Departmental Colloquia: Eric F. Lock



Division of Biostatistics
University of Minnesota School of Public Health


Tensor-on-Tensor Regression



We propose a framework for the linear prediction of a multi-way array (i.e., a tensor) from another multi-way array of arbitrary dimension, using the contracted tensor product. This framework generalizes several existing approaches, including methods to predict a scalar outcome from a tensor, a matrix from a matrix, or a tensor from a scalar. We describe an approach that exploits the multiway structure of both the predictors and the outcomes by restricting the coefficients to have reduced CP-rank. We propose a general and efficient algorithm for penalized least-squares estimation, which allows for a ridge (L2) penalty on the coefficients. The objective is shown to give the mode of a Bayesian posterior, which motivates a Gibbs sampling algorithm for inference. We illustrate the approach with an application to facial image data.



Friday, 3/9/2018, 11:30 AM, BLOC 113