Simple and efficient parallelization for probabilistic temporal tensor factorization

Probabilistic Temporal Tensor Factorization (PTTF) is an effective algorithm to model the temporal tensor data. It leverages a time constraint to capture the evolving properties of tensor data. Nowadays the exploding dataset demands a large scale PTTF analysis, and a parallel solution is critical to accommodate the trend. Whereas, the parallelization of PTTF still remains unexplored. In this paper, we propose a simple yet efficient Parallel Probabilistic Temporal Tensor Factorization, referred to as P
²
T
²
F, to provide a scalable PTTF solution. P
²
T
²
F is fundamentally disparate from existing parallel tensor factorizations by considering the probabilistic decomposition and the temporal effects of tensor data. It adopts a new tensor data split strategy to subdivide a large tensor into independent sub-tensors, the computation of which is inherently parallel. We train P
²
T
²
F with an efficient algorithm of stochastic Alternating Direction Method of Multipliers, and show that the convergence is guaranteed. Experiments on several real-word tensor datasets demonstrate that P
²
T
²
F is a highly effective and efficiently scalable algorithm dedicated for large scale probabilistic temporal tensor analysis.