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We consider the problem of computationally-efficient prediction from high dimensional and highly correlated predictors in challenging settings where accurate variable selection is effectively impossible. Direct application of penalization…

Statistics Theory · Mathematics 2017-12-08 Minerva Mukhopadhyay , David B. Dunson

An increasing amount of collected data are high-dimensional multi-way arrays (tensors), and it is crucial for efficient learning algorithms to exploit this tensorial structure as much as possible. The ever-present curse of dimensionality…

Machine Learning · Computer Science 2021-08-04 Kirandeep Kour , Sergey Dolgov , Martin Stoll , Peter Benner

Tensor factorization arises in many machine learning applications, such knowledge base modeling and parameter estimation in latent variable models. However, numerical methods for tensor factorization have not reached the level of maturity…

Machine Learning · Computer Science 2015-05-20 Volodymyr Kuleshov , Arun Tejasvi Chaganty , Percy Liang

Most currently used tensor regression models for high-dimensional data are based on Tucker decomposition, which has good properties but loses its efficiency in compressing tensors very quickly as the order of tensors increases, say greater…

Methodology · Statistics 2024-03-20 Yuefeng Si , Yingying Zhang , Yuxi Cai , Chunling Liu , Guodong Li

In this work, we firstly apply the Train-Tensor (TT) networks to construct a compact representation of the classical Multilayer Perceptron, representing a reduction of up to 95% of the coefficients. A comparative analysis between tensor…

Machine Learning · Computer Science 2021-03-31 M. Nazareth da Costa , R. Attux , A. Cichocki , J. M. T. Romano

We present an incremental, scalable and efficient dimension reduction technique for tensors that is based on sparse random linear coding. Data is stored in a compactified representation with fixed size, which makes memory requirements low…

Data Structures and Algorithms · Computer Science 2017-03-16 Fredrik Sandin , Blerim Emruli , Magnus Sahlgren

We propose a deep importance sampling method that is suitable for estimating rare event probabilities in high-dimensional problems. We approximate the optimal importance distribution in a general importance sampling problem as the…

Machine Learning · Statistics 2023-05-26 Tiangang Cui , Sergey Dolgov , Robert Scheichl

Tensor train (TT) decomposition, a powerful tool for analyzing multidimensional data, exhibits superior performance in many machine learning tasks. However, existing methods for TT decomposition either suffer from noise overfitting, or…

Signal Processing · Electrical Eng. & Systems 2023-06-27 Le Xu , Lei Cheng , Ngai Wong , Yik-Chung Wu

In this paper a new Riemannian rank adaptive method (RRAM) is proposed for the low-rank tensor completion problem (LRTCP) formulated as a least-squares optimization problem on the algebraic variety of tensors of bounded tensor-train (TT)…

Optimization and Control · Mathematics 2024-02-20 Charlotte Vermeylen , Marc Van Barel

The hierarchical SVD provides a quasi-best low rank approximation of high dimensional data in the hierarchical Tucker framework. Similar to the SVD for matrices, it provides a fundamental but expensive tool for tensor computations. In the…

Numerical Analysis · Mathematics 2017-10-25 Benjamin Huber , Reinhold Schneider , Sebastian Wolf

In the framework of tensor spaces, we consider orthogonalization kernels to generate an orthogonal basis of a tensor subspace from a set of linearly independent tensors. In particular, we experimentally study the loss of orthogonality of…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-17 Olivier Coulaud , Luc Giraud , Martina Iannacito

Randomization has emerged as a powerful set of tools for large-scale matrix and tensor decompositions. Randomized algorithms involve computing sketches with random matrices. A prevalent approach is to take the random matrix as a standard…

Numerical Analysis · Mathematics 2026-04-02 Arvind K. Saibaba , Bhisham Dev Verma , Grey Ballard

Sufficient dimension reduction (SDR) is continuing an active research field nowadays for high dimensional data. It aims to estimate the central subspace (CS) without making distributional assumption. To overcome the large-$p$-small-$n$…

Methodology · Statistics 2017-03-22 Hung Hung , Su-Yun Huang

Tensor train decomposition is a powerful tool for dealing with high-dimensional, large-scale tensor data, which is not suffering from the curse of dimensionality. To accelerate the calculation of the auxiliary unfolding matrix, some…

Numerical Analysis · Mathematics 2023-08-08 Gaohang Yu , Jinhong Feng , Zhongming Chen , Xiaohao Cai , Liqun Qi

In this work, we present the tree tensor network Nystr\"om (TTNN), an algorithm that extends recent research on streamable tensor approximation, such as for Tucker and tensor-train formats, to the more general tree tensor network format,…

Numerical Analysis · Mathematics 2024-12-10 Alberto Bucci , Gianfranco Verzella

Tensor Train (TT) decompositions provide a powerful framework to compress grid-structured data, such as sampled function values, on regular Cartesian grids. Such high compression, in turn, enables efficient high-dimensional computations.…

Numerical Analysis · Mathematics 2026-01-08 Siddhartha E. Guzman , Egor Tiunov , Leandro Aolita

Random projection is often used to project higher-dimensional vectors onto a lower-dimensional space, while approximately preserving their pairwise distances. It has emerged as a powerful tool in various data processing tasks and has…

Machine Learning · Computer Science 2020-06-30 Wenye Li , Shuzhong Zhang

We show how to construct nonnegative low-rank approximations of nonnegative tensors in Tucker and tensor train formats. We use alternating projections between the nonnegative orthant and the set of low-rank tensors, using STHOSVD and TTSVD…

Numerical Analysis · Mathematics 2023-04-25 Azamat Sultonov , Sergey Matveev , Stanislav Budzinskiy

Recurrent Neural Network (RNN) are a popular choice for modeling temporal and sequential tasks and achieve many state-of-the-art performance on various complex problems. However, most of the state-of-the-art RNNs have millions of parameters…

Machine Learning · Computer Science 2017-10-31 Andros Tjandra , Sakriani Sakti , Satoshi Nakamura

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