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Tensor CANDECOMP/PARAFAC (CP) decomposition has wide applications in statistical learning of latent variable models and in data mining. In this paper, we propose fast and randomized tensor CP decomposition algorithms based on sketching. We…

Machine Learning · Statistics 2015-10-21 Yining Wang , Hsiao-Yu Tung , Alexander Smola , Animashree Anandkumar

In this paper, we consider the Poisson equation on a "long" domain which is the Cartesian product of a one-dimensional long interval with a (d-1)-dimensional domain. The right-hand side is assumed to have a rank-1 tensor structure. We will…

Numerical Analysis · Mathematics 2019-10-09 Michel Chipot , Wolfgang Hackbusch , Stefan Sauter , Alexander Veit

Low-rank approximation in data streams is a fundamental and significant task in computing science, machine learning and statistics. Multiple streaming algorithms have emerged over years and most of them are inspired by randomized…

Data Structures and Algorithms · Computer Science 2022-09-30 Cuiyu Liu , Chuanfu Xiao , Mingshuo Ding , Chao Yang

In this paper, we propose a new method that combines the inexact Newton method with a procedure to obtain a feasible inexact projection for solving constrained smooth and nonsmooth equations. The local convergence theorems are established…

Optimization and Control · Mathematics 2019-03-19 Fabiana R. de Oliveira , Orizon P. Ferreira

Motivated by the randomized sketch to solve a variety of problems in scientific computation, we improve both the maximal weighted residual Kaczmarz method and the randomized block average Kaczmarz method using two new randomized sketch…

Numerical Analysis · Mathematics 2025-11-18 Haochen Jiang , Dongdong Liu , Xianping Wu , Xu Yang

A novel tensor-based formula for solving the linear systems involving Kronecker sum is proposed. Such systems are directly related to the matrix and tensor forms of Sylvester equation. The new tensor-based formula demonstrates the…

General Mathematics · Mathematics 2025-04-15 Ahmad Y. Al-Dweik , Abdallah Sayyed-Ahmad

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)…

Numerical Analysis · Mathematics 2026-03-31 Geshuo Wang , Jingwei Hu

We consider the tensor completion problem of predicting the missing entries of a tensor. The commonly used CP model has a triple product form, but an alternate family of quadratic models, which are the sum of pairwise products instead of a…

Machine Learning · Computer Science 2023-08-01 Hongyang R. Zhang , Vatsal Sharan , Moses Charikar , Yingyu Liang

We propose new approximate alternating projection methods, based on randomized sketching, for the low-rank nonnegative matrix approximation problem: find a low-rank approximation of a nonnegative matrix that is nonnegative, but whose…

Numerical Analysis · Mathematics 2023-04-25 Sergey A. Matveev , Stanislav Budzinskiy

Tensor train (TT) format is a common approach for computationally efficient work with multidimensional arrays, vectors, matrices, and discretized functions in a wide range of applications, including computational mathematics and machine…

Numerical Analysis · Mathematics 2022-09-30 Andrei Chertkov , Gleb Ryzhakov , Georgii Novikov , Ivan Oseledets

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 this paper, we propose a general framework for sparse and low-rank tensor estimation from cubic sketchings. A two-stage non-convex implementation is developed based on sparse tensor decomposition and thresholded gradient descent, which…

Statistics Theory · Mathematics 2020-03-17 Botao Hao , Anru Zhang , Guang Cheng

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

The numerical solution of algebraic tensor equations is a largely open and challenging task. Assuming that the operator is symmetric and positive definite, we propose two new gradient-descent type methods for tensor equations that…

Numerical Analysis · Mathematics 2026-02-26 Martina Iannacito , Lorenzo Piccinini , Valeria Simoncini

The aim of this paper is to investigate the use of an entropic projection method for the iterative regularization of linear ill-posed problems. We derive a closed form solution for the iterates and analyze their convergence behaviour both…

Optimization and Control · Mathematics 2020-01-29 Martin Burger , Elena Resmerita , Martin Benning

We propose general non-accelerated and accelerated tensor methods under inexact information on the derivatives of the objective, analyze their convergence rate. Further, we provide conditions for the inexactness in each derivative that is…

Optimization and Control · Mathematics 2022-12-22 Artem Agafonov , Dmitry Kamzolov , Pavel Dvurechensky , Alexander Gasnikov , Martin Takáč

We present a new method for online prediction and learning of tensors ($N$-way arrays, $N >2$) from sequential measurements. We focus on the specific case of 3-D tensors and exploit a recently developed framework of structured tensor…

Machine Learning · Statistics 2015-07-30 John Pothier , Josh Girson , Shuchin Aeron

The solution of computational fluid dynamics problems is one of the most computationally hard tasks, especially in the case of complex geometries and turbulent flow regimes. We propose to use Tensor Train (TT) methods, which possess…

In this paper, we propose a novel machine learning method based on an adaptive tensor neural network subspace for solving quasiperiodic elliptic problems. To this end, we first provide a theoretical analysis of the associated quasiperiodic…

Numerical Analysis · Mathematics 2026-04-22 Jingze Ren , Yifan Wang , Hehu Xie , Qilong Zhai

In this paper, we introduce a tensor neural network based machine learning method for solving the elliptic partial differential equations with random coefficients in a bounded physical domain. With the help of tensor product structure, we…

Numerical Analysis · Mathematics 2024-02-02 Hongtao Chen , Rui Fu , Yifan Wang , Hehu Xie