Block-Term Tensor Decomposition Model Selection and Computation: The Bayesian Way

The so-called block-term decomposition (BTD) tensor model, especially in its rank-
$(L_{r},L_{r},1)$
version, has been recently receiving increasing attention due to its enhanced ability of representing systems and signals that are composed of
blocks
of rank higher than one, a scenario encountered in numerous and diverse applications. Uniqueness conditions and fitting methods have thus been thoroughly studied. Nevertheless, the challenging problem of estimating the BTD model structure, namely the number of block terms,
$R$
, and their individual ranks,
$L_{r}$
, has only recently started to attract significant attention, mainly through regularization-based approaches which entail the need to tune the regularization parameter(s). In this work, we build on ideas of sparse Bayesian learning (SBL) and put forward a fully automated Bayesian approach. Through a suitably crafted multi-level
hierarchical
probabilistic model, which gives rise to heavy-tailed prior distributions for the BTD factors, structured sparsity is
jointly
imposed. Ranks are then estimated from the numbers of blocks (
$R$
) and columns (
$L_{r}$
) of non-negligible energy. Approximate posterior inference is implemented, within the variational inference framework. The resulting iterative algorithm completely avoids hyperparameter tuning, which is a significant defect of regularization-based methods. Alternative probabilistic models are also explored and the connections with their regularization-based counterparts are brought to light with the aid of the associated maximum a-posteriori (MAP) estimators. We report simulation results with both synthetic and real-word data, which demonstrate the merits of the proposed method in terms of both rank estimation and model fitting as compared to state-of-the-art relevant methods.