关键词: 二线性迭代最小二乘, 平行因子, 迭代, 松弛因子, 收敛

Abstract:

To speed up the convergence of the bilinear alternating least squares (BALS) algorithm of fitting the parallel factor (PARAFAC) model, an improved algorithm of fitting the PARAFAC model was proposed. In each iteration, the proposed algorithm sets up their own relaxation factors for two loading matrices which are required to be estimated, and gets the optimal couple of two relaxation factors by the joint optimization. Analysis and simulation show that the proposed algorithm improves the speed of fitting the PARAFAC model without performance deterioration compared with the existing BALS algorithm.

Key words: bilinear alternating least squares, parallel factor, iteration, relaxation factor, convergence