arXiv (Cornell University) · 2014 · 57 citations · 8 references
Open access
ComputingComputer ScienceHigh-performance ComputingAlgorithmsParallel AlgorithmsParallel ComputingData ParallelismDimensionality ReductionDistributed ComputingDistributed Data ProcessingMatrix ComputationMatrix FactorizationAlternating Least SquaresDistributed Matrix FactorizationGradient DescentLeast Squares ProblemsNon-negative Matrix FactorizationParallel Sparse Linear AlgebraSparse Matrix ComputationTensor Factorization
We present a technique for significantly speeding up Alternating Least Squares (ALS) and Gradient Descent (GD), two widely used algorithms for tensor fac-torization. By exploiting properties of the Khatri-Rao product, we show how to efficiently address a computationally challenging sub-step of both algorithms. Our algorithm, DFacTo, only requires two sparse matrix-vector products and is easy to parallelize. DFacTo is not only scalable but also on average 4 to 10 times faster than competing algorithms on a variety of datasets. For instance, DFacTo only takes 480 seconds on 4 machines to perform one iteration of the ALS algorithm and 1,143 seconds to perform one iteration of the GD algorithm on a 6.5 million × 2.5 million × 1.5 million dimensional tensor with 1.2 billion non-zero entries. 1
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