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Accelerating Jackknife Resampling for the Canonical Polyadic Decomposition
International Research Training Group, Aachen Institute for Advanced Study in Computational Engineering Science (AICES), Department of Computer Science, RWTH Aachen University, Aachen, Germany.
Umeå University, Faculty of Science and Technology, Department of Computing Science. Umeå University, Faculty of Science and Technology, High Performance Computing Center North (HPC2N).ORCID iD: 0000-0002-4675-7434
Department of Food Science, Institute for Fødevarevidenskab, University of Copenhagen, Copenhagen, Denmark.
Umeå University, Faculty of Science and Technology, Department of Computing Science. Umeå University, Faculty of Science and Technology, High Performance Computing Center North (HPC2N).ORCID iD: 0000-0002-4972-7097
2022 (English)In: Frontiers in Applied Mathematics and Statistics, E-ISSN 2297-4687, Vol. 8, article id 830270Article in journal (Refereed) Published
Abstract [en]

The Canonical Polyadic (CP) tensor decomposition is frequently used as a model in applications in a variety of different fields. Using jackknife resampling to estimate parameter uncertainties is often desirable but results in an increase of the already high computational cost. Upon observation that the resampled tensors, though different, are nearly identical, we show that it is possible to extend the recently proposed Concurrent ALS (CALS) technique to a jackknife resampling scenario. This extension gives access to the computational efficiency advantage of CALS for the price of a modest increase (typically a few percent) in the number of floating point operations. Numerical experiments on both synthetic and real-world datasets demonstrate that the new workflow based on a CALS extension can be several times faster than a straightforward workflow where the jackknife submodels are processed individually.

Place, publisher, year, edition, pages
2022. Vol. 8, article id 830270
Keywords [en]
ALS, Alternating Least Squares, Canonical Polyadic Decomposition, CP, decomposition, jackknife, Tensors
National Category
Computer Sciences Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:umu:diva-194532DOI: 10.3389/fams.2022.830270ISI: 000792602600001Scopus ID: 2-s2.0-85128906913OAI: oai:DiVA.org:umu-194532DiVA, id: diva2:1657258
Available from: 2022-05-10 Created: 2022-05-10 Last updated: 2023-11-10Bibliographically approved

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Karlsson, LarsBientinesi, Paolo

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