论文标题

通过有效计算的贝叶斯张张量回归

Bayesian Tensor-on-Tensor Regression with Efficient Computation

论文作者

Wang, Kunbo, Xu, Yanxun

论文摘要

我们提出了一种贝叶斯张张量回归方法,以预测另一个任意维度张量的任意维度的多维阵列(张量),这是基于回归系数张量的Tucker分解的。使用塔克分解的传统张量回归方法假设核心张量的维度是已知的,或者是通过交叉验证或某些模型选择标准估算的。但是,没有现有方法可以同时估计模型维度(核心张量的维度)和其他模型参数。为了填补这一空白,我们开发了有效的马尔可夫链蒙特卡洛(MCMC)算法,以估计后推理的模型维度和参数。除了MCMC采样器外,我们还开发了一种基于超快速优化的计算算法,其中计算了最大A后验估计器,并通过模拟退火算法优化了模型维度。拟议的贝叶斯框架为不确定性定量提供了一种自然的方式。通过广泛的仿真研究,我们评估了提出的贝叶斯张张量回归模型,并与替代方法相比显示出其优越的性能。我们还通过将其应用于两个现实世界数据集(包括面部成像数据和3D运动数据)来证明其实际有效性。

We propose a Bayesian tensor-on-tensor regression approach to predict a multidimensional array (tensor) of arbitrary dimensions from another tensor of arbitrary dimensions, building upon the Tucker decomposition of the regression coefficient tensor. Traditional tensor regression methods making use of the Tucker decomposition either assume the dimension of the core tensor to be known or estimate it via cross-validation or some model selection criteria. However, no existing method can simultaneously estimate the model dimension (the dimension of the core tensor) and other model parameters. To fill this gap, we develop an efficient Markov Chain Monte Carlo (MCMC) algorithm to estimate both the model dimension and parameters for posterior inference. Besides the MCMC sampler, we also develop an ultra-fast optimization-based computing algorithm wherein the maximum a posteriori estimators for parameters are computed, and the model dimension is optimized via a simulated annealing algorithm. The proposed Bayesian framework provides a natural way for uncertainty quantification. Through extensive simulation studies, we evaluate the proposed Bayesian tensor-on-tensor regression model and show its superior performance compared to alternative methods. We also demonstrate its practical effectiveness by applying it to two real-world datasets, including facial imaging data and 3D motion data.

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