Streaming data recovery via Bayesian tensor train decomposition

Fuente: arXiv
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Main Authors: Huang, Yunyu, Feng, Yani, Liao, Qifeng
Format: Preprint
Published: 2023
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author Huang, Yunyu
Feng, Yani
Liao, Qifeng
author_facet Huang, Yunyu
Feng, Yani
Liao, Qifeng
contents In this paper, we study a Bayesian tensor train (TT) decomposition method to recover streaming data by approximating the latent structure in high-order streaming data. Drawing on the streaming variational Bayes method, we introduce the TT format into Bayesian tensor decomposition methods for streaming data, and formulate posteriors of TT cores. Thanks to the Bayesian framework of the TT format, the proposed algorithm (SPTT) excels in recovering streaming data with high-order, incomplete, and noisy properties. The experiments in synthetic and real-world datasets show the accuracy of our method compared to state-of-the-art Bayesian tensor decomposition methods for streaming data.
format Preprint
id arxiv_https___arxiv_org_abs_2302_12148
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Streaming data recovery via Bayesian tensor train decomposition
Huang, Yunyu
Feng, Yani
Liao, Qifeng
Machine Learning
Statistics Theory
In this paper, we study a Bayesian tensor train (TT) decomposition method to recover streaming data by approximating the latent structure in high-order streaming data. Drawing on the streaming variational Bayes method, we introduce the TT format into Bayesian tensor decomposition methods for streaming data, and formulate posteriors of TT cores. Thanks to the Bayesian framework of the TT format, the proposed algorithm (SPTT) excels in recovering streaming data with high-order, incomplete, and noisy properties. The experiments in synthetic and real-world datasets show the accuracy of our method compared to state-of-the-art Bayesian tensor decomposition methods for streaming data.
title Streaming data recovery via Bayesian tensor train decomposition
topic Machine Learning
Statistics Theory
url https://arxiv.org/abs/2302.12148