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stat.ML updates on arXiv.org

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Noise-Augmented $\ell_0$ Regularization of Tensor Regress...
Tian Yan, Yinan Li, Fang Liu · 2023-02-19 · via stat.ML updates on arXiv.org

Tensor data are multi-dimension arrays. Low-rank decomposition-based regression methods with tensor predictors exploit the structural information in tensor predictors while significantly reducing the number of parameters in tensor regression. We propose a method named NA$_0$CT$^2$ (Noise Augmentation for $\ell_0$ regularization on Core Tensor in Tucker decomposition) to regularize the parameters in tensor regression (TR), coupled with Tucker decomposition. We establish theoretically that NA$_0$CT$^2$ achieves exact $\ell_0$ regularization on the core tensor from the Tucker decomposition in linear TR and generalized linear TR. To our knowledge, NA$_0$CT$^2$ is the first Tucker decomposition-based regularization method in TR to achieve $\ell_0$ in core tensors. NA$_0$CT$^2$ is implemented through an iterative procedure and involves two straightforward steps in each iteration -- generating noisy data based on the core tensor from the Tucker decomposition of the updated parameter estimate and running a regular GLM on noise-augmented data on vectorized predictors. We demonstrate the implementation of NA$_0$CT$^2$ and its $\ell_0$ regularization effect in both simulation studies and real data applications. The results suggest that NA$_0$CT$^2$ can improve predictions compared to other decomposition-based TR approaches, with or without regularization and it identifies important predictors though not designed for that purpose.