𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A three–step algorithm for CANDECOMP/PARAFAC analysis of large data sets with multicollinearity

✍ Scribed by Henk A. L. Kiers


Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
160 KB
Volume
12
Category
Article
ISSN
0886-9383

No coin nor oath required. For personal study only.

✦ Synopsis


Fitting the CANDECOMP/PARAFAC model by the standard alternating least squares algorithm often requires very many iterations. One case in point is that of analysing data with mild to severe multicollinearity. If, in addition, the size of the data is large, the computation of one CANDECOMP/PARAFAC solution is very timeconsuming. The present paper describes a three-step procedure which is much more efficient than the ordinary CANDECOMP/PARAFAC algorithm, by combining the idea of data compression with a form of regularization of the compressed data array.


📜 SIMILAR VOLUMES