SPALS: Fast Alternating Least Squares via Implicit Leverage Scores Sampling

NeurIPS 2016 Dehua ChengRichard PengYan LiuIoakeim Perros

Tensor CANDECOMP/PARAFAC (CP) decomposition is a powerful but computationally challenging tool in modern data analytics. In this paper, we show ways of sampling intermediate steps of alternating minimization algorithms for computing low rank tensor CP decompositions, leading to the sparse alternating least squares (SPALS) method... (read more)

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