Streaming probabilistic tensor train decomposition

The Bayesian streaming tensor decomposition method is a novel method to discover the low-rank approximation of streaming data. However, when the streaming data comes from a high-order tensor, tensor structures of existing Bayesian streaming tensor decomposition algorithms may not be suitable in terms of representation and computation power. In this paper, we present a new Bayesian streaming tensor decomposition method based on tensor train (TT) decomposition. Especially, TT decomposition renders an efficient approach to represent high-order tensors. By exploiting the streaming variational inference (SVI) framework and TT decomposition, we can estimate the latent structure of high-order incomplete noisy streaming tensors. The experiments in synthetic and real-world data show the accuracy of our algorithm compared to the state-of-the-art Bayesian streaming tensor decomposition approaches.