Randomized Algorithms for Computation of Tucker Decomposition and Higher Order SVD (HOSVD)

Abstract

Big data analysis has become a crucial part of new emerging technologies such as the internet of things, cyber-physical analysis, deep learning, anomaly detection, etc. Among many other techniques, dimensionality reduction plays a key role in such analyses and facilitates feature selection and feature extraction. Randomized algorithms are efficient tools for handling big data tensors. They accelerate decomposing large-scale data tensors by reducing the computational complexity of deterministic algorithms and the communication among different levels of memory hierarchy, which is the main bottleneck in modern computing environments and architectures. In this article, we review recent advances in randomization for computation of Tucker decomposition and Higher Order SVD (HOSVD). We discuss random projection and sampling approaches, single-pass and multi-pass randomized algorithms and how to utilize them in the computation of the Tucker decomposition and the HOSVD. Simulations on synthetic and real datasets are provided to compare the performance of some of best and most promising algorithms.

Keywords

• Randomized algorithm
• tensor decomposition
• random projection
• sampling
• unfolding
• Tucker decomposition