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Multiresolution Tensor Learning for Efficient and Interpretable Spatial Analysis
Proceedings of the 37th International Conference on Machine Learning, PMLR 119:7499-7509, 2020.
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.