SCED: A General Framework for Sparse Tensor Decomposition with Constraints and Elementwise Dynamic Learning

CANDECOMP/PARAFAC Decomposition (CPD) is one of the most popular tensor decomposition methods that has been extensively studied and widely applied. In recent years, sparse tensors that contain a huge portion of zeros but a limited number of non-zeros have attracted increasing interest. Existing techniques are not directly applicable to sparse tensors, since they mainly target dense ones and usually have poor efficiency. Additionally, specific issues also arise for sparse tensors, depending on different data sources and applications: the role of zero entries can be different; incorporating constraints like non-negativity and sparseness might be necessary; the ability to learn on-the-fly is a must for dynamic scenarios that new data keeps arriving at high velocity. However, state-of-art algorithms only partially address the above issues. To fill this gap, we propose a general framework for finding the CPD of sparse tensors. Modeling the sparse tensor decomposition problem by a generalized weighted CPD formulation and solving it efficiently, our proposed method is also flexible to handle constraints and dynamic data streams. Through experiments on both synthetic and real-world datasets, for the static case, our method demonstrates significant improvements in terms of effectiveness, efficiency and scalability. Moreover, under the dynamic setting, our method speeds up current technology by hundreds to thousands times, without sacrificing decomposition quality.