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Saturday, June 1
Machine Learning
Recent Advances in Statistical Machine Learning and Reinforcement Learning
Sat, Jun 1, 1:00 PM - 2:35 PM
Regency Ballroom AB

CORALS: Co-Clustering Analysis via Regularized Alternating Least Squares (305005)

*Gen Li, Columbia University 

Keywords: Tensor, coclustering, alternating least squares, generalized linear model

Multi-way tensor array data are frequently encountered in real applications. Oftentimes, it is of interest to find coherent coclusters consisting of subsets of features in each mode within a tensor. Coclusters identify feature groups in different modes simultaneously and carry important interpretation. In this talk, we will introduce a new method for identifying coclusters based on a regularized alternating least squares approach. We further generalize the method to deal with multi-way tensors with non-Gaussian entries. We will demonstrate the superior performance of the method using simulations and a range of real applications.