A comparison of algorithms for fitting the PARAFAC model

作者: Giorgio Tomasi , Rasmus Bro

DOI: 10.1016/J.CSDA.2004.11.013

关键词: Convergence (routing)Compression (functional analysis)Data setMathematicsNoise (video)Rank (computer programming)CollinearityLine searchAlgorithmSensitivity (control systems)

摘要: A multitude of algorithms have been developed to fit a trilinear PARAFAC model three-way array. Limits and advantages some the available methods (i.e. GRAM-DTLD, PARAFAC-ALS, ASD, SWATLD, PMF3 dGN) are compared. The explained in general terms together with two approaches accelerate them: line search compression. In order compare different methods, 720 sets artificial data were generated varying level type noise, collinearity factors rank. Two models fitted on each set: first having correct number F second F+1 components (the objective being assess sensitivity over-factoring problem, i.e. when extracted exceeds rank array). also tested real fluorescence measurements, again by extracting both right an exceeding factors. evaluations based on: iterations necessary reach convergence, time consumption, quality solution amount resources required for calculations (primarily memory).

参考文章(44)
M. E. Lundy, J. B. Kruskal, R. A. Harshman, How 3-MFA data can cause degenerate parafac solutions, among other relationships Multiway data analysis. pp. 115- 122 ,(1989)
Rasmus Bro, Claus A. Andersson, Improving the speed of multiway algorithms: Part II: Compression Chemometrics and Intelligent Laboratory Systems. ,vol. 42, pp. 105- 113 ,(1998) , 10.1016/S0169-7439(98)00011-2
Ole Tingleff, Hans Bruun Nielsen, Kaj Madsen, Methods for Non-Linear Least Squares Problems ,(1999)
C. N. Ho, G. D. Christian, E. R. Davidson, Application of the method of rank annihilation to fluorescent multicomponent mixtures of polynuclear aromatic hydrocarbons Analytical Chemistry. ,vol. 52, pp. 1071- 1079 ,(1980) , 10.1021/AC50057A018
Jian-hui Jiang, Hai-long Wu, Yang Li, Ru-qin Yu, Three-way data resolution by alternating slice-wise diagonalization (ASD) method Journal of Chemometrics. ,vol. 14, pp. 15- 36 ,(2000) , 10.1002/(SICI)1099-128X(200001/02)14:1<15::AID-CEM571>3.0.CO;2-Z
Rasmus Bro, Henk A. L. Kiers, A new efficient method for determining the number of components in PARAFAC models Journal of Chemometrics. ,vol. 17, pp. 274- 286 ,(2003) , 10.1002/CEM.801
Nicolaas (Klaas) M. Faber, Rasmus Bro, Philip K. Hopke, Recent developments in CANDECOMP/PARAFAC algorithms: a critical review Chemometrics and Intelligent Laboratory Systems. ,vol. 65, pp. 119- 137 ,(2003) , 10.1016/S0169-7439(02)00089-8