Tensor-train (TT) decomposition has been an efficient tool to find low order approximation of large-scale, high-order tensors. Existing TT decomposition algorithms are either of high computational complexity or operating in batch-mode, hence quite inefficient for (near) real-time processing. In this work, we propose a novel adaptive algorithm for TT decomposition of streaming tensors whose slices are serially acquired over time. By leveraging the alternating minimization framework, our estimator minimizes an exponentially weighted least-squares cost function in an efficient way.
Fig: Effect of the noise level on the performance of TT-FOA. | Fig: Effect of the time-varying factor on the performance of TT-FOA. | Fig: Time-varying scenario. Performance of TT algorithms. |
Our MATLAB code can be downloaded here.
Our code requires the Tensor Toolbox http://www.tensortoolbox.org/
Quick Start: Run the file DEMO.m
This code is free and open-source for research purposes. If you use this code, please acknowledge the following paper.
[1] L.T. Thanh, K. Abed-Meraim, N.L. Trung, R Boyer. Adaptive Algorithms for Tensor Train Decomposition of Streaming Tensors. European Signal Processing Conference (EUSIPCO), 2020. [PDF].
LE Trung Thanh
AVITECH Institute
VNU University of Engineering and Technology, Vietnam
Email: thanhletrung@vnu.edu.vn // letrungthanhtbt@gmail.com