高阶奇异值分解(HOSVD)理解

在基于情境上下文的推荐系统中，HOSVD是常用方法，这里通过一篇文章简单理解下HOSVD。

1、适用场景：

This decomposition plays an important role in various domains, such as:
? Spectral analysis,
? Non-linear modeling,
? Communication and Radar processing,
? blind source separation,
? image processing,
? biomedical applications (magnetic resonance imaging and electrocardiography),
? web search,
? computer facial recognition,
? handwriting analysis,

2、HOSVD定义：

3、张量分解

1）standard unfoldings

巨大的计算成本。

2）Higer PCA

3）Kernel decomposition in Volterra series