Robust Factorization and Completion of Streaming Tensor Data via Variational Bayesian Inference (1809.01265v1)

Abstract: Streaming tensor factorization is a powerful tool for processing high-volume and multi-way temporal data in Internet networks, recommender systems and image/video data analysis. In many applications the full tensor is not known, but instead received in a slice-by-slice manner over time. Streaming factorizations aim to take advantage of inherent temporal relationships in data analytics. Existing streaming tensor factorization algorithms rely on least-squares data fitting and they do not possess a mechanism for tensor rank determination. This leaves them susceptible to outliers and vulnerable to over-fitting. This paper presents the first Bayesian robust streaming tensor factorization model. Our model successfully identifies sparse outliers, automatically determines the underlying tensor rank and accurately fits low-rank structure. We implement our model in Matlab and compare it to existing algorithms. Our algorithm is applied to factorize and complete various streaming tensors including synthetic data, dynamic MRI, video sequences, and Internet traffic data.