Convergence conjecture for the coordinate-descent PARAFAC algorithm
Convergence conjecture for the coordinate-descent PARAFAC algorithm
Let be the sequence generated by Algorithm, where is the solution in the -th iteration of the repeat loop. Assume that is bounded. Convergence conjecture. The sequence converges to a critical point . The convergence theorem for this multiconvex stochastic scheme is not clear; the conjecture asserts convergence under boundedness, while no proof or resolution is supplied here.
Sources & referencesView supporting material
Primary source
Songting Shi, Xiang Li, Arkadiusz Sitek and Quanzheng Li, “Learning the Sparse and Low Rank PARAFAC Decomposition via the Elastic Net”, arXiv:1705.10015 (2017).
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