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Expected Tensor Decomposition with Stochastic Gradient Descent

AAAI 2016 · Optimization › Optimizers · approach: Second-order and structured preconditioning · 41 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
use second-order (block-diagonal Hessian) update, 2SGD/SALS instead of SGDexpected CP decomposition · synthetic 30x40x50 rank-5 tensor, fixed step 1/(1+t)RMSE vs samplesHelped
use 2SGD/SALS with grid-searched step size instead of SGD, SLM, SCGD, SQNexpected CP decomposition · synthetic 30x40x50 rank-5 tensorRMSE vs samplesHelped
cyclic update (SALS) instead of simultaneous update (2SGD) (ablation)2SGD · synthetic tensorRMSENo clear effect
stochastic SALS instead of full-tensor ALSCP decomposition · Amazon reviews tensorsmemory used: 118GB -> 6GBHelped
SALS vs ALS late in convergenceCP decomposition · Amazon reviews tensorsconvergence/lossMixed

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