Discovery of Latent Factors in High-dimensional Data Using Tensor Methods

10 Jun 2016  ·  Furong Huang ·

Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning... Latent variable models are versatile in unsupervised learning and have applications in almost every domain. Training latent variable models is challenging due to the non-convexity of the likelihood objective. An alternative method is based on the spectral decomposition of low order moment tensors. This versatile framework is guaranteed to estimate the correct model consistently. My thesis spans both theoretical analysis of tensor decomposition framework and practical implementation of various applications. This thesis presents theoretical results on convergence to globally optimal solution of tensor decomposition using the stochastic gradient descent, despite non-convexity of the objective. This is the first work that gives global convergence guarantees for the stochastic gradient descent on non-convex functions with exponentially many local minima and saddle points. This thesis also presents large-scale deployment of spectral methods carried out on various platforms. Dimensionality reduction techniques such as random projection are incorporated for a highly parallel and scalable tensor decomposition algorithm. We obtain a gain in both accuracies and in running times by several orders of magnitude compared to the state-of-art variational methods. To solve real world problems, more advanced models and learning algorithms are proposed. This thesis discusses generalization of LDA model to mixed membership stochastic block model for learning user communities in social network, convolutional dictionary model for learning word-sequence embeddings, hierarchical tensor decomposition and latent tree structure model for learning disease hierarchy, and spatial point process mixture model for detecting cell types in neuroscience. read more

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