Related papers: TTML: tensor trains for general supervised machine…
We develop a tensor-network surrogate for option pricing, targeting large-scale portfolio revaluation problems arising in market risk management (e.g., VaR and Expected Shortfall computations). The method involves representing…
Multitask learning (MTL) leverages task-relatedness to enhance performance. With the emergence of multimodal data, tasks can now be referenced by multiple indices. In this paper, we employ high-order tensors, with each mode corresponding to…
Part 2 of this monograph builds on the introduction to tensor networks and their operations presented in Part 1. It focuses on tensor network models for super-compressed higher-order representation of data/parameters and related cost…
Nearest-neighbor search in large vector databases is crucial for various machine learning applications. This paper introduces a novel method using tensor-train (TT) low-rank tensor decomposition to efficiently represent point clouds and…
The numerical solution of kinetic equations is challenging due to the high dimensionality of the underlying phase space. In this paper, we develop a dynamical low-rank method based on the projector-splitting integrator in tensor-train (TT)…
Marginal Structural Models (MSM) are the most popular models for causal inference from time-series observational data. However, they have two main drawbacks: (a) they do not capture subject heterogeneity, and (b) they only consider fixed…
Machine learning (ML) is successful in achieving human-level performance in various fields. However, it lacks the ability to explain an outcome due to its black-box nature. While existing explainable ML is promising, almost all of these…
This paper lies in the intersection of several fields: number theory, lattice theory, multilinear algebra, and scientific computing. We adapt existing solution algorithms for tensor eigenvalue problems to the tensor-train framework. As an…
We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…
Introduction: Machine learning (ML) has been extremely successful in identifying key features from high-dimensional datasets and executing complicated tasks with human expert levels of accuracy or greater. Methods: We summarize and…
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…
Tensors offer a natural representation for many kinds of data frequently encountered in machine learning. Images, for example, are naturally represented as third order tensors, where the modes correspond to height, width, and channels.…
As the use of machine learning (ML) permeates into diverse application domains, there is an urgent need to support a declarative framework for ML. Ideally, a user will specify an ML task in a high-level and easy-to-use language and the…
In recent years, the application of tensors has become more widespread in fields that involve data analytics and numerical computation. Due to the explosive growth of data, low-rank tensor decompositions have become a powerful tool to…
Modeling interactions between features improves the performance of machine learning solutions in many domains (e.g. recommender systems or sentiment analysis). In this paper, we introduce Exponential Machines (ExM), a predictor that models…
Automated machine learning (AutoML) methods improve upon existing models by optimizing various aspects of their design. While present methods focus on hyperparameters and neural network topologies, other aspects of neural network design can…
We propose a novel framework that leverages large language models (LLMs) to guide the rank selection in tensor network models for higher-order data analysis. By utilising the intrinsic reasoning capabilities and domain knowledge of LLMs,…
A key challenge for molecular dynamics simulations is efficient exploration of free energy landscapes over relevant collective variables (CV). Common methods for enhancing sampling become prohibitively inefficient beyond only a few CVs; in…
With the advances in data acquisition technology, tensor objects are collected in a variety of applications including multimedia, medical and hyperspectral imaging. As the dimensionality of tensor objects is usually very high,…
Higher-order tensors arise frequently in applications such as neuroimaging, recommendation system, social network analysis, and psychological studies. We consider the problem of low-rank tensor estimation from possibly incomplete,…