首页    期刊浏览 2024年11月24日 星期日
登录注册

文章基本信息

  • 标题:Regularized high dimension low tubal-rank tensor regression
  • 本地全文:下载
  • 作者:Samrat Roy ; George Michailidis
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2022
  • 卷号:16
  • 期号:1
  • 页码:2683-2723
  • DOI:10.1214/22-EJS2004
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:Tensor regression models are of emerging interest in diverse fields of social and behavioral sciences, including neuroimaging analysis, neural networks, image processing and so on. Recent theoretical advancements of tensor decomposition have facilitated significant development of various tensor regression models. The focus of most of the available literature has been on the Canonical Polyadic (CP) decomposition and its variants for the regression coefficient tensor. A CP decomposed coefficient tensor enables estimation with relatively small sample size, but it may not always capture the underlying complex structure in the data. In this work, we leverage the recently developed concept of tubal rank and develop a tensor regression model, wherein the coefficient tensor is decomposed into two components: a low tubal rank tensor and a structured sparse one. We first address the issue of identifiability of the two components comprising the coefficient tensor and subsequently develop a fast and scalable Alternating Minimization algorithm to solve the convex regularized program. Further, we provide finite sample error bounds under high dimensional scaling for the model parameters. The performance of the model is assessed on synthetic data and is also used in an application involving data from an intelligent tutoring platform.
  • 关键词:15A72;62J05;62J07;alternating minimization;CP decomposition;tensor;tensor regression;tubal-rank
国家哲学社会科学文献中心版权所有