Course Overview
This advanced PhD level course covers fundamental matrix decompositions, spectral decomposition, tensors and their mathematical properties, tensor folding, matricization, vectorization, tensor products, Kruskal rank, tensor decompositions, Tucker/CP/HOSVD decompositions, Tensor Train decomposition, Tensor Ring decomposition, High Dimensional Model Representation (HDMR), Enhanced Multivariance Products Representation (EMPR), Holistic Multivariance Decomposition (HMD) and applications of tensor decompositions to complex multidimensional problems.
Syllabus & Lecture Topics
| Week | Topic & Detailed Content |
|---|---|
| Week 1 | Linearity, Linear Independence, Linear Vector Spaces, Span, and Basis |
| Week 2 | Four Fundamental Subspaces of Matrices, Eigenvalues, and Eigenvectors |
| Week 3 | Spectral Decomposition and Singular Value Decomposition (SVD) |
| Week 4 | Rank-1 Decomposition and Low-Rank Approximation |
| Week 5 | Non-Negative Matrix Factorization (NMF) and Its Variants |
| Week 6 | Basic Tensor Operations: Folding, Unfolding (Matricization), and Vectorization |
| Week 7 | Tensor Products and Their Relationships, Kruskal Rank |
| Week 8 | Least Squares, Alternating Least Squares (ALS), and the ADMM Method |
| Week 9 | Tucker Decomposition, CP Decomposition, and Higher-Order SVD (HOSVD) |
| Week 10 | Tensor Train (TT) and Tensor Ring (TR) Decompositions |
| Week 11 | High Dimensional Model Representation (HDMR) |
| Week 12 | Enhanced Multivariance Products Representation (EMPR) |
| Week 13 | Holistic Multivariance Decomposition (HMD) |
| Week 14 | Applications of Tensor Decomposition in Science and Engineering |
Primary Textbooks & References
Tensor Decompositions for Data Science
Tensor Decompositions and Applications
Tensor Decomposition for Signal Processing and Machine Learning
A New Feature Extraction Scheme Based on Support Optimization in Enhanced Multivariance Products Representation for Hyperspectral Imagery
Low Rank Approximation: Algorithms, Implementation, Applications
Matrix and Tensor Decompositions in Signal Processing