Guaranteed Simultaneous Asymmetric Tensor Decomposition via Orthogonalized Alternating Least Squares

We consider the asymmetric orthogonal tensor decomposition problem, and present an orthogonalized alternating least square algorithm that converges to rank-$r$ of the true tensor factors simultaneously in $O(\log(\log(\frac{1}{\epsilon})))$ steps under our proposed Trace Based Initialization procedure. Trace Based Initialization requires $O(1/{\log (\frac{\lambda_{r}}{\lambda_{r+1}})})$ number of matrix subspace iterations to guarantee a "good" initialization for the simultaneous orthogonalized ALS method, where $\lambda_r$ is the $r$-th largest singular value of the tensor. We are the first to give a theoretical guarantee on orthogonal asymmetric tensor decomposition using Trace Based Initialization procedure and the orthogonalized alternating least squares. Our Trace Based Initialization also improves convergence for symmetric orthogonal tensor decomposition.