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We consider the problem of solving mixed random linear equations with $k$ components. This is the noiseless setting of mixed linear regression. The goal is to estimate multiple linear models from mixed samples in the case where the labels…

Machine Learning · Computer Science 2016-08-23 Xinyang Yi , Constantine Caramanis , Sujay Sanghavi

In tensor completion tasks, the traditional low-rank tensor decomposition models suffer from the laborious model selection problem due to their high model sensitivity. In particular, for tensor ring (TR) decomposition, the number of model…

Machine Learning · Computer Science 2018-12-03 Longhao Yuan , Chao Li , Danilo Mandic , Jianting Cao , Qibin Zhao

In this paper we propose an efficient method to compress a high dimensional function into a tensor ring format, based on alternating least-squares (ALS). Since the function has size exponential in $d$ where $d$ is the number of dimensions,…

Numerical Analysis · Mathematics 2019-06-28 Yuehaw Khoo , Jianfeng Lu , Lexing Ying

We propose new algorithms for singular value decomposition (SVD) of very large-scale matrices based on a low-rank tensor approximation technique called the tensor train (TT) format. The proposed algorithms can compute several dominant…

Numerical Analysis · Mathematics 2016-02-11 Namgil Lee , Andrzej Cichocki

Tensor Train~(TT) decomposition is widely used in the machine learning and quantum physics communities as a popular tool to efficiently compress high-dimensional tensor data. In this paper, we propose an efficient algorithm to accelerate…

Data Structures and Algorithms · Computer Science 2024-06-07 Vivek Bharadwaj , Beheshteh T. Rakhshan , Osman Asif Malik , Guillaume Rabusseau

We introduce tensor numerical techniques for solving optimal control problems constrained by elliptic operators in $\mathbb{R}^d$, $d=2,3$, with variable coefficients, which can be represented in a low rank separable form. We construct a…

Numerical Analysis · Mathematics 2021-05-28 Boris N. Khoromskij , Britta Schmitt , Volker Schulz

This work presents a low-rank tensor model for multi-dimensional Markov chains. A common approach to simplify the dynamical behavior of a Markov chain is to impose low-rankness on the transition probability matrix. Inspired by the success…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Madeline Navarro , Sergio Rozada , Antonio G. Marques , Santiago Segarra

Recently, there has been a growing interest in efficient numerical algorithms based on tensor networks and low-rank techniques to approximate high-dimensional functions and solutions to high-dimensional PDEs. In this paper, we propose a new…

Numerical Analysis · Mathematics 2023-08-16 Alec Dektor , Daniele Venturi

The matrix low-rank approximation problem with additional convex constraints can find many applications and has been extensively studied before. However, this problem is shown to be nonconvex and NP-hard; most of the existing solutions are…

Numerical Analysis · Computer Science 2015-12-08 Ying Zhang

We consider the approximate solution of parametric PDEs using the low-rank Tensor Train (TT) decomposition. Such parametric PDEs arise for example in uncertainty quantification problems in engineering applications. We propose an algorithm…

Numerical Analysis · Mathematics 2018-07-06 Sergey Dolgov , Robert Scheichl

This paper is concerned with the development and analysis of an iterative solver for high-dimensional second-order elliptic problems based on subspace-based low-rank tensor formats. Both the subspaces giving rise to low-rank approximations…

Numerical Analysis · Mathematics 2014-07-21 Markus Bachmayr , Wolfgang Dahmen

Tensor ring (TR) decomposition has been widely applied as an effective approach in a variety of applications to discover the hidden low-rank patterns in multidimensional data. A well-known method for TR decomposition is the alternating…

Numerical Analysis · Mathematics 2022-10-21 Yajie Yu , Hanyu Li

This article focuses on the problem of reconstructing low-rank matrices from underdetermined measurements using alternating optimization strategies. We endeavour to combine an alternating least-squares based estimation strategy with ideas…

Statistics Theory · Mathematics 2014-07-15 Kezhi Li , Martin Sundin , Cristian R. Rojas , Saikat Chatterjee , Magnus Jansson

While multilinear algebra appears natural for studying the multiway interactions modeled by hypergraphs, tensor methods for general hypergraphs have been stymied by theoretical and practical barriers. A recently proposed adjacency tensor is…

Numerical Analysis · Mathematics 2024-04-05 Sinan G. Aksoy , Ilya Amburg , Stephen J. Young

The interest in machine learning with tensor networks has been growing rapidly in recent years. We show that tensor-based methods developed for learning the governing equations of dynamical systems from data can, in the same way, be used…

Machine Learning · Computer Science 2019-12-02 Stefan Klus , Patrick Gelß

We present in this paper first-order alternating linearization algorithms based on an alternating direction augmented Lagrangian approach for minimizing the sum of two convex functions. Our basic methods require at most $O(1/\epsilon)$…

Optimization and Control · Mathematics 2010-10-14 Donald Goldfarb , Shiqian Ma , Katya Scheinberg

This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…

Optimization and Control · Mathematics 2024-07-04 Boran Wang

We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first describe how to approximate matrix vector operations with a…

Numerical Analysis · Mathematics 2016-08-12 Sergey Voronin , Dylan Mikesell , Guust Nolet

In applications, a substantial number of problems can be formulated as non-linear least squares problems over smooth varieties. Unlike the usual least squares problem over a Euclidean space, the non-linear least squares problem over a…

Optimization and Control · Mathematics 2025-03-11 Shenglong Hu , Ke Ye

Tensor decompositions such as the canonical format and the tensor train format have been widely utilized to reduce storage costs and operational complexities for high-dimensional data, achieving linear scaling with the input dimension…

Numerical Analysis · Mathematics 2020-02-11 Oscar Mickelin , Sertac Karaman