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Exact CP-ALS block updates do not increase the objective
Statement
During budgeted CP-ALS, each successful exact block update does not increase the squared Frobenius residual. A rank-deficient-design halt leaves the factor matrices unchanged, so it leaves the objective unchanged. Consequently, the objective is nonincreasing over every sequence of completed exact block updates.
Facts & Assumptions
Given: The tensor, initial factor matrices, finite budget, and exact-arithmetic procedure of budgeted CP-ALS.
Budgeted CP alternating least squares: each successful block replaces one factor by the exact least-squares minimizer with other factors fixed; a rank-deficient design halts without changing the current factor.
Full-column-rank matrix least squares has a unique minimizer: a full-column-rank design has a unique Frobenius least-squares minimizer, and its residual is no larger than that of any other candidate factor.
Proof
Fix a successful mode- update and keep all other factor matrices fixed. The residual objective as a function of the replaced factor is . Taking adjoints preserves the Frobenius norm and rewrites it as . Since has full column rank, so does ; [F2] therefore makes the algorithm's update the unique minimizer of this block objective. The old factor is an admissible candidate, so the updated objective is at most the old one.
A rank-deficient-design branch stops before changing a factor, so the objective is identical before and after that branch. Every other executed update satisfies step 1.1; chaining these finitely many inequalities across any completed part of a sweep proves the objective is nonincreasing through all successful exact block updates. This asserts no convergence or global optimality.
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Sources
- ACM 270-1, Complete Lecture Notes, Caltech, Spring 2019, Lecture 13, §4.3 (standard reference, not scraped)
- Tamara G. Kolda and Brett W. Bader, Tensor Decompositions and Applications, SIAM Review 51(3) (2009), §3.4 (standard reference, not scraped)