A multilinear subspace regression model based on so called latent variable decomposition is introduced. Unlike standard regression methods which typically employ matrix (2D) data representations followed by vector subspace transformations, the proposed approach uses tensor subspace transformations to model common latent variables across both the independent and dependent data. The proposed approach aims to maximize the correlation between the so derived latent variables and is shown to be suitable for the prediction of multidimensional dependent data from multidimensional independent data, where for the estimation of the latent variables we introduce an algorithm based on Multilinear Singular Value Decomposition (MSVD) on a specially defined cross-covariance tensor. It is next shown that in this way we are also able to unify the existing Partial Least Squares (PLS) and N-way PLS regression algorithms within the same framework. Simulations on benchmark synthetic data confirm the advantages of the proposed approach, in terms of its predictive ability and robustness, especially for small sample sizes. The potential of the proposed technique is further illustrated on a real world task of the decoding of human intracranial electrocorticogram (ECoG) from a simultaneously recorded scalp electroencephalograph (EEG).

Fil: Caiafa, César Federico. Provincia de Buenos Aires. Gobernación. Comisión de Investigaciones Científicas. Instituto Argentino de Radioastronomía. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Instituto Argentino de Radioastronomía; Argentina

Fil: Mandic, Danilo P.. Imperial College Of Science And Technology; Reino Unido

Fil: Schulze Bonhage, Andreas. University Of Freidburg; Alemania

25th Annual Conference on Neural Information Processing Systems

Fil: Cichocki, Andrzej. Riken. Brain Science Institute; Japón

Fil: Zhang, Liqing. Shanghai Jiao Tong University; China

Fil: Zhao, Qibin. Riken. Brain Science Institute; Japón

Fil: Ball, Tonio. University Of Freiburg; Alemania

Neural Information Processing Systems Foundation