Embedding learning, a.k.a. representation learning, has been shown to be able to model large-scale semantic knowledge graphs. A key concept is a mapping of the knowledge graph to a tensor representation whose entries are predicted by models using latent representations of generalized entities. Knowledge graphs are typically treated as static: A knowledge graph grows more links when more facts become available but the ground truth values associated with links is considered time invariant. In this paper we address the issue of knowledge graphs where triple states depend on time. We assume that changes in the knowledge graph always arrive in form of events, in the sense that the events are the gateway to the knowledge graph. We train an event prediction model which uses both knowledge graph background information and information on recent events. By predicting future events, we also predict likely changes in the knowledge graph and thus obtain a model for the evolution of the knowledge graph as well. Our experiments demonstrate that our approach performs well in a clinical application, a recommendation engine and a sensor network application.
There is considerable prior work on the application of tensor models to temporal data, e.g., EEG data, and overviews can be found in @cite_13 and @cite_15 . In that work, prediction is typically not in focus, but instead one attempts to understand essential underlying temporal processes by analysing the derived latent representations.
@cite_15 @cite_13
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In recent years, the rapid growth in technology has increased the opportunity for longitudinal human behavioral studies. Rich multimodal data, from wearables like Fitbit, online social networks, mobile phones etc. can be collected in natural environments. Uncovering the underlying low-dimensional structure of noisy multi-way data in an unsupervised setting is a challenging problem. Tensor factorization has been successful in extracting the interconnected low-dimensional descriptions of multi-way data. In this paper, we apply non-negative tensor factorization on a real-word wearable sensor data, StudentLife, to find latent temporal factors and group of similar individuals. Meta data is available for the semester schedule, as well as the individuals' performance and personality. We demonstrate that non-negative tensor factorization can successfully discover clusters of individuals who exhibit higher academic performance, as well as those who frequently engage in leisure activities. The recovered latent temporal patterns associated with these groups are validated against ground truth data to demonstrate the accuracy of our framework. The increasing availability of temporal network data is calling for more research on extracting and characterizing mesoscopic structures in temporal networks and on relating such structure to specific functions or properties of the system. An outstanding challenge is the extension of the results achieved for static networks to time-varying networks, where the topological structure of the system and the temporal activity patterns of its components are intertwined. Here we investigate the use of a latent factor decomposition technique, non-negative tensor factorization, to extract the community-activity structure of temporal networks. The method is intrinsically temporal and allows to simultaneously identify communities and to track their activity over time. We represent the time-varying adjacency matrix of a temporal network as a three-way tensor and approximate this tensor as a sum of terms that can be interpreted as communities of nodes with an associated activity time series. We summarize known computational techniques for tensor decomposition and discuss some quality metrics that can be used to tune the complexity of the factorized representation. We subsequently apply tensor factorization to a temporal network for which a ground truth is available for both the community structure and the temporal activity patterns. The data we use describe the social interactions of students in a school, the associations between students and school classes, and the spatio-temporal trajectories of students over time. We show that non-negative tensor factorization is capable of recovering the class structure with high accuracy. In particular, the extracted tensor components can be validated either as known school classes, or in terms of correlated activity patterns, i.e., of spatial and temporal coincidences that are determined by the known school activity schedule. Many problems in computational neuroscience, neuroinformatics, pattern image recognition, signal processing and machine learning generate massive amounts of multidimensional data with multiple aspects and high dimensionality. Tensors (i.e., multi-way arrays) provide often a natural and compact representation for such massive multidimensional data via suitable low-rank approximations. Big data analytics require novel technologies to efficiently process huge datasets within tolerable elapsed times. Such a new emerging technology for multidimensional big data is a multiway analysis via tensor networks (TNs) and tensor decompositions (TDs) which represent tensors by sets of factor (component) matrices and lower-order (core) tensors. Dynamic tensor analysis allows us to discover meaningful hidden structures of complex data and to perform generalizations by capturing multi-linear and multi-aspect relationships. We will discuss some fundamental TN models, their mathematical and graphical descriptions and associated learning algorithms for large-scale TDs and TNs, with many potential applications including: Anomaly detection, feature extraction, classification, cluster analysis, data fusion and integration, pattern recognition, predictive modeling, regression, time series analysis and multiway component analysis. Keywords: Large-scale HOSVD, Tensor decompositions, CPD, Tucker models, Hierarchical Tucker (HT) decomposition, low-rank tensor approximations (LRA), Tensorization Quantization, tensor train (TT QTT) - Matrix Product States (MPS), Matrix Product Operator (MPO), DMRG, Strong Kronecker Product (SKP). We introduce a dynamical spatio-temporal model formalized as a recurrent neural network for forecasting time series of spatial processes, i.e. series of observations sharing temporal and spatial dependencies. The model learns these dependencies through a structured latent dynamical component, while a decoder predicts the observations from the latent representations. We consider several variants of this model, corresponding to different prior hypothesis about the spatial relations between the series. The model is evaluated and compared to state-of-the-art baselines, on a variety of forecasting problems representative of different application areas: epidemiology, geo-spatial statistics and car-traffic prediction. Besides these evaluations, we also describe experiments showing the ability of this approach to extract relevant spatial relations. We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse modeling of covariance structures, and may highlight potential causal relationships between observed variables. We describe the utility in 3 kinds of psychological datasets: datasets in which consecutive cases are assumed independent (e.g., cross-sectional data), temporally ordered datasets (e.g., n = 1 time series), and a mixture of the 2 (e.g., n > 1 time series). In time-series analysis, the GGM can be used to model the residual structure of a vector-autoregression analysis (VAR), also termed graphical VAR. Two network models can then be obtained: a temporal network and a contemporaneous network. When analyzing data from multiple subjects, a GGM can also be formed on the covariance structure of stationary means---the between-subjects network. We discuss the interpretation of these models and propose estimation methods to obtain these networks, which we implement in the R packages graphicalVAR and mlVAR. The methods are showcased in two empirical examples, and simulation studies on these methods are included in the supplementary materials. A traffic tensor or simply origin ? destination ? time is a new data model for conventional origin destination (O D) matrices. Tensor models are traffic data analysis techniques which use this new data model to improve performance. Tensors outperform other models because both temporal and spatial fluctuations of traffic patterns are simultaneously taken into account, obtaining results that follow a more natural pattern. Three major types of fluctuations can occur in traffic tensors: mutations to the overall traffic flows, alterations to the network topology and chaotic behaviors. How can we detect events in a system that is faced with all types of fluctuations during its life cycle? Our initial studies reveal that the current design of tensor models face some difficulties in dealing with such a realistic scenario. We propose a new hybrid tensor model called HTM that enhances the detection ability of tensor models by using a parallel tracking technique on the traffic's topology. However, tensor decomposition techniques such as Tucker, a key step for tensor models, require a complicated parameter that not only is difficult to choose but also affects the model's quality. We address this problem examining a recent technique called adjustable core size Tucker decomposition (ACS-Tucker). Experiments on simulated and real-world data sets from different domains versus several techniques indicate that the proposed model is effective and robust, therefore it constitutes a viable alternative for analysis of the traffic tensors. HighlightsA new problem in tensor-based traffic models is introduced and formulated.Separation of topology makes tensor models more sensitive to topological changes.Our hybrid tensor model has 10 better detection power than naive tensor models.Tensor-based models are more robust than matrix residual methods such as DTA.Adjustable core size Tucker decomposition is a potential method for tensor models. One of the challenges in modeling cognitive events from electroencephalogram (EEG) data is finding representations that are invariant to inter- and intra-subject differences, as well as to inherent noise associated with such data. Herein, we propose a novel approach for learning such representations from multi-channel EEG time-series, and demonstrate its advantages in the context of mental load classification task. First, we transform EEG activities into a sequence of topology-preserving multi-spectral images, as opposed to standard EEG analysis techniques that ignore such spatial information. Next, we train a deep recurrent-convolutional network inspired by state-of-the-art video classification to learn robust representations from the sequence of images. The proposed approach is designed to preserve the spatial, spectral, and temporal structure of EEG which leads to finding features that are less sensitive to variations and distortions within each dimension. Empirical evaluation on the cognitive load classification task demonstrated significant improvements in classification accuracy over current state-of-the-art approaches in this field. Spatial and temporal contextual information plays a key role for analyzing user behaviors, and is helpful for predicting where he or she will go next. With the growing ability of collecting information, more and more temporal and spatial contextual information is collected in systems, and the location prediction problem becomes crucial and feasible. Some works have been proposed to address this problem, but they all have their limitations. Factorizing Personalized Markov Chain (FPMC) is constructed based on a strong independence assumption among different factors, which limits its performance. Tensor Factorization (TF) faces the cold start problem in predicting future actions. Recurrent Neural Networks (RNN) model shows promising performance comparing with PFMC and TF, but all these methods have problem in modeling continuous time interval and geographical distance. In this paper, we extend RNN and propose a novel method called Spatial Temporal Recurrent Neural Networks (ST-RNN). ST-RNN can model local temporal and spatial contexts in each layer with time-specific transition matrices for different time intervals and distance-specific transition matrices for different geographical distances. Experimental results show that the proposed ST-RNN model yields significant improvements over the competitive compared methods on two typical datasets, i.e., Global Terrorism Database (GTD) and Gowalla dataset. In this paper we formulate multi-target tracking (MTT) as a rank-1 tensor approximation problem and propose an l1 norm tensor power iteration solution. In particular, a high order tensor is constructed based on trajectories in the time window, with each tensor element as the affinity of the corresponding trajectory candidate. The local assignment variables are the l1 normalized vectors, which are used to approximate the rank-1 tensor. Our approach provides a flexible and effective formulation where both pairwise and high-order association energies can be used expediently. We also show the close relation between our formulation and the multi-dimensional assignment (MDA) model. To solve the optimization in the rank-1 tensor approximation, we propose an algorithm that iteratively powers the intermediate solution followed by an l1 normalization. Aside from effectively capturing high-order motion information, the proposed solver runs efficiently with proved convergence. The experimental validations are conducted on two challenging datasets and our method demonstrates promising performances on both. A novel regularizer of the PARAFAC decomposition factors capturing the tensor's rank is proposed in this paper, as the key enabler for completion of three-way data arrays with missing entries. Set in a Bayesian framework, the tensor completion method incorporates prior information to enhance its smoothing and prediction capabilities. This probabilistic approach can naturally accommodate general models for the data distribution, lending itself to various fitting criteria that yield optimum estimates in the maximum-a-posteriori sense. In particular, two algorithms are devised for Gaussian- and Poisson-distributed data, that minimize the rank-regularized least-squares error and Kullback-Leibler divergence, respectively. The proposed technique is able to recover the “ground-truth” tensor rank when tested on synthetic data, and to complete brain imaging and yeast gene expression datasets with 50 and 15 of missing entries respectively, resulting in recovery errors at -11 dB and -15 dB. textabstractForecasting financial time series using past observations has been a significant topic of interest. While temporal relationships in the data exist, they are difficult to analyze and predict accurately due to the non-linear trends and noise present in the series. We propose to learn these dependencies by a convolutional neural network. In particular the focus is on multivariate time series forecasting. Effectively, we use multiple financial time series as input in the neural network, thus conditioning the forecast of a time series x(t) on both its own history as well as that of a second (or third) time series y(t). Training a model on multiple stock series allows the network to exploit the correlation structure between these series so that the network can learn the market dynamics in shorter sequences of data. We show that long-term temporal dependencies in and between financial time series can be learned by means of a deep convolutional neural network based on the WaveNet model [2]. The network makes use of dilated convolutions applied to multiple time series so that the receptive field of the network is wide enough to learn both short and long-term dependencies. The architecture includes batch normalization and uses a 1 × k convolution with parametrized skip connections from the input time series as well as the time series we condition on, in this way learning long-term interdependencies in an efficient manner [1]. This improves the forecast, while at the same time limiting the requirement for a long historical price series and reducing the noise. Knowing the strong performance of CNNs on classification problems we show that they can be applied successfully to forecasting financial time series, without the need of large samples of data. We compare the performance of the WaveNet model to a state-of-the-art fully convolutional network (FCN), and an autoregressive model popular in econometrics and show that our model is much better able to learn important dependencies in between financial time series resulting in a more robust and accurate forecast. In this paper, we exploit the advantages of tensorial representations and propose several tensor learning models for regression. The model is based on the canonical parallel-factor decomposition of tensors of multiple modes and allows the simultaneous projections of an input tensor to more than one direction along each mode. Two empirical risk functions are studied, namely, the square loss and e-insensitive loss functions. The former leads to higher rank tensor ridge regression (TRR), and the latter leads to higher rank support tensor regression (STR), both formulated using the Frobenius norm for regularization. We also use the group-sparsity norm for regularization, favoring in that way the low rank decomposition of the tensorial weight. In that way, we achieve the automatic selection of the rank during the learning process and obtain the optimal-rank TRR and STR. Experiments conducted for the problems of head-pose, human-age, and 3-D body-pose estimations using real data from publicly available databases, verified not only the superiority of tensors over their vector counterparts but also the efficiency of the proposed algorithms. Low rank tensor representation underpins much of recent progress in tensor completion. In real applications, however, this approach is confronted with two challenging problems, namely (1) tensor rank determination; (2) handling real tensor data which only approximately fulfils the low-rank requirement. To address these two issues, we develop a data-adaptive tensor completion model which explicitly represents both the low-rank and non-low-rank structures in a latent tensor. Representing the non-low-rank structure separately from the low-rank one allows priors which capture the important distinctions between the two, thus enabling more accurate modelling, and ultimately, completion. Through defining a new tensor rank, we develop a sparsity induced prior for the low-rank structure, with which the tensor rank can be automatically determined. The prior for the non-low-rank structure is established based on a mixture of Gaussians which is shown to be flexible enough, and powerful enough, to inform the completion process for a variety of real tensor data. With these two priors, we develop a Bayesian minimum mean squared error estimate (MMSE) framework for inference which provides the posterior mean of missing entries as well as their uncertainty. Compared with the state-of-the-art methods in various applications, the proposed model produces more accurate completion results. Accurate and efficient analysis of multivariate spatio-temporal data is critical in climatology, geology, and sociology applications. Existing models usually assume simple inter-dependence among variables, space, and time, and are computationally expensive. We propose a unified low rank tensor learning framework for multivariate spatio-temporal analysis, which can conveniently incorporate different properties in spatio-temporal data, such as spatial clustering and shared structure among variables. We demonstrate how the general framework can be applied to cokriging and forecasting tasks, and develop an efficient greedy algorithm to solve the resulting optimization problem with convergence guarantee. We conduct experiments on both synthetic datasets and real application datasets to demonstrate that our method is not only significantly faster than existing methods but also achieves lower estimation error. In this paper, we propose a Gaussian process (GP) model for analysis of nonlinear time series. Formulation of our model is based on the consideration that the observed data are functions of latent variables, with the associated mapping between observations and latent representations modeled through GP priors. In addition, to capture the temporal dynamics in the modeled data, we assume that subsequent latent representations depend on each other on the basis of a hidden Markov prior imposed over them. Derivation of our model is performed by marginalizing out the model parameters in closed form using GP priors for observation mappings, and appropriate stick-breaking priors for the latent variable (Markovian) dynamics. This way, we eventually obtain a nonparametric Bayesian model for dynamical systems that accounts for uncertainty in the modeled data. We provide efficient inference algorithms for our model on the basis of a truncated variational Bayesian approximation. We demonstrate the efficacy of our approach considering a number of applications dealing with real-world data, and compare it with the related state-of-the-art approaches. The data in many disciplines such as social networks, Web analysis, etc. is link-based, and the link structure can be exploited for many different data mining tasks. In this article, we consider the problem of temporal link prediction: Given link data for times 1 through T, can we predict the links at time T + 1? If our data has underlying periodic structure, can we predict out even further in time, i.e., links at time T + 2, T + 3, etc.? In this article, we consider bipartite graphs that evolve over time and consider matrix- and tensor-based methods for predicting future links. We present a weight-based method for collapsing multiyear data into a single matrix. We show how the well-known Katz method for link prediction can be extended to bipartite graphs and, moreover, approximated in a scalable way using a truncated singular value decomposition. Using a CANDECOMP PARAFAC tensor decomposition of the data, we illustrate the usefulness of exploiting the natural three-dimensional structure of temporal link data. Through several numerical experiments, we demonstrate that both matrix- and tensor-based techniques are effective for temporal link prediction despite the inherent difficulty of the problem. Additionally, we show that tensor-based techniques are particularly effective for temporal data with varying periodic patterns. Patch-based low-rank models have shown effective in exploiting spatial redundancy of natural images especially for the application of image denoising. However, two-dimensional low-rank model can not fully exploit the spatio-temporal correlation in larger data sets such as multispectral images and 3D MRIs. In this work, we propose a novel low-rank tensor approximation framework with Laplacian Scale Mixture (LSM) modeling for multi-frame image denoising. First, similar 3D patches are grouped to form a tensor of d-order and high-order Singular Value Decomposition (HOSVD) is applied to the grouped tensor. Then the task of multiframe image denoising is formulated as a Maximum A Posterior (MAP) estimation problem with the LSM prior for tensor coefficients. Both unknown sparse coefficients and hidden LSM parameters can be efficiently estimated by the method of alternating optimization. Specifically, we have derived closed-form solutions for both subproblems. Experimental results on spectral and dynamic MRI images show that the proposed algorithm can better preserve the sharpness of important image structures and outperform several existing state-of-the-art multiframe denoising methods (e.g., BM4D and tensor dictionary learning). We pose unseen view synthesis as a probabilistic tensor completion problem. Given images of people organized by their rough viewpoint, we form a 3D appearance tensor indexed by images (pose examples), viewpoints, and image positions. After discovering the low-dimensional latent factors that approximate that tensor, we can impute its missing entries. In this way, we generate novel synthetic views of people -- even when they are observed from just one camera viewpoint. We show that the inferred views are both visually and quantitatively accurate. Furthermore, we demonstrate their value for recognizing actions in unseen views and estimating viewpoint in novel images. While existing methods are often forced to choose between data that is either realistic or multi-view, our virtual views offer both, thereby allowing greater robustness to viewpoint in novel images. Complex activities typically consist of multiple primitive events happening in parallel or sequentially over a period of time. Understanding such activities requires recognizing not only each individual event but, more importantly, capturing their spatiotemporal dependencies over different time intervals. Most of the current graphical model-based approaches have several limitations. First, time--sliced graphical models such as hidden Markov models (HMMs) and dynamic Bayesian networks are typically based on points of time and they hence can only capture three temporal relations: precedes, follows, and equals. Second, HMMs are probabilistic finite-state machines that grow exponentially as the number of parallel events increases. Third, other approaches such as syntactic and description-based methods, while rich in modeling temporal relationships, do not have the expressive power to capture uncertainties. To address these issues, we introduce the interval temporal Bayesian network (ITBN), a novel graphical model that combines the Bayesian Network with the interval algebra to explicitly model the temporal dependencies over time intervals. Advanced machine learning methods are introduced to learn the ITBN model structure and parameters. Experimental results show that by reasoning with spatiotemporal dependencies, the proposed model leads to a significantly improved performance when modeling and recognizing complex activities involving both parallel and sequential events. We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order- @math tensor @math of the form @math , where @math is a signal-to-noise ratio, @math is a unit vector, and @math is a random noise tensor, the goal is to recover the planted vector @math . For the case that @math has iid standard Gaussian entries, we give an efficient algorithm to recover @math whenever @math , and certify that the recovered vector is close to a maximum likelihood estimator, all with high probability over the random choice of @math . The previous best algorithms with provable guarantees required @math . In the regime @math , natural tensor-unfolding-based spectral relaxations for the underlying optimization problem break down (in the sense that their integrality gap is large). To go beyond this barrier, we use convex relaxations based on the sum-of-squares method. Our recovery algorithm proceeds by rounding a degree- @math sum-of-squares relaxations of the maximum-likelihood-estimation problem for the statistical model. To complement our algorithmic results, we show that degree- @math sum-of-squares relaxations break down for @math , which demonstrates that improving our current guarantees (by more than logarithmic factors) would require new techniques or might even be intractable. Finally, we show how to exploit additional problem structure in order to solve our sum-of-squares relaxations, up to some approximation, very efficiently. Our fastest algorithm runs in nearly-linear time using shifted (matrix) power iteration and has similar guarantees as above. The analysis of this algorithm also confirms a variant of a conjecture of Montanari and Richard about singular vectors of tensor unfoldings.