応用数理
Online ISSN : 2432-1982
凸最適化に基づくテンソル分解
冨岡 亮太鈴木 大慈林 浩平鹿島 久嗣
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ジャーナル フリー

2014 年 24 巻 4 号 p. 160-167

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Tensor decomposition methods are applied to wide variety of application areas such as signal processing, neuroimaging, bioinformatics, and relational data analysis. However, hampered by the non-convexity of these methods, their statistical performance for dealing with noise and missing entries has not been clearly understood. In this paper, we review the algorithm and statistical performance of a convex optimization based tensor decomposition algorithm. We also explain the limitation of the current approach and point to possible future directions.
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© 2014 一般社団法人 日本応用数理学会
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