Journal of Beijing University of Posts and Telecommunications

  • EI核心期刊

JOURNAL OF BEIJING UNIVERSITY OF POSTS AND TELECOM ›› 2014, Vol. 37 ›› Issue (4): 29-33.doi: 10.13190/j.jbupt.2014.04.000

• Papers • Previous Articles     Next Articles

An Improved Algorithm for PARAFAC Model Fittings

DU Jian-he, YUAN Chao-wei, HAN Xi   

  1. School of Information and Communication Engineering, Beijing University of Posts and Telecommunications, Beijing 100876, China
  • Received:2013-07-31 Online:2014-08-28 Published:2014-08-09

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

CLC Number: