Provable Sparse Tensor Decomposition
This work addresses high-dimensional data analysis problems like click-through rate prediction and gene clustering, offering a novel method with theoretical guarantees, though it is incremental in advancing sparse tensor techniques.
The authors tackled the problem of sparse tensor decomposition in high-dimensional latent variable models by proposing the Tensor Truncated Power (TTP) method, which achieves a local statistical rate and improves upon existing non-sparse methods with significant gains in high-dimensional regimes.
We propose a novel sparse tensor decomposition method, namely Tensor Truncated Power (TTP) method, that incorporates variable selection into the estimation of decomposition components. The sparsity is achieved via an efficient truncation step embedded in the tensor power iteration. Our method applies to a broad family of high dimensional latent variable models, including high dimensional Gaussian mixture and mixtures of sparse regressions. A thorough theoretical investigation is further conducted. In particular, we show that the final decomposition estimator is guaranteed to achieve a local statistical rate, and further strengthen it to the global statistical rate by introducing a proper initialization procedure. In high dimensional regimes, the obtained statistical rate significantly improves those shown in the existing non-sparse decomposition methods. The empirical advantages of TTP are confirmed in extensive simulated results and two real applications of click-through rate prediction and high-dimensional gene clustering.