# Towards Flexible Sparsity-Aware Modeling: Automatic Tensor Rank Learning Using The Generalized Hyperbolic Prior

arXiv: https://arxiv.org/abs/2009.02472 · HTML: https://mlsanity.com/paper/2009.02472/

## Key facts

- Cited by 9 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 5 Sep 2020.

## Built on by (most cited first, 9 of 9)

- [Rethinking Bayesian Learning for Data Analysis: The Art of Prior and Inference in Sparsity-Aware Modeling](https://mlsanity.com/paper/2205.14283/) (2022)
- [Unsupervised EHR-based Phenotyping via Matrix and Tensor Decompositions](https://mlsanity.com/paper/2209.00322/) (2022)
- [To Fold or Not to Fold: Graph Regularized Tensor Train for Visual Data Completion](https://mlsanity.com/paper/2306.11123/) (2023)
- [Activity Detection for Massive Connectivity in Cell-free Networks with Unknown Large-scale Fading, Channel Statistics, Noise Variance, and Activity Probability: A Bayesian Approach](https://mlsanity.com/paper/2401.16775/) (2024)
- [Scalable Bayesian Tensor Ring Factorization for Multiway Data Analysis](https://mlsanity.com/paper/2412.03321/) (2024)
- [Functional Complexity-adaptive Temporal Tensor Decomposition](https://mlsanity.com/paper/2502.06164/) (2025)
- [When Bayesian Tensor Completion Meets Multioutput Gaussian Processes: Functional Universality and Rank Learning](https://mlsanity.com/paper/2512.21486/) (2025)
- [Joint Bayesian Parameter and Model Order Estimation for Low-Rank Probability Mass Tensors](https://mlsanity.com/paper/2410.06329/) (2024)
- [Bayesian Tensor Decomposition with Diffusion Model Prior](https://mlsanity.com/paper/2606.03212/) (2026)

## Abstract (arXiv)

Tensor rank learning for canonical polyadic decomposition (CPD) has long been deemed as an essential yet challenging problem. In particular, since the tensor rank controls the complexity of the CPD model, its inaccurate learning would cause overfitting to noise or underfitting to the signal sources, and even destroy the interpretability of model parameters. However, the optimal determination of a tensor rank is known to be a non-deterministic polynomial-time hard (NP-hard) task. Rather than exhaustively searching for the best tensor rank via trial-and-error experiments, Bayesian inference under the Gaussian-gamma prior was introduced in the context of probabilistic CPD modeling, and it was shown to be an effective strategy for automatic tensor rank determination. This triggered flourishing research on other structured tensor CPDs with automatic tensor rank learning. On the other side of the coin, these research works also reveal that the Gaussian-gamma model does not perform well for high-rank tensors and/or low signal-to-noise ratios (SNRs). To overcome these drawbacks, in this paper, we introduce a more advanced generalized hyperbolic (GH) prior to the probabilistic CPD model, which not only includes the Gaussian-gamma model as a special case, but also is more flexible to adapt to different levels of sparsity. Based on this novel probabilistic model, an algorithm is developed under the framework of variational inference, where each update is obtained in a closed-form. Extensive numerical results, using synthetic data and real-world datasets, demonstrate the significantly improved performance of the proposed method in learning both low as well as high tensor ranks even for low SNR cases.