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Many applications in data science and scientific computing involve large-scale datasets that are expensive to store and compute with, but can be efficiently compressed and stored in an appropriate tensor format. In recent years, randomized…

Numerical Analysis · Mathematics 2019-05-20 Rachel Minster , Arvind K. Saibaba , Misha E. Kilmer

This paper describes a new algorithm for computing a low-Tucker-rank approximation of a tensor. The method applies a randomized linear map to the tensor to obtain a sketch that captures the important directions within each mode, as well as…

Numerical Analysis · Mathematics 2021-05-04 Yiming Sun , Yang Guo , Charlene Luo , Joel Tropp , Madeleine Udell

The low-rank canonical polyadic tensor decomposition is useful in data analysis and can be computed by solving a sequence of overdetermined least squares subproblems. Motivated by consideration of sparse tensors, we propose sketching each…

Numerical Analysis · Mathematics 2022-01-05 Brett W. Larsen , Tamara G. Kolda

Tensor network contraction is a fundamental mathematical operation that generalizes the dot product and matrix multiplication. It finds applications in numerous domains, such as database systems, graph theory, machine learning, probability…

Data Structures and Algorithms · Computer Science 2026-03-10 Mike Heddes , Igor Nunes , Tony Givargis , Alex Nicolau

This paper develops the sketching (i.e., randomized dimension reduction) theory for real algebraic varieties and images of polynomial maps, including, e.g., the set of low rank tensors and tensor networks. Through the lens of norming sets,…

Numerical Analysis · Mathematics 2025-06-06 Yifan Zhang , Joe Kileel

We propose a new fast randomized algorithm for interpolative decomposition of matrices which utilizes CountSketch. We then extend this approach to the tensor interpolative decomposition problem introduced by Biagioni et al. (J. Comput.…

Numerical Analysis · Mathematics 2024-12-20 Osman Asif Malik , Stephen Becker

Approximation of non-linear kernels using random feature maps has become a powerful technique for scaling kernel methods to large datasets. We propose $\textit{Tensor Sketch}$, an efficient random feature map for approximating polynomial…

Data Structures and Algorithms · Computer Science 2025-05-20 Ninh Pham , Rasmus Pagh

We first propose the regular sketch-and-project method for solving tensor equations with respect to the popular t-product. Then, three adaptive sampling strategies and three corresponding adaptive sketch-and-project methods are derived. We…

Numerical Analysis · Mathematics 2022-10-18 Ling Tang , Yanjun Zhang , Hanyu Li

The tensor-train (TT) decomposition expresses a tensor in a data-sparse format used in molecular simulations, high-order correlation functions, and optimization. In this paper, we propose four parallelizable algorithms that compute the TT…

Numerical Analysis · Mathematics 2021-11-23 Tianyi Shi , Maximilian Ruth , Alex Townsend

The Tensor-Train (TT) format is a highly compact low-rank representation for high-dimensional tensors. TT is particularly useful when representing approximations to the solutions of certain types of parametrized partial differential…

TensorSketch is an oblivious linear sketch introduced in Pagh'13 and later used in Pham, Pagh'13 in the context of SVMs for polynomial kernels. It was shown in Avron, Nguyen, Woodruff'14 that TensorSketch provides a subspace embedding, and…

Data Structures and Algorithms · Computer Science 2017-12-29 Huaian Diao , Zhao Song , Wen Sun , David P. Woodruff

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

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 the last decade, tensors have shown their potential as valuable tools for various tasks in numerical linear algebra. While most of the research has been focusing on how to compress a given tensor in order to maintain information as well…

Numerical Analysis · Mathematics 2024-09-17 Alberto Bucci , Davide Palitta , Leonardo Robol

In this paper, we introduce a sketching algorithm for constructing a tensor train representation of a probability density from its samples. Our method deviates from the standard recursive SVD-based procedure for constructing a tensor train.…

Numerical Analysis · Mathematics 2023-06-27 YH. Hur , J. G. Hoskins , M. Lindsey , E. M. Stoudenmire , Y. Khoo

Randomized algorithms are important for solving large-scale optimization problems. In this paper, we propose a fast sketching algorithm for least square problems regularized by convex or nonconvex regularization functions, Sketching for…

Optimization and Control · Mathematics 2023-11-06 Yingzhen Yang , Ping Li

Randomized algorithms can be used to speed up the analysis of large datasets. In this paper, we develop a unified methodology for statistical inference via randomized sketching or projections in two of the most fundamental problems in…

Statistics Theory · Mathematics 2024-04-02 Leda Wang , Zhixiang Zhang , Edgar Dobriban

We show how to develop sampling-based alternating least squares (ALS) algorithms for decomposition of tensors into any tensor network (TN) format. Provided the TN format satisfies certain mild assumptions, resulting algorithms will have…

Numerical Analysis · Mathematics 2022-10-11 Osman Asif Malik , Vivek Bharadwaj , Riley Murray

We introduce a new approach for applying sampling-based sketches to two and three mode tensors. We illustrate our technique to construct sketches for the classical problems of $\ell_0$ sampling and producing $\ell_1$ embeddings. In both…

Data Structures and Algorithms · Computer Science 2024-06-12 William Swartworth , David P. Woodruff

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