资源论文fast recursive low rank tensor learning for regression

fast recursive low rank tensor learning for regression

2019-10-31 | |  39 |   31 |   0
Abstract In this work, we develop a fast sequential lowrank tensor regression framework, namely recursive higher-order partial least squares (RHOPLS). It addresses the great challenges posed by the limited storage space and fast processing time required by dynamic environments when dealing with largescale high-speed general tensor sequences. Smartly integrating a low-rank modification strategy of Tucker into a PLS-based framework, we efficiently update the regression coefficients by effectively merging the new data into the previous low-rank approximation of the model at a small-scale factor (feature) level instead of the large raw data (observation) level. Unlike batch models, which require accessing the entire data, RHOPLS conducts a blockwise recursive calculation scheme and thus only a small set of factors is needed to be stored. Our approach is orders of magnitude faster than other sequential methods while maintaining a highly comparable predictability with the best batch methods, as verified on challenging real-life tasks.

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