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SPALS: Fast Alternating Least Squares via Implicit Leverage Scores Sampling

NeurIPS 2016 · Learning theory and algorithms › Matrix and tensor methods · approach: Randomized tensor decomposition algorithms · 26 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
increase sampling rate alpha from 0.3 to 3.0 (more sampled rows per iteration) (ablation)SPALS · Amazon review tensorrelative error: 0.987 -> 0.982 (small gain), time 6.97s -> 38.9sMixed
SPALS sampling (alpha=1) vs. ALS-dense and sketch baselines on dense synthetic tensorSPALS · Dense synthetic 1000^3 nsr=0.1relative error: 0.18 vs 0.27 (ALS-dense), 0.45 (sketch)Helped
SPALS sampling vs. sketch-based CP baseline at similar costSPALS · Dense synthetic 1000^3 nsr=1 and 10relative error: 1.10 vs 1.37 (nsr=1); 10.21 vs 11.11 (nsr=10)No clear effect
SPALS sampling vs. deterministic ALS on Amazon tensorSPALS · Amazon review tensortime per iteration: 15.7s vs 142s per iteration (SPALS(1) vs ALS-sparse)Helped
SPALS sampling vs. deterministic ALS on Amazon tensor (error)SPALS · Amazon review tensorrelative error: 0.983 vs 0.981No clear effect
sampling rate alpha from 0.3 to 3.0 on dense synthetic tensors (time) (ablation)SPALS · Dense synthetic 1000^3 nsr=0.1time per iteration: 1.76s (0.3) vs 15.9s (3.0)Hurt

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