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Information is extracted from large and sparse data sets organized as 3-mode tensors. Two methods are described, based on best rank-(2,2,2) and rank-(2,2,1) approximation of the tensor. The first method can be considered as a generalization…

Numerical Analysis · Mathematics 2021-02-09 L. Eldén , Maryam Dehghan

In this paper, we develop a novel procedure for low-rank tensor regression, namely \emph{\underline{I}mportance \underline{S}ketching \underline{L}ow-rank \underline{E}stimation for \underline{T}ensors} (ISLET). The central idea behind…

Machine Learning · Statistics 2020-05-11 Anru Zhang , Yuetian Luo , Garvesh Raskutti , Ming Yuan

Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…

Numerical Analysis · Mathematics 2021-05-05 Alec Michael Dunton , Alireza Doostan

This paper studies how to sketch element-wise functions of low-rank matrices. Formally, given low-rank matrix A = [Aij] and scalar non-linear function f, we aim for finding an approximated low-rank representation of the (possibly high-rank)…

Machine Learning · Computer Science 2020-06-30 Insu Han , Haim Avron , Jinwoo Shin

In this paper, we introduce a method for multivariate function approximation using function evaluations, Chebyshev polynomials, and tensor-based compression techniques via the Tucker format. We develop novel randomized techniques to…

Numerical Analysis · Mathematics 2021-07-29 Arvind K. Saibaba , Rachel Minster , Misha E. Kilmer

We adapt a well known streaming algorithm for approximating item frequencies to the matrix sketching setting. The algorithm receives the rows of a large matrix $A \in \R^{n \times m}$ one after the other in a streaming fashion. It maintains…

Data Structures and Algorithms · Computer Science 2012-07-12 Edo Liberty

In this paper we propose efficient randomized fixed-precision techniques for low tubal rank approximation of tensors. The proposed methods are faster and more efficient than the existing fixed-precision algorithms for approximating the…

Numerical Analysis · Mathematics 2025-05-22 Salman Ahmadi-Asl , Naeim Rezaeian , Cesar F. Caiafa , Andre L. F. de Almeidad

Sketching is a probabilistic data compression technique that has been largely developed in the computer science community. Numerical operations on big datasets can be intolerably slow; sketching algorithms address this issue by generating a…

Methodology · Statistics 2019-04-04 Daniel Ahfock , William J. Astle , Sylvia Richardson

Based on sketching techniques, we propose two randomized algorithms for tensor ring (TR) decomposition. Specifically, by defining new tensor products and investigating their properties, we apply the Kronecker sub-sampled randomized Fourier…

Numerical Analysis · Mathematics 2022-09-14 Yajie Yu , Hanyu Li

Extracting latent low-dimensional structure from high-dimensional data is of paramount importance in timely inference tasks encountered with `Big Data' analytics. However, increasingly noisy, heterogeneous, and incomplete datasets as well…

Machine Learning · Statistics 2015-06-19 Morteza Mardani , Gonzalo Mateos , Georgios B. Giannakis

We develop a sketching algorithm to find the point on the convex hull of a dataset, closest to a query point outside it. Studying the convex hull of datasets can provide useful information about their geometric structure and their…

Differential Geometry · Mathematics 2022-03-30 Roozbeh Yousefzadeh

We introduce a "learning-based" algorithm for the low-rank decomposition problem: given an $n \times d$ matrix $A$, and a parameter $k$, compute a rank-$k$ matrix $A'$ that minimizes the approximation loss $\|A-A'\|_F$. The algorithm uses a…

Machine Learning · Computer Science 2019-10-31 Piotr Indyk , Ali Vakilian , Yang Yuan

Parameter reduction has been an important topic in deep learning due to the ever-increasing size of deep neural network models and the need to train and run them on resource limited machines. Despite many efforts in this area, there were no…

Machine Learning · Computer Science 2019-02-26 Yibo Lin , Zhao Song , Lin F. Yang

Sketching algorithms have recently proven to be a powerful approach both for designing low-space streaming algorithms as well as fast polynomial time approximation schemes (PTAS). In this work, we develop new techniques to extend the…

Data Structures and Algorithms · Computer Science 2023-10-31 Gregory Dexter , Petros Drineas , David P. Woodruff , Taisuke Yasuda

In this paper, we propose new learning algorithms for approximating high-dimensional functions using tree tensor networks in a least-squares setting. Given a dimension tree or architecture of the tensor network, we provide an algorithm that…

Numerical Analysis · Mathematics 2021-04-29 Cécile Haberstich , Anthony Nouy , Guillaume Perrin

We present a novel approach for the problem of frequency estimation in data streams that is based on optimization and machine learning. Contrary to state-of-the-art streaming frequency estimation algorithms, which heavily rely on random…

Data Structures and Algorithms · Computer Science 2022-07-19 Dimitris Bertsimas , Vassilis Digalakis

Tensor network contraction is central to problems ranging from many-body physics to computer science. We describe how to approximate tensor network contraction through bond compression on arbitrary graphs. In particular, we introduce a…

Quantum Physics · Physics 2024-01-30 Johnnie Gray , Garnet Kin-Lic Chan

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

Learning-based low rank approximation algorithms can significantly improve the performance of randomized low rank approximation with sketch matrix. With the learned value and fixed non-zero positions for sketch matrices from learning-based…

Machine Learning · Computer Science 2022-12-19 Tiejin Chen , Yicheng Tao

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