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Newton-based optimization for Kullback-Leibler nonnegative tensor factorizations

Tensor factorizations with nonnegativity constraints have found application in analysing data from cyber traffic, social networks, and other areas. We consider application data best described as being generated by a Poisson process (e.g. count data), which leads to sparse tensors that can be modelled by sparse factor matrices. In this paper, we investigate efficient techniques for computing an appropriate canonical polyadic tensor factorization based on the Kullback–Leibler divergence function. We propose novel subproblem solvers within the standard alternating block variable approach. Our new methods exploit structure and reformulate the optimization problem as small independent subproblems. We employ bound-constrained Newton and quasi-Newton methods. Finally, we compare our algorithms against other codes, demonstrating superior speed for high accuracy results and the ability to quickly find sparse solutions.

97 MATHEMATICS AND COMPUTING↗

Large Scale Tensor Factorization via Parallel Sketches

Tensor factorization methods have recently gained increased popularity. A key feature that renders tensors attractive is the ability to directly model multi-relational data. In this work, we propose ParaSketch, a parallel tensor factorization algorithm that enables massive parallelism, to deal with large tensors. The idea is to compress the large tensor into multiple small tensors, decompose each small tensor in parallel, and combine the results to reconstruct the desired latent factors. Prior art in this direction entails potentially very high complexity in the (Gaussian) compression and final combining stages. Adopting sketching matrices for compression, the proposed method enjoys a dramatic reduction in compression complexity, and features a much lighter combining step. Moreover, theoretical analysis shows that the compressed tensors inherit latent identifiability under mild conditions, hence establishing correctness of the overall approach. Numerical experiments corroborate the theory and demonstrate the effectiveness of the proposed algorithm.

block term decomposition↗

Tucker-1 Boolean Tensor Factorization with Quantum Annealers

Quantum annealers are an emerging computational architecture that have the potential to address some challenging computational issues that will be left unresolved as we approach the end of the Moore's Law era of computing. D-Wave quantum annealers are designed to solve a challenging set of problems - quadratic unconstrained binary optimization problems. This makes them a natural fit for solving problems with binary or Boolean variables. Here, we explore the use of a quantum annealer to solve Boolean tensor factorization. The goal of Boolean tensor factorization is to represent a high-dimensional tensor filled with Boolean values as a product of Boolean matrices and a Boolean core tensor. We show that a particular Boolean tensor factorization problem (called Tucker-1 factorization) can be decomposed into a sequence of quadratic unconstrained binary optimization problems that can be solved with a D-Wave 2000Q quantum annealer. While quantum annealers specifically and quantum computers in general are at a fairly early stage in their development, they are currently capable of solving these Boolean tensor factorization problems. Importantly, our results show that for fairly small tensors, we are frequently able to obtain an accurate (sometimes exact) factorization using quantum annealing.

97 MATHEMATICS AND COMPUTING↗

Accelerated Constrained Sparse Tensor Factorization on Massively Parallel Architectures

This study presents the first constrained sparse tensor factorization (cSTF) framework that optimizes and fully offloads computation to massively parallel GPU architectures, and the first performance characterization of cSTF on GPU architectures. In contrast to prior work on tensor factorization, where the matricized tensor times Khatri-Rao product (MTTKRP) is the primary performance bottleneck, our systematic analysis of the cSTF algorithm on GPUs reveals that adding constraints creates an additional bottleneck in the update operation for many real-world sparse tensors. While executing the update operation on the GPU brings significant speedup over its CPU counterpart, it remains a significant bottleneck. To further accelerate the update operation, we propose cuADMM, a new update algorithm that leverages algorithmic and code optimization strategies to minimize both computation and data movement on GPUs. As a result, our framework delivers significantly improved performance compared to prior state-of-the-art. On 10 real-world sparse tensors, our framework achieves geometric mean speedup of 5.1 × (max 41.59 ×) and 7.01 × (max 58.05 ×) on the NIVIDA A100 and H100 GPUs, respectively, over the state-of-the-art SPLATT library running on a 26-core Intel Ice Lake Xeon CPU.

Soh, Yongseok↗

General-Purpose Unsupervised Cyber Anomaly Detection via Non-Negative Tensor Factorization

Distinguishing malicious anomalous activities from unusual but benign activities is a fundamental challenge for cyber defenders. Prior studies have shown that statistical user behavior analysis yields accurate detections by learning behavior profiles from observed user activity. These unsupervised models are able to generalize to unseen types of attacks by detecting deviations from normal behavior, without knowledge of specific attack signatures. However, approaches proposed to date based on probabilistic matrix factorization are limited by the information conveyed in a two-dimensional space. Non-negative tensor factorization, on the other hand, is a powerful unsupervised machine learning method that naturally models multi-dimensional data, capturing complex and multi-faceted details of behavior profiles. Herein, our new unsupervised statistical anomaly detection methodology matches or surpasses state-of-the-art supervised learning baselines across several challenging and diverse cyber application areas, including detection of compromised user credentials, botnets, spam e-mails, and fraudulent credit card transactions.

97 MATHEMATICS AND COMPUTING↗

Positive semidefinite tensor factorizations of the two-electron integral matrix for low-scaling ab initio electronic structure

Tensor factorization of the 2-electron integral matrix is a well-known technique for reducing the computational scaling of ab initio electronic structure methods toward that of Hartree-Fock and density functional theories. The simplest factorization that maintains the positive semidefinite character of the 2-electron integral matrix is the Cholesky factorization. In this paper, we introduce a family of positive semidefinite factorizations that generalize the Cholesky factorization. Using an implementation of the factorization within the parametric 2-RDM method [D. A. Mazziotti, Phys. Rev. Lett. 101, 253002 (2008)], we study several inorganic molecules, alkane chains, and potential energy curves and find that this generalized factorization retains the accuracy and size extensivity of the Cholesky factorization, even in the presence of multi-reference correlation. The generalized family of positive semidefinite factorizations has potential applications to low-scaling ab initio electronic structure methods that treat electron correlation with a computational cost approaching that of the Hartree-Fock method or density functional theory.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Nonnegative tensor factorization for contaminant source identification

Unsupervised Machine Learning (ML) is becoming increasingly popular for solving various types of data analytics problems including feature extraction, blind source separation, exploratory analyses, model diagnostics, etc. In this work, we have developed a new unsupervised ML method based on Nonnegative Tensor Factorization (NTF) for identification of the original groundwater types (including contaminant sources) present in geochemical mixtures observed in an aquifer. Frequently, groundwater types with different geochemical signatures are related to different background and/or contamination sources. The characterization of groundwater mixing processes is a challenging but very important task critical for any environmental management project aiming to characterize the fate and transport of contaminants in the subsurface and perform contaminant remediation. This task typically requires solving complex inverse models representing groundwater flow and geochemical transport in the aquifer, where the inverse analysis accounts for available site data. Usually, the model is calibrated against the available data characterizing the spatial and temporal distribution of the observed geochemical types. Numerous different geochemical constituents and processes may need to be simulated in these models which further complicates the analyses. Additionally, the application of inverse methods may introduce biases in the analyses through the assumptions made in the model development process. Here, we substitute the model inversion with unsupervised ML analysis. The ML analysis does not make any assumptions about underlying physical and geochemical processes occurring in the aquifer. Our ML methodology, called NTFk, is capable of identifying (1) the unknown number of groundwater types (contaminant sources) present in the aquifer, (2) the original geochemical concentrations (signatures) of these groundwater types and (3) spatial and temporal dynamics in the mixing of these groundwater types. These results are obtained only from the measured geochemical data without any additional site information. In general, the NTFk methodology allows for interpretation of large high-dimensional datasets representing diverse spatial and temporal components such as state variables and velocities. NTFk has been tested on synthetic and real-world site three-dimensional datasets. Finally, the NTFk algorithm is designed to work with geochemical data represented in the form of concentrations, ratios (of two constituents; for example, isotope ratios), and delta notations (standard normalized stable isotope ratios).

58 GEOSCIENCES↗

Unsupervised machine learning based on non-negative tensor factorization for analyzing reactive-mixing

Analysis of reactive-diffusion simulations representing complex mixing processes requires a large number of independent model runs. For each high-fidelity model simulation, the model inputs are varied and the predicted mixing behavior is represented by temporal and spatial changes in species concentration. It is then required to discern how the model inputs (such as diffusivity, dispersion, anisotropy, and velocity field properties) impact the mixing process. This task is challenging and typically involves interpretation of large model outputs representing temporal and spatial changes of species concentration within the model domain. Yet, the task can be automated and substantially simplified by applying Machine Learning (ML) methods. Here, we present an application of an unsupervised ML method (called NTF k ) using Non-negative Tensor Factorization (NTF) coupled with a custom clustering procedure based on k-means to reveal the temporal and spatial features in product concentrations. An attractive and unique aspect of the proposed ML method is that it ensures the extracted features are non-negative, which is important to obtain a meaningful deconstruction of the mixing processes. The ML methodology is applied to a large set of high-resolution finite-element model simulations representing anisotropic reaction-diffusion processes in perturbed vortex-based velocity fields. The applied finite-element method ensures that spatial and temporal species concentration are always non-negative, even in the case of high anisotropic contrasts. The simulated reaction is a fast irreversible bimolecular reaction A+B→C , where species A and B react to form species C. The reactive-diffusion model input parameters that control mixing include properties of the velocity field (such as vortex structures), anisotropic dispersion, and molecular diffusion. We demonstrate the applicability of the ML feature extraction method to produce a meaningful deconstruction of model outputs to discriminate between different physical processes impacting the reactants, their mixing, and the spatial distribution of the product C. The introduced ML analysis allowed us to identify additive temporal and spatial features that characterize mixing behavior. The application of the proposed NTF k approach is not limited to reactive-mixing. NTFk can be readily applied to any observed or simulated datasets that can be represented as tensors (multi-dimensional arrays) and have separable latent signatures or features.

97 MATHEMATICS AND COMPUTING↗

Tensor factorization for elucidating mechanisms of piezoresponse relaxation via dynamic Piezoresponse Force Spectroscopy

Spatially resolved time and voltage-dependent polarization dynamics in PbTiO 3 thin films is explored using dynamic piezoresponse force microscopy (D-PFM) in conjunction with interferometric displacement sensing. This approach gives rise to 4D data sets containing information on bias-dependent relaxation dynamics at each spatial location without long-range electrostatic artifacts. To interpret these data sets in the absence of defined physical models, we employ a non-negative tensor factorization method which clearly presents the data as a product of simple behaviors allowing for direct physics interpretation. Correspondingly, we perform phase-field modeling finding the existence of ‘hard’ and ‘soft’ domain wall edges. This approach can be extended to other multidimensional spectroscopies for which even exploratory data analysis leads to unsatisfactory results due to many components in the decomposition.

36 MATERIALS SCIENCE↗

Non-negative Tensor Factorization for Robust Exploratory Big-Data Analytics

Currently, large multidimensional datasets are being accumulated in almost every field. Data are: (1) collected by distributed sensor networks in real-time all over the globe, (2) produced by large-scale experimental measurements or engineering activities, (3) generated by high-performance simulations, and (4) gathered by electronic communications and socialnetwork activities, etc. Simultaneous analysis of these ultra-large heterogeneous multidimensional datasets is often critical for scientific discoveries, decision-making, emergency response, and national and global security. The importance of such analyses mandates the development of the next-generation of robust machine learning (ML) methods and tools for bigdata exploratory analysis.

96 KNOWLEDGE MANAGEMENT AND PRESERVATION↗