Algorithms
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GCPDecompositions.GCPAlgorithms
— ModuleAlgorithms for Generalized CP Decomposition.
GCPDecompositions.GCPAlgorithms.AbstractAlgorithm
— TypeAbstractAlgorithm
Abstract type for GCP algorithms.
Concrete types ConcreteAlgorithm <: AbstractAlgorithm
should implement _gcp(X, r, loss, constraints, algorithm::ConcreteAlgorithm)
that returns a CPD
.
GCPDecompositions.GCPAlgorithms.ALS
— TypeALS
Alternating Least Squares. Workhorse algorithm for LeastSquares
loss with no constraints.
Algorithm parameters:
maxiters::Int
: max number of iterations (default:200
)
GCPDecompositions.GCPAlgorithms.FastALS
— TypeFastALS
Fast Alternating Least Squares.
Efficient ALS algorithm proposed in:
Fast Alternating LS Algorithms for High Order CANDECOMP/PARAFAC Tensor Factorizations. Anh-Huy Phan, Petr Tichavský, Andrzej Cichocki. IEEE Transactions on Signal Processing, 2013. DOI: 10.1109/TSP.2013.2269903
Algorithm parameters:
maxiters::Int
: max number of iterations (default:200
)
GCPDecompositions.GCPAlgorithms.LBFGSB
— TypeLBFGSB
Limited-memory BFGS with Box constraints.
Brief description of algorithm parameters:
m::Int
: max number of variable metric corrections (default:10
)factr::Float64
: function tolerance in units of machine epsilon (default:1e7
)pgtol::Float64
: (projected) gradient tolerance (default:1e-5
)maxfun::Int
: max number of function evaluations (default:15000
)maxiter::Int
: max number of iterations (default:15000
)iprint::Int
: verbosity (default:-1
)iprint < 0
means no outputiprint = 0
prints only one line at the last iteration0 < iprint < 99
printsf
and|proj g|
everyiprint
iterationsiprint = 99
prints details of every iteration except n-vectorsiprint = 100
also prints the changes of active set and finalx
iprint > 100
prints details of every iteration includingx
andg
See documentation of LBFGSB.jl for more details.
GCPDecompositions.GCPAlgorithms.FastALS_iter!
— MethodFastALS_iter!(X, U, λ)
Algorithm for computing MTTKRP sequences is from "Fast Alternating LS Algorithms
for High Order CANDECOMP/PARAFAC Tensor Factorizations" by Phan et al., specifically
section III-C.