SupCP
swMATH ID:  24588 
Software Authors:  Lock, Eric F.; Li, Gen 
Description:  Supervised multiway factorization. We describe a probabilistic PARAFAC/CANDECOMP (CP) factorization for multiway (i.e., tensor) data that incorporates auxiliary covariates, {it SupCP}. SupCP generalizes the supervised singular value decomposition (SupSVD) for vectorvalued observations, to allow for observations that have the form of a matrix or higherorder array. Such data are increasingly encountered in biomedical research and other fields. We use a novel likelihoodbased latent variable representation of the CP factorization, in which the latent variables are informed by additional covariates. We give conditions for identifiability, and develop an EM algorithm for simultaneous estimation of all model parameters. SupCP can be used for dimension reduction, capturing latent structures that are more accurate and interpretable due to covariate supervision. Moreover, SupCP specifies a full probability distribution for a multiway data observation with given covariate values, which can be used for predictive modeling. We conduct comprehensive simulations to evaluate the SupCP algorithm. We apply it to a facial image database with facial descriptors (e.g., smiling / not smiling) as covariates, and to a study of amino acid fluorescence. Software is available at url{https://github.com/lockEF/SupCP}. 
Homepage:  https://github.com/lockEF/SupCP 
Source Code:  https://github.com/lockEF/SupCP 
Dependencies:  Matlab 
Keywords:  faces in the wild; dimension reduction; latent variables; parafac/candecomp; singular value decomposition; tensors 
Related Software:  MultiwayRegression; PubFig; LFW; ROPTLIB; CORALS; JIVE; tensorregress; MultiCluster; Algorithm 862; GitHub; Attribute2Image 
Cited in:  4 Documents 
Standard Articles
1 Publication describing the Software, including 1 Publication in zbMATH  Year 

Supervised multiway factorization. Zbl 1388.62176 Lock, Eric F.; Li, Gen 
2018

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top 5
Cited by 8 Authors
2  Lock, Eric F. 
1  Hu, Jiaxin 
1  Lee, Chanwoo 
1  Li, Bing 
1  Li, Gen 
1  Wang, Miaoyan 
1  Wang, Ning 
1  Zhang, Xin 
Cited in 3 Serials
2  Journal of Computational and Graphical Statistics 
1  Statistica Sinica 
1  Electronic Journal of Statistics 
Cited in 3 Fields
4  Statistics (62XX) 
1  Linear and multilinear algebra; matrix theory (15XX) 
1  Numerical analysis (65XX) 