Treffer: Algorithms for the randomized coupled decompositions

Coupled decompositions are a widely used tool for data fusion. In this talk we are going to present the results for the coupled matrix factorization (CMF) where two matrices X and Y are represented in a low-rank format sharing one common factor, as well as the coupled matrix and tensor factorization (CMTF) where a matrix Y and a tensor X are represented in a low-rank format sharing a factor matrix. In order to speed up computation process, we adapt several randomization techniques, namely, randomized SVD, randomized subspace iteration, and randomized block Krylov iteration. We apply our randomized algorithms to the face recognition problem.