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Hauptverfasser: Hasegawa, Hiroki, Okada, Yukihiko
Format: Preprint
Veröffentlicht: 2025
Schlagworte:
Online-Zugang:https://arxiv.org/abs/2505.06203
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author Hasegawa, Hiroki
Okada, Yukihiko
author_facet Hasegawa, Hiroki
Okada, Yukihiko
contents Recent advances in IoT and biometric sensing technologies have led to the generation of massive and high-dimensional tensor data, yet achieving accurate and efficient low-rank approximation remains a major challenge. Most existing tensor decomposition methods require predefined ranks and iterative optimization, resulting in high computational costs and dependence on analyst expertise. This study proposes a novel tensor low-rank approximation method that eliminates both prior rank specification and iterative optimization. The method applies statistical singular value hard thresholding to each mode-wise unfolded matrix to automatically extract statistically significant components, effectively reducing noise while preserving the intrinsic structure. Theoretically, the optimal thresholds for each mode are derived from the asymptotic properties of the Marcenko-Pastur distribution. Simulation experiments demonstrate that the proposed method outperforms conventional approaches (HOSVD, HOOI, and Tucker-L2E) in both estimation accuracy and computational efficiency. These results indicate that the proposed approach provides a theoretically grounded, fully automatic, and non-iterative framework for tensor decomposition.
format Preprint
id arxiv_https___arxiv_org_abs_2505_06203
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A Robust and Non-Iterative Tensor Decomposition Method with Automatic Thresholding
Hasegawa, Hiroki
Okada, Yukihiko
Machine Learning
Recent advances in IoT and biometric sensing technologies have led to the generation of massive and high-dimensional tensor data, yet achieving accurate and efficient low-rank approximation remains a major challenge. Most existing tensor decomposition methods require predefined ranks and iterative optimization, resulting in high computational costs and dependence on analyst expertise. This study proposes a novel tensor low-rank approximation method that eliminates both prior rank specification and iterative optimization. The method applies statistical singular value hard thresholding to each mode-wise unfolded matrix to automatically extract statistically significant components, effectively reducing noise while preserving the intrinsic structure. Theoretically, the optimal thresholds for each mode are derived from the asymptotic properties of the Marcenko-Pastur distribution. Simulation experiments demonstrate that the proposed method outperforms conventional approaches (HOSVD, HOOI, and Tucker-L2E) in both estimation accuracy and computational efficiency. These results indicate that the proposed approach provides a theoretically grounded, fully automatic, and non-iterative framework for tensor decomposition.
title A Robust and Non-Iterative Tensor Decomposition Method with Automatic Thresholding
topic Machine Learning
url https://arxiv.org/abs/2505.06203