Matlab code to perform a probabalistic version of the Candecomp/Parafac factorization for multiway data (tensors) with supervision from additional covariates. The main function is SupParafacEM.m; for a simple example see Example.m. For more details see:
Lock, E. F. and Li, G. (2018). Supervised multiway classification. Electronic Journal of Statistics, 12 (1): 1150-1180. https://projecteuclid.org/download/pdfview_1/euclid.ejs/1522116042 .