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 vector-valued observations, to allow for observations that have the form of a matrix or higher-order array. Such data are increasingly encountered in biomedical research and other fields. We use a novel likelihood-based 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 1388.62176Lock, Eric F.; Li, Gen 2018 all 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 (62-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Numerical analysis (65-XX) Citations by Year