论文标题

通过潜在张量重建的大规模非线性回归的解决方案,在恒定记忆复杂性下具有较高的等级和程度

A Solution for Large Scale Nonlinear Regression with High Rank and Degree at Constant Memory Complexity via Latent Tensor Reconstruction

论文作者

Szedmak, Sandor, Cichonska, Anna, Julkunen, Heli, Pahikkala, Tapio, Rousu, Juho

论文摘要

本文提出了一种新的方法,用于从示例中学习高度非线性的多元功能。我们的方法利用了可以通过多项式近似连续函数的属性,而多项式又可以用张量表示。因此,功能学习问题转化为张量重建问题,这是张量分解的反面问题。我们的方法从排名一术语中逐渐构建未知的张量,这使我们能够控制学习模型的复杂性并减少过度拟合的机会。对于学习模型,我们提供了一种有效的基于梯度的算法,该算法可以在样本量,顺序,张量等级和输入尺寸的线性时间内实现。除回归外,我们还提出了分类,多视图学习和矢量值输出以及多层公式的扩展。该方法可以通过在线处理数据以持续的内存复杂性来处理在线方式。因此,它只能适合配备有限资源的系统,例如嵌入式系统或手机。与竞争方法相比,我们的实验表明了有利的准确性和运行时间。

This paper proposes a novel method for learning highly nonlinear, multivariate functions from examples. Our method takes advantage of the property that continuous functions can be approximated by polynomials, which in turn are representable by tensors. Hence the function learning problem is transformed into a tensor reconstruction problem, an inverse problem of the tensor decomposition. Our method incrementally builds up the unknown tensor from rank-one terms, which lets us control the complexity of the learned model and reduce the chance of overfitting. For learning the models, we present an efficient gradient-based algorithm that can be implemented in linear time in the sample size, order, rank of the tensor and the dimension of the input. In addition to regression, we present extensions to classification, multi-view learning and vector-valued output as well as a multi-layered formulation. The method can work in an online fashion via processing mini-batches of the data with constant memory complexity. Consequently, it can fit into systems equipped only with limited resources such as embedded systems or mobile phones. Our experiments demonstrate a favorable accuracy and running time compared to competing methods.

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