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arXiv · 1109.3831

Some Convergence Results on the Regularized Alternating Least-Squares Method for Tensor Decomposition

Na Li·Stefan Kindermann·Carmeliza Navasca
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Abstract

We study the convergence of the Regularized Alternating Least-Squares algorithm for tensor decompositions. As a main result, we have shown that given the existence of critical points of the Alternating Least-Squares method, the limit points of the converging subsequences of the RALS are the critical points of the least squares cost functional. Some numerical examples indicate a faster convergence rate for the RALS in comparison to the usual alternating least squares method.

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Na Li, Stefan Kindermann, Carmeliza Navasca. 2011-09-18. Some Convergence Results on the Regularized Alternating Least-Squares Method for Tensor Decomposition. https://arxiv.org/abs/1109.3831

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