Skip to main content

Tensor Decompositions and Practical Applications: A Hands-on Tutorial

  • Chapter
  • First Online:
Recent Trends in Learning From Data

Part of the book series: Studies in Computational Intelligence ((SCI,volume 896))

Abstract

The exponentially increasing availability of big and streaming data comes as a direct consequence of the rapid development and widespread use of multi-sensor technology. The quest to make sense of such large volume and variety of that has both highlighted the limitations of standard flat-view matrix models and the necessity to move toward more versatile data analysis tools. One such model which is naturally suited for data of large volume, variety and veracity are multi-way arrays or tensors. The associated tensor decompositions have been recognised as a viable way to break the “Curse of Dimensionality”, an exponential increase in data volume with the tensor order. Owing to a scalable way in which they deal with multi-way data and their ability to exploit inherent deep data structures when performing feature extraction, tensor decompositions have found application in a wide range of disciplines, from very theoretical ones, such as scientific computing and physics, to the more practical aspects of signal processing and machine learning. It is therefore both timely and important for a wider Data Analytics community to become acquainted with the fundamentals of such techniques. Thus, our aim is not only to provide a necessary theoretical background for multi-linear analysis but also to equip researches and interested readers with an easy to read and understand practical examples in form of a Python code snippets.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 119.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 159.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 159.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Similar content being viewed by others

References

  1. Anguita, D., Ghio, A., Oneto, L., Ridella, S.: Selecting the hypothesis space for improving the generalization ability of support vector machines. In: IEEE International Joint Conference on Neural Networks (2011)

    Google Scholar 

  2. Bellman, R.: Curse of Dimensionality. Adaptive Control Processes: A Guided Tour. Princeton, New Jersey (1961)

    Google Scholar 

  3. Beylkin, G., Mohlenkamp, M.J.: Algorithms for numerical analysis in high dimensions. SIAM J. Sci. Comput. 26(6), 2133–2159 (2005)

    Article  MathSciNet  Google Scholar 

  4. Buitinck, L., Louppe, G., Blondel, M., Pedregosa, F., Mueller, A., Grisel, O., Niculae, V., Prettenhofer, P., Gramfort, A., Grobler, J., Layton, R., VanderPlas, J., Joly, A., Holt, B., Varoquaux, G.: API design for machine learning software: Experiences from the scikit-learn project. In: ECML PKDD Workshop: Languages for Data Mining and Machine Learning, pp. 108–122 (2013)

    Google Scholar 

  5. Calvi, G.G., Lucic, V., Mandic, D.P.: Support tensor machine for financial forecasting. In: Proceedings of the 44th International Conference on Acoustics, Speech and Signal Processing (ICASSP), pp. 8152–8156 (2019)

    Google Scholar 

  6. Carroll, J.D., Chang, J.: Analysis of individual differences in multidimensional scaling via an N-way generalization of “Eckart-Young” decomposition. Psychometrika 35(3), 283–319 (1970)

    Article  Google Scholar 

  7. Cichocki, A., Lee, N., Oseledets, I., Phan, A.H., Zhao, Q., Mandic, D.P.: Tensor networks for dimensionality reduction and large-scale optimization. Part 1: Low-rank tensor decompositions. Found. Trends Mach. Learn. 9(4–5), 249–429 (2016)

    Google Scholar 

  8. Cichocki, A., Mandic, D.P., De Lathauwer, L., Zhou, G., Zhao, Q., Caiafa, C., Phan, H.A.: Tensor decompositions for signal processing applications: from two-way to multiway component analysis. IEEE Signal Process. Mag. 32(2), 145–163 (2015)

    Article  Google Scholar 

  9. Coraddu A., Oneto, L., Baldi, F., Anguita, D.: Vessels fuel consumption forecast and trim optimisation: a data analytics perspective. Ocean Eng. 130, 351–370 (2017)

    Google Scholar 

  10. De Lathauwer, L., De Moor, B., Vandewalle, J.: On the best rank-1 and rank-\((r_1, r_2,..., r_n)\) approximation of higher-order tensors. SIAM J. Matrix Anal. Appl. 21(4), 1324–1342 (2000)

    Google Scholar 

  11. Dietterich, T.G.: Ensemble methods in machine learning. In: Proceedings of International Workshop on Multiple Classifier Systems, pp. 1–15 (2000)

    Google Scholar 

  12. Dolgov, S., Savostyanov, D.: Alternating minimal energy methods for linear systems in higher dimensions. SIAM J. Sci. Comput. 36(5), A2248–A2271 (2014)

    Article  MathSciNet  Google Scholar 

  13. Džeroski, S., Ženko, B.: Is combining classifiers with stacking better than selecting the best one? Mach. Learn. 54(3), 255–273 (2004)

    Article  Google Scholar 

  14. Fanaee-T, H., Gama, J.: Tensor-based anomaly detection: an interdisciplinary survey. Knowl.-Based Syst. 98, 130–147 (2016)

    Article  Google Scholar 

  15. Kisil, I., Moniri, A., Calvi, G.G., Scalzo Dees, B., Mandic, D.P.: HOTTBOX: Higher Order Tensors ToolBOX. https://github.com/hottbox

  16. Kisil, I., Moniri, A., Mandic, D.P.: Tensor ensemble learning for multidimensional data. In: Proceedings for the IEEE Global Conference on Signal and Information Processing (GlobalSIP), pp. 1358–1362 (2018)

    Google Scholar 

  17. Kolda, T.G., Bader, B.W.: Tensor decompositions and applications. SIAM Rev. 51(3), 455–500 (2009)

    Article  MathSciNet  Google Scholar 

  18. Koren, Y.: The BellKor solution to the Netflix grand prize. Netflix Prize Doc. 81, 1–10 (2009)

    Google Scholar 

  19. Kroonenberg, P.M.: Applied multiway data analysis, 702 (2008)

    Google Scholar 

  20. Oneto, L., Ridella, S., Anguita, D.: Tikhonov, ivanov and morozov regularization for support vector machine learning. Mach. Learn. 103(1), 103–136 (2015)

    Article  MathSciNet  Google Scholar 

  21. Oseledets, I.V.: Tensor-train decomposition. SIAM J. Sci. Comput. 33(5), 2295–2317 (2011)

    Article  MathSciNet  Google Scholar 

  22. Pedregosa, F., Varoquaux, G., Gramfort, A., Michel, V., Thirion, B., Grisel, O., Blondel, M., Prettenhofer, P., Weiss, R., Dubourg, V., Vanderplas, J., Passos, A., Cournapeau, D., Brucher, M., Perrot, M., Duchesnay, E.: Scikit-learn: machine learning in Python. J. Mach. Learn. Res. 12, 2825–2830 (2011)

    MathSciNet  MATH  Google Scholar 

  23. Smilde, A., Bro, R., Geladi, P.: Multi-way Analysis: Applications in the Chemical Sciences (2004)

    Google Scholar 

  24. Tao, D., Li, X., Hu, W., Maybank, S., Wu, X.: Supervised tensor learning. In: Proceedings of the 5th International Conference on Data Mining, pp. 8–16 (2005)

    Google Scholar 

  25. Tucker, L.R.: The extension of factor analysis to three-dimensional matrices. In: Contributions to Mathematical Psychology, pp. 110–127 (1964)

    Google Scholar 

  26. Tucker, L.R.: Some mathematical notes on three-mode factor analysis. Psychometrika 31(3), 279–311 (1966)

    Article  MathSciNet  Google Scholar 

  27. Vahdat, M., Oneto, L., Anguita, D., Funk, M., Rauterberg, M.: A learning analytics approach to correlate the academic achievements of students with interaction data from an educational simulator. In: European Conference on Technology Enhanced Learning (2015)

    Google Scholar 

  28. Van Der Walt, S., Colbert, S.C., Varoquaux, G.: The NumPy array: a structure for efficient numerical computation. Comput. Sci. Eng. 13(2), 22 (2011)

    Article  Google Scholar 

  29. Zhao, Q., Zhou, G., Xie, S., Zhang, L., Cichocki, A.: Tensor ring decomposition (2016). arXiv:1606.05535

Download references

Acknowledgements

The support of the EPSRC Centre for Doctoral Training in High Performance Embedded and Distributed Systems (HiPEDS, Grant Reference EP/L016796/1) is gratefully acknowledged.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ilya Kisil .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2020 The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG

About this chapter

Check for updates. Verify currency and authenticity via CrossMark

Cite this chapter

Kisil, I., Calvi, G.G., Scalzo Dees, B., Mandic, D.P. (2020). Tensor Decompositions and Practical Applications: A Hands-on Tutorial. In: Oneto, L., Navarin, N., Sperduti, A., Anguita, D. (eds) Recent Trends in Learning From Data. Studies in Computational Intelligence, vol 896. Springer, Cham. https://doi.org/10.1007/978-3-030-43883-8_4

Download citation

Publish with us

Policies and ethics