Nonnegative CANDECOMP/PARAFAC decomposition from partial observationsGiven partial observations of a nonnegative tensor (let index the observed entries), the problem seeks nonnegative matrices such that or , where “” denotes outer product and denotes a sampling operator. Specifically, given , we have The decomposition is modeled as the optimization problem where the Frobenius norm of a tensor is defined as More information about tensor and its decomposition can be found in this review paper.
Matlab code of BCU with proxlinear update and extrapolation
