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一种新的PARAFAC模型拟合算法

DOI: 10.13190/j.jbupt.2014.04.007, PP. 29-33

Keywords: 二线性迭代最小二乘,平行因子,迭代,松弛因子,收敛

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Abstract:

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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