finding large elements in factorized tensors

1
Finding Large Elements in Factorized Tensors Michael E. HOULE 1 Hisashi KASHIMA 2 Michael NETT 1,2 1 National Institute of Informatics, Japan 2 The University of Tokyo, Japan Summary Low-rank tensor decompositions have become valuable tools for many practical problems aris- ing in machine learning and data mining appli- cations concerned with higher-order data. While much research has focused on specific methods for decomposition, only a limited amount of at- tention has been given to the process of locating elements of interest from within a tensor. Efficient strategies for identifying and extracting targeted elements are very important in prac- tical applications, which frequently operate on scales at which one cannot afford the time re- quirements associated with brute force methods. We propose several algorithms for solving or ap- proximating the problem of locating the k largest elements of a tensor given only its factoriza- tion. We provide experimental evidence that our methods enable follow-on applications in areas such as link prediction and recommender sys- tems to operate at a significantly larger scale. Motivation In virtually all practical applications of high-order tensors, the number of elements of the tensor is far larger than the number of objects in the data set. Generally speaking, in order to be effective, tensor-based applications must take advantage of the sparsity of the representation, and avoid the expensive brute-force scanning of tensor el- ements. One of the most important issues in the area of tensor analysis is therefore that of tensor completion, where after observing only a limited number of element values, one seeks to deduce properties of the remaining unobserved values. Depending on the application, one usually re- quires knowledge of a relatively small set of ten- sor elements, rather than the entire unobserved portion of the tensor at hand. Tensor completion strategies have many real world applications in- cluding, but not limited to, personalized tag rec- ommendation and link prediction in social web services. Vector,Matrix and Tensor Products Let X and Y be tensors of dimensions n 1 ,..., n p . Their element-wise product X * Y is given by [X * Y] i 1 ...i p =[X] i 1 ...i p · [Y] i 1 ...i p . Let u (1) ,..., u (p) be vectors in R n . Their inner product is Φ(u (1) ,..., u (p) )= n X i=1 p Y j=1 u (j) i . Let u (1) ,..., u (p) be vectors with u (i) R n i for 1 6 i 6 p. Their outer product is the order-p tensor satisfying [Φ(u (1) ,..., u (p) )] i 1 ...i p = p Y j=1 u (j) i j . Note that, whenever only two vectors u and v are involved, one may conveniently use the simpler notation of Φ(u, v)= u > v and Ψ(u, v)= uv > . Problem Definition Let X be a real-valued order-p tensor in R n 1 ×···×n p and let k N. The top-k problem is to find a set S of tensor elements whose sum is maximal, subject to |S| = min{k, n 1 ··· n p }. 100% 94% 82% 49% 30% 12% 3% 16% 100% 92% 65% 38% 39% 9% 14% 10% 66% 64% 62% 41% 18% 23% 14% 13% 47% 49% 40% 26% 33% 25% 21% 30% 30% 29% 16% 29% 29% 37% 28% 30% 24% 19% 23% 17% 22% 45% 54% 66% 7% 4% 17% 14% 30% 68% 86% 94% 10% 17% 20% 16% 42% 75% 86% 100% 13% 17% 26% 12% 39% 64% 80% 79% 7% 20% 15% 8% 24% 47% 56% 57% 100% 100% 86% 68% 39% 27% 18% 16% 100% 89% 84% 71% 45% 29% 28% 9% 66% 69% 70% 42% 38% 47% 24% 26% 47% 48% 32% 46% 44% 40% 45% 33% 30% 33% 27% 28% 45% 43% 41% 47% 24% 21% 22% 44% 52% 75% 67% 71% 7% 18% 26% 49% 57% 84% 83% 87% 10% 30% 34% 37% 63% 90% 95% 96% 13% 17% 27% 35% 64% 83% 83% 89% 7% 26% 19% 26% 45% 59% 72% 64% 100% 94% 82% 49% 30% 12% 3% 16% 100% 100% 78% 59% 47% 14% 6% 13% 86% 76% 83% 65% 55% 41% 24% 24% 68% 78% 83% 97% 75% 54% 37% 22% 39% 57% 97% 97% 88% 61% 42% 14% 27% 64% 80% 91% 76% 39% 30% 25% 18% 34% 56% 55% 43% 29% 18% 7% 16% 31% 37% 21% 37% 21% 16% 8% D ata Model The provided data is modeled using a low-rank factorization with factor matrices U (1) ,..., U (p) : X = m X i=1 X (i) = m X i=1 Ψ(u (1) :i ,..., u (p) :i ) The tensor element at location (i 1 ,..., i p ) is the inner product of the correpsonding rows of the factor matrices: [X] i 1 ...i p = r X j=1 h Ψ(u (1) :j ,..., u (p) :j ) i i 1 ...i p = r X j=1 p Y k=1 u (k) i k j = Φ(u (1) i 1 : ,..., u (p) i p : ) Method I–Enumeration An exhaustive enumeration of all tensor ele- ments provides exact answers to top-k queries in time Θ(n 1 ··· n p (rp + log k)). Method II – Greedy Heuristic An indexing-based method which provides ap- proximate answers to top-k queries in time O(p 2 sktr). Method III – Divide and Conquer A clustering-based divide and conquer method which aims to reduce the time complexity by dis- carding as many subproblems as possible. X [2,1,1] X [2,2,1] X [1,1,1] X [1,2,1] Individual subproblems can either be solved ex- actly via enumeration, or approximate using the previously proposed heuristic. Importance of Scalability Projections show that for real application data, exhaustive query processing may require up to 31 years. 1 10 100 1000 10000 100000 1e+06 1e+07 1e+08 1e+09 1e+10 Delicious Favorite LastFM Movielens Retweet Enumeration Time [s] Data Set Reduced Set Full Set The proportion of uninteresting tensor elements is overwhelmingly large. 1 10 100 1000 10000 100000 1e+06 1e+07 1e+08 1e+09 -1 -0.5 0 0.5 1 1.5 2 2.5 Num. of Observations Tensor Elements Distribution of Elements in the LastFM Data Set Evaluation Performance of the methods for the LastFM data set. The input tensor has size 2,100 × 18,744 × 12,647. 200 300 400 500 600 700 800 900 1000 1100 1200 1300 0 100 200 300 400 500 600 Accumulated Top-1000 Elements Runtime [s] Comparison on the full "LastFM" Data Set EnumDC GreedyDC Greedy Additional Material Technical Report Poster Implementation Documentation c: Michael E. HOULE ( 5K >K) / sQı VH¿ : 03 - 4212 - 2538 t : 03 - 3556 - 1916 B : meh @ nii.ac.jp

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Page 1: Finding Large Elements in Factorized Tensors

Finding Large Elements in Factorized TensorsMichael E. HOULE1 Hisashi KASHIMA2 Michael NETT1,2

1 National Institute of Informatics, Japan2 The University of Tokyo, Japan

Summary

Low-rank tensor decompositions have becomevaluable tools for many practical problems aris-ing in machine learning and data mining appli-cations concerned with higher-order data. Whilemuch research has focused on specific methodsfor decomposition, only a limited amount of at-tention has been given to the process of locatingelements of interest from within a tensor.Efficient strategies for identifying and extractingtargeted elements are very important in prac-tical applications, which frequently operate onscales at which one cannot afford the time re-quirements associated with brute force methods.We propose several algorithms for solving or ap-proximating the problem of locating the k largestelements of a tensor given only its factoriza-tion. We provide experimental evidence that ourmethods enable follow-on applications in areassuch as link prediction and recommender sys-tems to operate at a significantly larger scale.

Motivation

In virtually all practical applications of high-ordertensors, the number of elements of the tensor isfar larger than the number of objects in the dataset. Generally speaking, in order to be effective,tensor-based applications must take advantageof the sparsity of the representation, and avoidthe expensive brute-force scanning of tensor el-ements. One of the most important issues in thearea of tensor analysis is therefore that of tensorcompletion, where after observing only a limitednumber of element values, one seeks to deduceproperties of the remaining unobserved values.Depending on the application, one usually re-quires knowledge of a relatively small set of ten-sor elements, rather than the entire unobservedportion of the tensor at hand. Tensor completionstrategies have many real world applications in-cluding, but not limited to, personalized tag rec-ommendation and link prediction in social webservices.

Vector, Matrix and Tensor Products

• Let X and Y be tensors of dimensions n1, . . . , np.Their element-wise product X ∗Y is given by

[X ∗Y]i1...ip = [X]i1...ip · [Y]i1...ip.

• Let u(1), . . . , u(p) be vectors in Rn. Their innerproduct is

Φ(u(1), . . . , u(p)) =

n∑i=1

p∏j=1

u(j)i .

• Let u(1), . . . , u(p) be vectors with u(i) ∈ Rni for1 6 i 6 p. Their outer product is the order-ptensor satisfying

[Φ(u(1), . . . , u(p))]i1...ip =

p∏j=1

u(j)ij .

Note that, whenever only two vectors u and v areinvolved, one may conveniently use the simplernotation of Φ(u, v) = u>v and Ψ(u, v) = uv>.

Problem Definition

Let X be a real-valued order-p tensor in Rn1×···×np

and let k ∈ N. The top-k problem is to find aset S of tensor elements whose sum is maximal,subject to |S| = min{k, n1 · · ·np}.

100%94%

82%49%

30%12%

3%16%

100%92%

65%38%

39%9%

14%10%

66%64%

62%41%

18%23%

14%13%

47%49%

40%26%

33%25%

21%30%

30%29%

16%29%

29%37%

28%30%

24%19%

23%17%

22%45%

54%66%

7%4%

17%14%

30%68%

86%94%

10%17%

20%16%

42%75%

86%100%

13%17%

26%12%

39%64%

80%79%

7%20%

15%8%

24%47%

56%57%

100%

100%

86%

68%

39%

27%

18%

16%

100%

89%

84%

71%

45%

29%

28%

9%

66%

69%

70%

42%

38%

47%

24%

26%

47%

48%

32%

46%

44%

40%

45%

33%

30%

33%

27%

28%

45%

43%

41%

47%

24%

21%

22%

44%

52%

75%

67%

71%

7%

18%

26%

49%

57%

84%

83%

87%

10%

30%

34%

37%

63%

90%

95%

96%

13%

17%

27%

35%

64%

83%

83%

89%

7%

26%

19%

26%

45%

59%

72%

64%

100%94%

82%49%

30%12%

3%16%

100%100%

78%59%

47%14%

6%13%

86%76%

83%65%

55%41%

24%24%

68%78%

83%97%

75%54%

37%22%

39%57%

97%97%

88%61%

42%14%

27%64%

80%91%

76%39%

30%25%

18%34%

56%55%

43%29%

18%7%

16%31%

37%21%

37%21%

16%8%

Data Model

The provided data is modeled using a low-rankfactorization with factor matrices U(1), . . . , U(p):

X =

m∑i=1

X(i) =

m∑i=1

Ψ(u(1):i , . . . , u(p)

:i )

The tensor element at location (i1, . . . , ip) is theinner product of the correpsonding rows of thefactor matrices:

[X]i1...ip =

r∑j=1

[Ψ(u(1)

:j , . . . , u(p):j )

]i1...ip

=

r∑j=1

p∏k=1

u(k)ikj

= Φ(u(1)i1: , . . . , u(p)

ip: )

Method I – Enumeration

An exhaustive enumeration of all tensor ele-ments provides exact answers to top-k queriesin time Θ(n1 · · ·np(rp + log k)).

Method II – Greedy Heuristic

An indexing-based method which provides ap-proximate answers to top-k queries in timeO(p2sktr).

Method III – Divide and Conquer

A clustering-based divide and conquer methodwhich aims to reduce the time complexity by dis-carding as many subproblems as possible.

X[2,1,1] X[2,2,1]

X[1,1,1] X[1,2,1]

Individual subproblems can either be solved ex-actly via enumeration, or approximate using thepreviously proposed heuristic.

Importance of Scalability

Projections show that for real application data,exhaustive query processing may require up to31 years.

1

10

100

1000

10000

100000

1e+06

1e+07

1e+08

1e+09

1e+10

Delicious Favorite LastFM Movielens RetweetE

nu

me

ratio

n T

ime

[s]

Data Set

Reduced SetFull Set

The proportion of uninteresting tensor elementsis overwhelmingly large.

1

10

100

1000

10000

100000

1e+06

1e+07

1e+08

1e+09

-1 -0.5 0 0.5 1 1.5 2 2.5

Num

. of O

bserv

ations

Tensor Elements

Distribution of Elements in the LastFM Data Set

Evaluation

Performance of the methods for the LastFM dataset. The input tensor has size 2,100 × 18,744 ×12,647.

200

300

400

500

600

700

800

900

1000

1100

1200

1300

0 100 200 300 400 500 600

Accu

mu

late

d T

op

-10

00

Ele

me

nts

Runtime [s]

Comparison on the full "LastFM" Data Set

EnumDCGreedyDC

Greedy

Additional Material

•Technical Report•Poster• Implementation•Documentation

連連連絡絡絡先先先: Michael E. HOULE (フフフーーールルルマママイイイケケケルルル) / 国国国立立立情情情報報報学学学研研研究究究所所所 客客客員員員教教教授授授

� : 03 - 4212 - 2538 t : 03 - 3556 - 1916 B : meh @ nii.ac.jp