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We formulate the decomposition as a non-convex optimization problem and solve it using gradient descent algorithms with adaptive step size. Along with the hierarchy, our method aims to capture the heterogeneity of the set of common patterns across individuals. We first validate our model through simulated experiments. We then demonstrate the effectiveness of the developed method on two different real-world datasets by showing that multi-scale hierarchical SCPs are reproducible between sub-samples and are more reproducible as compared to