Rank estimation of NTD-2

KT Koki Tsuyuzaki
MI Manabu Ishii
IN Itoshi Nikaido
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To extract the CaHs, scTensor estimates the NTD-2 ranks for each matricized CCI-tensor (X(n), n=1 or 2). To be able to focus only on the dimensions that are informative and are not noisy, we used an ad hoc approach for NTD-2 rank estimation.

Because NMF is performed in each matricized CCI-tensor in scTensor, we estimated each rank of NMF based on the residual sum of squares (RSS) [122] as

where RSSmax is the RSS by full rank NMF, RSSmin is the RSS by rank-1 NMF, RSSk is the RSS by rank-k NMF, and thrrank is the threshold value, ranging 0 to 1 (the default value is 0.8). RSS by rank-k NMF is calculated between a data matrix X and the reconstructed matrix from W and H calculated by multiplicative updating rule [60] as follows:

RSS by full-rank and rank-1 NMF is calculated by setting k as J and 1, respectively. With the estimated ranks (R1^,R2^), NTD-2 was performed, and only the pairs (r1,r2) with large core tensor values are selected as CaHs. In its default mode, scTensor selects CaHs that explain the top 20 pairs sorted by the core tensor values.

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