arXiv subjects

Evrim Acar

Publications and source records attributed to Evrim Acar.

At least 19 recordsLinked to original sources

arXiv2026

Knowledge-guided Pattern Discovery via Coupled Tensor Factorizations

In order to understand complex systems such as the human metabolome or human brain, different sensing technologies are used, generating complex data. These datasets are often multiway, i.e., with more than two axes of variation such as a subjects by metabolites by time array. While tensor factorizations have successfully revealed interpretable patterns from such complex data, they have so far been mainly data-driven. On the other hand, there is more to data -- there are computational models (of these systems), which are rich sources of prior information. In this paper, we introduce a knowledge-guided approach that brings together data and computational models by jointly analyzing real data and simulated data (generated using a computational model) using coupled tensor factorizations with linear coupling. Our experiments on real metabolomics measurements demonstrate that guiding the analysis of such noisy data with simulated data improves the pattern discovery performance while also revealing potential discrepancies between data and computational models.

cs.LG↗

arXiv2025

PARAFAC2-based Coupled Matrix and Tensor Factorizations with Constraints

Data fusion models based on Coupled Matrix and Tensor Factorizations (CMTF) have been effective tools for joint analysis of data from multiple sources. While the vast majority of CMTF models are based on the strictly multilinear CANDECOMP/PARAFAC (CP) tensor model, recently also the more flexible PARAFAC2 model has been integrated into CMTF models. PARAFAC2 tensor models can handle irregular/ragged tensors and have shown to be especially useful for modelling dynamic data with unaligned or irregular time profiles. However, existing PARAFAC2-based CMTF models have limitations in terms of possible regularizations on the factors and/or types of coupling between datasets. To address these limitations, in this paper we introduce a flexible algorithmic framework that fits PARAFAC2-based CMTF models using Alternating Optimization (AO) and the Alternating Direction Method of Multipliers (ADMM). The proposed framework allows to impose various constraints on all modes and linear couplings to other matrix-, CP- or PARAFAC2-models. Experiments on various simulated and a real dataset demonstrate the utility and versatility of the proposed framework as well as its benefits in terms of accuracy and efficiency in comparison with state-of-the-art methods.

cs.LG↗

arXiv2025

tPARAFAC2: Tracking evolving patterns in (incomplete) temporal data

Tensor factorizations have been widely used for the task of uncovering patterns in various domains. Often, the input is time-evolving, shifting the goal to tracking the evolution of the underlying patterns instead. To adapt to this more complex setting, existing methods incorporate temporal regularization but they either have overly constrained structural requirements or lack uniqueness which is crucial for interpretation. In this paper, in order to capture the underlying evolving patterns, we introduce t(emporal)PARAFAC2, which utilizes temporal smoothness regularization on the evolving factors. Previously, Alternating Optimization (AO) and Alternating Direction Method of Multipliers (ADMM)-based algorithmic approach has been introduced to fit the PARAFAC2 model to fully observed data. In this paper, we extend this algorithmic framework to the case of partially observed data and use it to fit the tPARAFAC2 model to complete and incomplete datasets with the goal of revealing evolving patterns. Our numerical experiments on simulated datasets demonstrate that tPARAFAC2 can extract the underlying evolving patterns more accurately compared to the state-of-the-art in the presence of high amounts of noise and missing data. Using two real datasets, we also demonstrate the effectiveness of the algorithmic approach in terms of handling missing data and tPARAFAC2 model in terms of revealing evolving patterns. The paper provides an extensive comparison of different approaches for handling missing data within the proposed framework, and discusses both the advantages and limitations of tPARAFAC2 model.

cs.LG↗

arXiv2025

dCMF: Learning interpretable evolving patterns from temporal multiway data

Multiway datasets are commonly analyzed using unsupervised matrix and tensor factorization methods to reveal underlying patterns. Frequently, such datasets include timestamps and could correspond to, for example, health-related measurements of subjects collected over time. The temporal dimension is inherently different from the other dimensions, requiring methods that account for its intrinsic properties. Linear Dynamical Systems (LDS) are specifically designed to capture sequential dependencies in the observed data. In this work, we bridge the gap between tensor factorizations and dynamical modeling by exploring the relationship between LDS, Coupled Matrix Factorizations (CMF) and the PARAFAC2 model. We propose a time-aware coupled factorization model called d(ynamical)CMF that constrains the temporal evolution of the latent factors to adhere to a specific LDS structure. Using synthetic datasets, we compare the performance of dCMF with PARAFAC2 and t(emporal)PARAFAC2 which incorporates temporal smoothness. Our results show that dCMF and PARAFAC2-based approaches perform similarly when capturing smoothly evolving patterns that adhere to the PARAFAC2 structure. However, dCMF outperforms alternatives when the patterns evolve smoothly but deviate from the PARAFAC2 structure. Furthermore, we demonstrate that the proposed dCMF method enables to capture more complex dynamics when additional prior information about the temporal evolution is incorporated.

cs.LG↗

arXiv2023

A Time-aware tensor decomposition for tracking evolving patterns

Time-evolving data sets can often be arranged as a higher-order tensor with one of the modes being the time mode. While tensor factorizations have been successfully used to capture the underlying patterns in such higher-order data sets, the temporal aspect is often ignored, allowing for the reordering of time points. In recent studies, temporal regularizers are incorporated in the time mode to tackle this issue. Nevertheless, existing approaches still do not allow underlying patterns to change in time (e.g., spatial changes in the brain, contextual changes in topics). In this paper, we propose temporal PARAFAC2 (tPARAFAC2): a PARAFAC2-based tensor factorization method with temporal regularization to extract gradually evolving patterns from temporal data. Through extensive experiments on synthetic data, we demonstrate that tPARAFAC2 can capture the underlying evolving patterns accurately performing better than PARAFAC2 and coupled matrix factorization with temporal smoothness regularization.

cs.LG↗

arXiv2022

PARAFAC2-based Coupled Matrix and Tensor Factorizations

Coupled matrix and tensor factorizations (CMTF) have emerged as an effective data fusion tool to jointly analyze data sets in the form of matrices and higher-order tensors. The PARAFAC2 model has shown to be a promising alternative to the CANDECOMP/PARAFAC (CP) tensor model due to its flexibility and capability to handle irregular/ragged tensors. While fusion models based on a PARAFAC2 model coupled with matrix/tensor decompositions have been recently studied, they are limited in terms of possible regularizations and/or types of coupling between data sets. In this paper, we propose an algorithmic framework for fitting PARAFAC2-based CMTF models with the possibility of imposing various constraints on all modes and linear couplings, using Alternating Optimization (AO) and the Alternating Direction Method of Multipliers (ADMM). Through numerical experiments, we demonstrate that the proposed algorithmic approach accurately recovers the underlying patterns using various constraints and linear couplings.

cs.LG↗

arXiv2022

Unsupervised EHR-based Phenotyping via Matrix and Tensor Decompositions

Computational phenotyping allows for unsupervised discovery of subgroups of patients as well as corresponding co-occurring medical conditions from electronic health records (EHR). Typically, EHR data contains demographic information, diagnoses and laboratory results. Discovering (novel) phenotypes has the potential to be of prognostic and therapeutic value. Providing medical practitioners with transparent and interpretable results is an important requirement and an essential part for advancing precision medicine. Low-rank data approximation methods such as matrix (e.g., non-negative matrix factorization) and tensor decompositions (e.g., CANDECOMP/PARAFAC) have demonstrated that they can provide such transparent and interpretable insights. Recent developments have adapted low-rank data approximation methods by incorporating different constraints and regularizations that facilitate interpretability further. In addition, they offer solutions for common challenges within EHR data such as high dimensionality, data sparsity and incompleteness. Especially extracting temporal phenotypes from longitudinal EHR has received much attention in recent years. In this paper, we provide a comprehensive review of low-rank approximation-based approaches for computational phenotyping. The existing literature is categorized into temporal vs. static phenotyping approaches based on matrix vs. tensor decompositions. Furthermore, we outline different approaches for the validation of phenotypes, i.e., the assessment of clinical significance.

cs.LG↗

arXiv2022

An AO-ADMM approach to constraining PARAFAC2 on all modes

Analyzing multi-way measurements with variations across one mode of the dataset is a challenge in various fields including data mining, neuroscience and chemometrics. For example, measurements may evolve over time or have unaligned time profiles. The PARAFAC2 model has been successfully used to analyze such data by allowing the underlying factor matrices in one mode (i.e., the evolving mode) to change across slices. The traditional approach to fit a PARAFAC2 model is to use an alternating least squares-based algorithm, which handles the constant cross-product constraint of the PARAFAC2 model by implicitly estimating the evolving factor matrices. This approach makes imposing regularization on these factor matrices challenging. There is currently no algorithm to flexibly impose such regularization with general penalty functions and hard constraints. In order to address this challenge and to avoid the implicit estimation, in this paper, we propose an algorithm for fitting PARAFAC2 based on alternating optimization with the alternating direction method of multipliers (AO-ADMM). With numerical experiments on simulated data, we show that the proposed PARAFAC2 AO-ADMM approach allows for flexible constraints, recovers the underlying patterns accurately, and is computationally efficient compared to the state-of-the-art. We also apply our model to two real-world datasets from neuroscience and chemometrics, and show that constraining the evolving mode improves the interpretability of the extracted patterns.

cs.LG↗

arXiv2021

PARAFAC2 AO-ADMM: Constraints in all modes

The PARAFAC2 model provides a flexible alternative to the popular CANDECOMP/PARAFAC (CP) model for tensor decompositions. Unlike CP, PARAFAC2 allows factor matrices in one mode (i.e., evolving mode) to change across tensor slices, which has proven useful for applications in different domains such as chemometrics, and neuroscience. However, the evolving mode of the PARAFAC2 model is traditionally modelled implicitly, which makes it challenging to regularise it. Currently, the only way to apply regularisation on that mode is with a flexible coupling approach, which finds the solution through regularised least-squares subproblems. In this work, we instead propose an alternating direction method of multipliers (ADMM)-based algorithm for fitting PARAFAC2 and widen the possible regularisation penalties to any proximable function. Our numerical experiments demonstrate that the proposed ADMM-based approach for PARAFAC2 can accurately recover the underlying components from simulated data while being both computationally efficient and flexible in terms of imposing constraints.

cs.LG↗

arXiv2020

A Flexible Optimization Framework for Regularized Matrix-Tensor Factorizations with Linear Couplings

Coupled matrix and tensor factorizations (CMTF) are frequently used to jointly analyze data from multiple sources, also called data fusion. However, different characteristics of datasets stemming from multiple sources pose many challenges in data fusion and require to employ various regularizations, constraints, loss functions and different types of coupling structures between datasets. In this paper, we propose a flexible algorithmic framework for coupled matrix and tensor factorizations which utilizes Alternating Optimization (AO) and the Alternating Direction Method of Multipliers (ADMM). The framework facilitates the use of a variety of constraints, loss functions and couplings with linear transformations in a seamless way. Numerical experiments on simulated and real datasets demonstrate that the proposed approach is accurate, and computationally efficient with comparable or better performance than available CMTF methods for Frobenius norm loss, while being more flexible. Using Kullback-Leibler divergence on count data, we demonstrate that the algorithm yields accurate results also for other loss functions.

cs.LG↗

arXiv2019

Tracing Network Evolution Using the PARAFAC2 Model

Characterizing time-evolving networks is a challenging task, but it is crucial for understanding the dynamic behavior of complex systems such as the brain. For instance, how spatial networks of functional connectivity in the brain evolve during a task is not well-understood. A traditional approach in neuroimaging data analysis is to make simplifications through the assumption of static spatial networks. In this paper, without assuming static networks in time and/or space, we arrange the temporal data as a higher-order tensor and use a tensor factorization model called PARAFAC2 to capture underlying patterns (spatial networks) in time-evolving data and their evolution. Numerical experiments on simulated data demonstrate that PARAFAC2 can successfully reveal the underlying networks and their dynamics. We also show the promising performance of the model in terms of tracing the evolution of task-related functional connectivity in the brain through the analysis of functional magnetic resonance imaging data.

stat.AP↗

arXiv2019

Cross-product Penalized Component Analysis (XCAN)

Matrix factorization methods are extensively employed to understand complex data. In this paper, we introduce the cross-product penalized component analysis (XCAN), a sparse matrix factorization based on the optimization of a loss function that allows a trade-off between variance maximization and structural preservation. The approach is based on previous developments, notably (i) the Sparse Principal Component Analysis (SPCA) framework based on the LASSO, (ii) extensions of SPCA to constrain both modes of the factorization, like co-clustering or the Penalized Matrix Decomposition (PMD), and (iii) the Group-wise Principal Component Analysis (GPCA) method. The result is a flexible modeling approach that can be used for data exploration in a large variety of problems. We demonstrate its use with applications from different disciplines.

stat.ML↗

arXiv2016

Tensor-Based Fusion of EEG and FMRI to Understand Neurological Changes in Schizophrenia

Neuroimaging modalities such as functional magnetic resonance imaging (fMRI) and electroencephalography (EEG) provide information about neurological functions in complementary spatiotemporal resolutions; therefore, fusion of these modalities is expected to provide better understanding of brain activity. In this paper, we jointly analyze fMRI and multi-channel EEG signals collected during an auditory oddball task with the goal of capturing brain activity patterns that differ between patients with schizophrenia and healthy controls. Rather than selecting a single electrode or matricizing the third-order tensor that can be naturally used to represent multi-channel EEG signals, we preserve the multi-way structure of EEG data and use a coupled matrix and tensor factorization (CMTF) model to jointly analyze fMRI and EEG signals. Our analysis reveals that (i) joint analysis of EEG and fMRI using a CMTF model can capture meaningful temporal and spatial signatures of patterns that behave differently in patients and controls, and (ii) these differences and the interpretability of the associated components increase by including multiple electrodes from frontal, motor and parietal areas, but not necessarily by including all electrodes in the analysis.

stat.AP↗

arXiv2016

Common and Distinct Components in Data Fusion

In many areas of science multiple sets of data are collected pertaining to the same system. Examples are food products which are characterized by different sets of variables, bio-processes which are on-line sampled with different instruments, or biological systems of which different genomics measurements are obtained. Data fusion is concerned with analyzing such sets of data simultaneously to arrive at a global view of the system under study. One of the upcoming areas of data fusion is exploring whether the data sets have something in common or not. This gives insight into common and distinct variation in each data set, thereby facilitating understanding the relationships between the data sets. Unfortunately, research on methods to distinguish common and distinct components is fragmented, both in terminology as well as in methods: there is no common ground which hampers comparing methods and understanding their relative merits. This paper provides a unifying framework for this subfield of data fusion by using rigorous arguments from linear algebra. The most frequently used methods for distinguishing common and distinct components are explained in this framework and some practical examples are given of these methods in the areas of (medical) biology and food science.

stat.ME↗

arXiv2014

Variational Inference For Probabilistic Latent Tensor Factorization with KL Divergence

Probabilistic Latent Tensor Factorization (PLTF) is a recently proposed probabilistic framework for modelling multi-way data. Not only the common tensor factorization models but also any arbitrary tensor factorization structure can be realized by the PLTF framework. This paper presents full Bayesian inference via variational Bayes that facilitates more powerful modelling and allows more sophisticated inference on the PLTF framework. We illustrate our approach on model order selection and link prediction.

stat.CO↗

arXiv2012

Link Prediction via Generalized Coupled Tensor Factorisation

This study deals with the missing link prediction problem: the problem of predicting the existence of missing connections between entities of interest. We address link prediction using coupled analysis of relational datasets represented as heterogeneous data, i.e., datasets in the form of matrices and higher-order tensors. We propose to use an approach based on probabilistic interpretation of tensor factorisation models, i.e., Generalised Coupled Tensor Factorisation, which can simultaneously fit a large class of tensor models to higher-order tensors/matrices with com- mon latent factors using different loss functions. Numerical experiments demonstrate that joint analysis of data from multiple sources via coupled factorisation improves the link prediction performance and the selection of right loss function and tensor model is crucial for accurately predicting missing links.

cs.LG↗

arXiv2011

All-at-once Optimization for Coupled Matrix and Tensor Factorizations

Joint analysis of data from multiple sources has the potential to improve our understanding of the underlying structures in complex data sets. For instance, in restaurant recommendation systems, recommendations can be based on rating histories of customers. In addition to rating histories, customers' social networks (e.g., Facebook friendships) and restaurant categories information (e.g., Thai or Italian) can also be used to make better recommendations. The task of fusing data, however, is challenging since data sets can be incomplete and heterogeneous, i.e., data consist of both matrices, e.g., the person by person social network matrix or the restaurant by category matrix, and higher-order tensors, e.g., the "ratings" tensor of the form restaurant by meal by person. In this paper, we are particularly interested in fusing data sets with the goal of capturing their underlying latent structures. We formulate this problem as a coupled matrix and tensor factorization (CMTF) problem where heterogeneous data sets are modeled by fitting outer-product models to higher-order tensors and matrices in a coupled manner. Unlike traditional approaches solving this problem using alternating algorithms, we propose an all-at-once optimization approach called CMTF-OPT (CMTF-OPTimization), which is a gradient-based optimization approach for joint analysis of matrices and higher-order tensors. We also extend the algorithm to handle coupled incomplete data sets. Using numerical experiments, we demonstrate that the proposed all-at-once approach is more accurate than the alternating least squares approach.

math.NA↗

arXiv2010

Temporal Link Prediction using Matrix and Tensor Factorizations

The data in many disciplines such as social networks, web analysis, etc. is link-based, and the link structure can be exploited for many different data mining tasks. In this paper, we consider the problem of temporal link prediction: Given link data for times 1 through T, can we predict the links at time T+1? If our data has underlying periodic structure, can we predict out even further in time, i.e., links at time T+2, T+3, etc.? In this paper, we consider bipartite graphs that evolve over time and consider matrix- and tensor-based methods for predicting future links. We present a weight-based method for collapsing multi-year data into a single matrix. We show how the well-known Katz method for link prediction can be extended to bipartite graphs and, moreover, approximated in a scalable way using a truncated singular value decomposition. Using a CANDECOMP/PARAFAC tensor decomposition of the data, we illustrate the usefulness of exploiting the natural three-dimensional structure of temporal link data. Through several numerical experiments, we demonstrate that both matrix- and tensor-based techniques are effective for temporal link prediction despite the inherent difficulty of the problem. Additionally, we show that tensor-based techniques are particularly effective for temporal data with varying periodic patterns.

math.NA↗