Accelerated Stochastic Gradient for Nonnegative Tensor Completion and Parallel Implementation

09/20/2021

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by   Ioanna Siaminou, et al.

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We consider the problem of nonnegative tensor completion. We adopt the alternating optimization framework and solve each nonnegative matrix completion problem via a stochastic variation of the accelerated gradient algorithm. We experimentally test the effectiveness and the efficiency of our algorithm using both real-world and synthetic data. We develop a shared-memory implementation of our algorithm using the multi-threaded API OpenMP, which attains significant speedup. We believe that our approach is a very competitive candidate for the solution of very large nonnegative tensor completion problems.