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PARALLEL RANDOMIZED TUCKER DECOMPOSITION ALGORITHMS

delete2024-04-02
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OA
AI
R
Rachel Minster *
Z
Zitong Li
G
Grey Ballard
DOI:10.1137/22M1540363delete
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Abstract

Abstract

En 中文
The Tucker tensor decomposition is a natural extension of the singular value decomposition (SVD) to multiway data. We propose to accelerate Tucker tensor decomposition algorithms by using randomization and parallelization. We present two algorithms that scale to large data and many processors, significantly reduce both computation and communication cost compared to previous deterministic and randomized approaches, and obtain nearly the same approximation errors. The key idea in our algorithms is to perform randomized sketches with Kronecker-structured random matrices, which reduces computation compared to unstructured matrices and can be implemented using a fundamental tensor computational kernel. We provide probabilistic error analysis of our algorithms and implement a new parallel algorithm for the structured randomized sketch. Our experimental results demonstrate that our combination of randomization and parallelization achieves accurate Tucker decompositions much faster than alternative approaches. We observe up to a 16X speedup over the fastest deterministic parallel implementation on 3D simulation data.
Keywords:
Key words. Tucker decompositions
tensors
randomized algorithms
parallel algorithms
low- rank
multilinear algebra

Journal

SIAM Journal on Scientific Computing cover
SIAM Journal on Scientific Computing
IF:
2.6
Papers:
5.1K
Citations:
1.8W

Organization

University of California System cover
University of California System
Scholars:
37.5W
Papers: 33.7W
Citations: 6.6K
U
university of california irvine
Scholars:
2.3W
Papers: 1.7W
Citations: 55