Fast and unique Tucker decompositions via multiway blind source separation

Abstract

A multiway blind source separation (MBSS) method is developed to decompose large-scale tensor (multiway array) data. Benefitting from all kinds of well-established constrained low-rank matrix factorization methods, MBSS is quite flexible and able to extract unique and interpretable components with physical meaning. The multilinear structure of Tucker and the essential uniqueness of BSS methods allow MBSS to estimate each component matrix separately from an unfolding matrix in each mode. Consequently, alternating least squares (ALS) iterations, which are considered as the workhorse for tensor decompositions, can be avoided and various robust and efficient dimensionality reduction methods can be easily incorporated to pre-process the data, which makes MBSS extremely fast, especially for large-scale problems. Identification and uniqueness conditions are also discussed. Two practical issues dimensionality reduction and estimation of number of components are also addressed based on sparse and random fibers sampling. Extensive simulations confirmed the validity, flexibility, and high efficiency of the proposed method. We also demonstrated by simulations that the MBSS approach can successfully extract desired components while most existing algorithms may fail for ill-conditioned and large-scale problems.