Speaker
DuBose Tuller
Description
In this talk, I will address using Newton's Method to compute the CP tensor decomposition. The CP optimization problem is a nonlinear least squares problem with factor matrices as the variables. The most common methods for solving CP are Alternating Least Squares (ALS) and Gauss-Newton optimization combined with an iterative method for solving linear systems. I will show that one iteration of Newton's Method, when combined with an iterative linear solver, can achieve similar computational cost to ALS and Gauss-Newton for large, dense tensors. I will discuss the derivation for using Newton's method, how we achieve efficient computation, as well as experimental comparisons among these three methods.