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Nonlinearly preconditioned L‐BFGS as an acceleration mechanism for alternating least squares with application to tensor decomposition

Nonlinearly preconditioned L‐BFGS as an acceleration mechanism for alternating least squares with application to tensor decomposition

Summary We derive nonlinear acceleration methods based on the limited‐memory Broyden–Fletcher–Goldfarb–Shanno (L‐BFGS) update formula for accelerating iterative optimization methods of alternating least squares (ALS) type applied to canonical polyadic and Tucker tensor decompositions. Our approach starts from linear preconditioning ideas that use linear transformations encoded by matrix multiplications and extends …