Data fusion models based on Coupled Matrix and Tensor Factorizations (CMTF) have been effective tools for joint analysis of data from multiple sources.
Recent advancements have integrated the more flexible PARAFAC2 model into CMTF models, enabling handling of irregular/ragged tensors and dynamic data with unaligned time profiles.
Existing PARAFAC2-based CMTF models have limitations in terms of possible regularizations and types of data coupling.
To address these limitations, a new algorithmic framework has been introduced in this paper for fitting PARAFAC2-based CMTF models using Alternating Optimization (AO) and the Alternating Direction Method of Multipliers (ADMM).
The proposed framework allows for imposing various constraints on all modes and linear couplings to other matrix-, CP- or PARAFAC2-models.
Experiments on simulated and real datasets have shown the utility and versatility of the proposed framework, highlighting its accuracy and efficiency compared to state-of-the-art methods.