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Multiresolution Tensor Learning for Efficient and Interpretable Spatial Analysis

2020-02-13ICML 2020Code Available1· sign in to hype

Jung Yeon Park, Kenneth Theo Carr, Stephan Zheng, Yisong Yue, Rose Yu

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Abstract

Efficient and interpretable spatial analysis is crucial in many fields such as geology, sports, and climate science. Tensor latent factor models can describe higher-order correlations for spatial data. However, they are computationally expensive to train and are sensitive to initialization, leading to spatially incoherent, uninterpretable results. We develop a novel Multiresolution Tensor Learning (MRTL) algorithm for efficiently learning interpretable spatial patterns. MRTL initializes the latent factors from an approximate full-rank tensor model for improved interpretability and progressively learns from a coarse resolution to the fine resolution to reduce computation. We also prove the theoretical convergence and computational complexity of MRTL. When applied to two real-world datasets, MRTL demonstrates 4~5x speedup compared to a fixed resolution approach while yielding accurate and interpretable latent factors.

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