CP Decomposition via Direct Optimization — cp_opt • tensory

Fits a CP model by minimizing ||X - K||^2 over all factor matrices simultaneously with L-BFGS-B, mirroring the MATLAB Tensor Toolbox cp_opt.

Usage

cp_opt(
  X,
  R,
  init = "random",
  lower = -Inf,
  maxiters = 500L,
  factr = 1e+07,
  printitn = 0L
)

Arguments

X: A Tensor or array-like object.
R: Target CP rank.
init: "random" (scaled normal) or a list of initial factor matrices.
lower: Optional lower bound for all factor entries (e.g. 0 for a nonnegative model); default unbounded.
maxiters: Maximum optimizer iterations (default 500).
factr: optim L-BFGS-B factr convergence parameter.
printitn: If positive, print the optimizer trace.

Value

A KTensor.

Examples

set.seed(1)
X <- tensor(array(rnorm(24), dim = c(2, 3, 4)))
K <- cp_opt(X, R = 2)