TL;DR: This survey provides an overview of higher-order tensor decompositions, their applications, and available software.
Abstract: This survey provides an overview of higher-order tensor decompositions, their applications, and available software. A tensor is a multidimensional or $N$-way array. Decompositions of higher-order tensors (i.e., $N$-way arrays with $N \geq 3$) have applications in psycho-metrics, chemometrics, signal processing, numerical linear algebra, computer vision, numerical analysis, data mining, neuroscience, graph analysis, and elsewhere. Two particular tensor decompositions can be considered to be higher-order extensions of the matrix singular value decomposition: CANDECOMP/PARAFAC (CP) decomposes a tensor as a sum of rank-one tensors, and the Tucker decomposition is a higher-order form of principal component analysis. There are many other tensor decompositions, including INDSCAL, PARAFAC2, CANDELINC, DEDICOM, and PARATUCK2 as well as nonnegative variants of all of the above. The N-way Toolbox, Tensor Toolbox, and Multilinear Engine are examples of software packages for working with tensors.
TL;DR: This paper proposes to endow the tensor space with an affine-invariant Riemannian metric and demonstrates that it leads to strong theoretical properties: the cone of positive definite symmetric matrices is replaced by a regular and complete manifold without boundaries, the geodesic between two tensors and the mean of a set of tensors are uniquely defined.
Abstract: Tensors are nowadays a common source of geometric information. In this paper, we propose to endow the tensor space with an affine-invariant Riemannian metric. We demonstrate that it leads to strong theoretical properties: the cone of positive definite symmetric matrices is replaced by a regular and complete manifold without boundaries (null eigenvalues are at the infinity), the geodesic between two tensors and the mean of a set of tensors are uniquely defined, etc.
We have previously shown that the Riemannian metric provides a powerful framework for generalizing statistics to manifolds. In this paper, we show that it is also possible to generalize to tensor fields many important geometric data processing algorithms such as interpolation, filtering, diffusion and restoration of missing data. For instance, most interpolation and Gaussian filtering schemes can be tackled efficiently through a weighted mean computation. Linear and anisotropic diffusion schemes can be adapted to our Riemannian framework, through partial differential evolution equations, provided that the metric of the tensor space is taken into account. For that purpose, we provide intrinsic numerical schemes to compute the gradient and Laplace-Beltrami operators. Finally, to enforce the fidelity to the data (either sparsely distributed tensors or complete tensors fields) we propose least-squares criteria based on our invariant Riemannian distance which are particularly simple and efficient to solve.
TL;DR: It is shown that eigenvalues are roots of a one-dimensional polynomial, and when the order of the tensor is even, E-eigenvaluesare roots of another one- dimensional polynomials associated with the symmetric hyperdeterminant.
TL;DR: A broad survey of models and efficient algorithms for nonnegative matrix factorization (NMF) can be found in this paper, where the authors focus on the algorithms that are most useful in practice, looking at the fastest, most robust, and suitable for large-scale models.
Abstract: This book provides a broad survey of models and efficient algorithms for Nonnegative Matrix Factorization (NMF). This includes NMFs various extensions and modifications, especially Nonnegative Tensor Factorizations (NTF) and Nonnegative Tucker Decompositions (NTD). NMF/NTF and their extensions are increasingly used as tools in signal and image processing, and data analysis, having garnered interest due to their capability to provide new insights and relevant information about the complex latent relationships in experimental data sets. It is suggested that NMF can provide meaningful components with physical interpretations; for example, in bioinformatics, NMF and its extensions have been successfully applied to gene expression, sequence analysis, the functional characterization of genes, clustering and text mining. As such, the authors focus on the algorithms that are most useful in practice, looking at the fastest, most robust, and suitable for large-scale models. Key features: Acts as a single source reference guide to NMF, collating information that is widely dispersed in current literature, including the authors own recently developed techniques in the subject area. Uses generalized cost functions such as Bregman, Alpha and Beta divergences, to present practical implementations of several types of robust algorithms, in particular Multiplicative, Alternating Least Squares, Projected Gradient and Quasi Newton algorithms. Provides a comparative analysis of the different methods in order to identify approximation error and complexity. Includes pseudo codes and optimized MATLAB source codes for almost all algorithms presented in the book. The increasing interest in nonnegative matrix and tensor factorizations, as well as decompositions and sparse representation of data, will ensure that this book is essential reading for engineers, scientists, researchers, industry practitioners and graduate students across signal and image processing; neuroscience; data mining and data analysis; computer science; bioinformatics; speech processing; biomedical engineering; and multimedia.
TL;DR: This paper presents a new factorization of a tensor as a product of tensors, reminiscent of matrix factorizations, and introduces concepts such as tensor transpose, inverse, and identity, which lead to the notion of an orthogonal tensor.