CreatorSiaminou Ioannaen
CreatorΣιαμινου Ιωανναel
Contributor [Thesis Supervisor]Liavas Athanasiosen
Contributor [Thesis Supervisor]Λιαβας Αθανασιοςel
Contributor [Committee Member]Karystinos Georgiosen
Contributor [Committee Member]Καρυστινος Γεωργιοςel
Contributor [Committee Member]Samoladas Vasilisen
Contributor [Committee Member]Σαμολαδας Βασιληςel
PublisherΠολυτεχνείο Κρήτηςel
PublisherTechnical University of Creteen
Academic UnitTechnical University of Crete::School of Electrical and Computer Engineeringen
Academic UnitΠολυτεχνείο Κρήτης::Σχολή Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστώνel
Content SummaryWe consider the problem of structured canonical polyadic decomposition (CPD). If the size of the problem is very big, then stochastic optimization approaches are viable alternatives to classical methods, such as Alternating Optimization (AO) and All-At-Once (AAO) optimization. We extend a recent stochastic gradient approach by employing an acceleration step (Nesterov momentum) in each iteration. We compare our approach with state-of-the-art alternatives, using both synthetic and real-world data, and find it to be very competitive. Furthermore, we examine the drawbacks of a parallel implementation of our accelerated stochastic algorithm and describe an alternative method that deals with these limitations. Finally, we propose an accelerated stochastic algorithm for the Nonnegative Tensor Completion problem and its parallel implementation via the shared–memory API OpenMP. Through numerical experiments, we test its efficiency in very large problems.en
Type of ItemΜεταπτυχιακή Διατριβήel
Type of ItemMaster Thesisen
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2021-03-05-
Date of Publication2021-
SubjectTensor factorizationen
SubjectTensor completionen
SubjectStochastic optimizationen
SubjectNesterov accelerationen
SubjectOpenMP en
SubjectParallel algorithmsen
Bibliographic CitationIoanna Siaminou, "Stochastic optimization on tensor factorization and completion", Master Thesis, School of Electrical and Computer Engineering, Technical University of Crete, Chania, Greece, 2021en
Bibliographic CitationΙωάννα Σιάμινου, "Stochastic optimization on tensor factorization and completion", Μεταπτυχιακή Διατριβή, Σχολή Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών, Πολυτεχνείο Κρήτης, Χανιά, Ελλάς, 2021el

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