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Introduction to tensor, tensor factorization and its applications Mu Li iPAL Group Meeting Sept. 17, 2010 Outline Basic concepts about tensor 1. What’s tensor? Why tensor and tensor factorization? 2. Tensor multiplication 3. Tensor rank Tensor factorization 1. CANDECOMP/PARAFAC factorization 2. Tucker factorization Applications of tensor factorization Conclusion What’s tensor? Why tensor and tensor factorization? Definition: a tensor is a multidimensional array which is an extension of matrix. Tensor can happen in daily life. In order to facilitate information mining from tensor and tensor processing, storage, tensor factorization is often needed. Three-way tensor: A tensor is a multidimensional array Fiber and slice Tensor unfoldings: Matricization and vectorization Matricization: convert a tensor to a matrix Vectorization: convert a tensor to a vector Tensor multiplication: the n-mode product: multiplied by a matrix Definition: Tensor multiplication: the n-mode product: multiplied by a vector Definition: Note: multiplying by a vector reduces the dimension by one. Rank-one Tensor and Tensor rank Rank-one tensor: Example: Tensor rank: smallest number of rank-one tensors that can generate it by summing up. Differences with matrix rank: 1. tensor rank can be different over R and C. 2. Deciding tensor rank is an NP problem that no straightforward algorithm can solve it. Tensor factorization: CANDECOMP/PARAFAC factorization(CP) Tensor factorization: an extension of SVD and PCA of matrix. CP factorization: Uniqueness: CP of tensor(higher-order) is unique under some general conditions. How to compute: Alternative Least Squares(ALS), fixing all but one factor matrix to which LS is applied. Differences between matrix SVD and tensor CP Lower-rank approximation is different between matrix and higher-order tensor Matrix: Not true for higher-order tensor Tensor factorization: Tucker factorization Tucker factorization: For three-way tensor, Tucker factorization has three types: 1. Tucker3: 2. Tucker2: 3. Tucker1: Three types of Tucker factorization Tucker factorization Uniqueness: Unlike CP, Tucker factorization is not unique. How to compute: Higher-order SVD(HOSVD), for each n, Rn: Applications of Tensor factorization A simple application of CP: Apply CP to reconstruct a MATLAB logo from noisy data Apply Tucker3 to do data reconstruction from noise Apply Tucker3 to do cluster analysis Conclusion Tensor is a multidimensional array which is an extension of matrix that arises frequently in our daily life such as video, microarray data, EEG data, etc. Tensor factorization can be considered higher-order generalization of matrix SVD or PCA, but they also have much differences, such as NP essential of deciding higher-order tensor rank, non-optimal property of higher-order tensor factorization. There are still many other tensor factorizations, such as blockoriented decomposition, DEDICOM, CANDELINC. Tensor factorizations have wide applications in data reconstruction, cluster analysis, compression etc. References Kolda, Bader, Tensor decompositions and applications. Martin, an overview of multilinear algebra and tensor decompositions. Cichocki, etc., nonnegative matrix and tensor factorizations.