| 一种新的PARAFAC模型拟合算法 |
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| 引用本文： | 杜建和,袁超伟,韩曦.一种新的PARAFAC模型拟合算法[J].北京邮电大学学报,2014,37(4):29-33. |
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| 作者姓名： | 杜建和 袁超伟 韩曦 |
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| 作者单位： | 北京邮电大学 信息与通信工程学院, 北京 100876 |
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| 基金项目： | 国家高技术研究发展计划项目(2014AA01A701);国家自然科学基金项目(60872149) |
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| 摘 要： | 为了提高二线性迭代最小二乘（BALS）算法拟合平行因子（PARAFAC）模型的速度，提出了一种新的PARAFAC模型拟合算法. 该算法利用新迭代与旧迭代之间的增量值，来预测下一次迭代的初始值，对BALS中的每次迭代，为2个加载矩阵设置相应的松弛因子，并通过联合优化的方法求得最优松弛因子对，从而加速BALS的收敛速度. 理论分析与仿真结果表明，与已有的BALS算法相比，所提算法在不牺牲性能的条件下，有效地提高了PARAFAC模型的拟合速度.
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| 关 键 词： | 二线性迭代最小二乘 平行因子 迭代 松弛因子 收敛 |
| 收稿时间： | 2013-07-31 |
An Improved Algorithm for PARAFAC Model Fittings |
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| DU Jian-he,YUAN Chao-wei,HAN Xi.An Improved Algorithm for PARAFAC Model Fittings[J].Journal of Beijing University of Posts and Telecommunications,2014,37(4):29-33. |
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| Authors: | DU Jian-he YUAN Chao-wei HAN Xi |
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| Affiliation: | School of Information and Communication Engineering, Beijing University of Posts and Telecommunications, Beijing 100876, China |
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| Abstract: | To speed up the convergence of the bilinear alternating least squares (BALS) algorithm of fitting the parallel factor (PARAFAC) model, an improved algorithm of fitting the PARAFAC model was proposed. In each iteration, the proposed algorithm sets up their own relaxation factors for two loading matrices which are required to be estimated, and gets the optimal couple of two relaxation factors by the joint optimization. Analysis and simulation show that the proposed algorithm improves the speed of fitting the PARAFAC model without performance deterioration compared with the existing BALS algorithm. |
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| Keywords: | bilinear alternating least squares parallel factor iteration relaxation factor convergence |
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