Nonparametric Decomposition of Sparse Tensors

Tensor decomposition is a powerful framework for multiway data analysis. Despite the success of existing approaches, they ignore the sparse nature of the tensor data in many real-world applications, explicitly or implicitly assuming dense tensors. To address this model misspecification and to exploit the sparse tensor structures, we propose Nonparametric dEcomposition of Sparse Tensors (NEST), which can capture both the sparse structure properties and complex relationships between the tensor nodes to enhance the embedding estimation. Specifically, we first use completely random measures to construct tensor-valued random processes. We prove that the entry growth is much slower than that of the corresponding tensor size, which implies sparsity. Given finite observations (i.e., projections), we then propose two nonparametric decomposition models that couple Dirichlet processes and Gaussian processes to jointly sample the sparse entry indices and the entry values (the latter as a nonlinear mapping of the embeddings), so as to encode both the structure properties and nonlinear relationships of the tensor nodes into the embeddings. Finally, we use the stick-breaking construction and random Fourier features to develop a scalable, stochastic variational learning algorithm. We show the advantage of our approach in sparse tensor generation, and entry index and value prediction in several real-world applications.