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Canonical Polyadic (CP) tensor decomposition is a fundamental technique for analyzing high-dimensional tensor data. While the Alternating Least Squares (ALS) algorithm is widely used for computing CP decomposition due to its simplicity and…

Methodology · Statistics 2025-05-30 Runshi Tang , Julien Chhor , Olga Klopp , Anru R. Zhang

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…

Numerical Analysis · Mathematics 2020-11-03 Lingjie Li , Wenjian Yu , Kim Batselier

Low-rank approximation of tensors has been widely used in high-dimensional data analysis. It usually involves singular value decomposition (SVD) of large-scale matrices with high computational complexity. Sketching is an effective data…

Numerical Analysis · Mathematics 2023-01-30 Wandi Dong , Gaohang Yu , Liqun Qi , Xiaohao Cai

The CP tensor decomposition is used in applications such as machine learning and signal processing to discover latent low-rank structure in multidimensional data. Computing a CP decomposition via an alternating least squares (ALS) method…

Numerical Analysis · Mathematics 2021-12-22 Rachel Minster , Irina Viviano , Xiaotian Liu , Grey Ballard

Tensor networks have in recent years emerged as the powerful tools for solving the large-scale optimization problems. One of the most popular tensor network is tensor train (TT) decomposition that acts as the building blocks for the…

Numerical Analysis · Computer Science 2016-06-20 Qibin Zhao , Guoxu Zhou , Shengli Xie , Liqing Zhang , Andrzej Cichocki

Surrogate models can reduce computational costs for multivariable functions with an unknown internal structure (black boxes). In a discrete formulation, surrogate modeling is equivalent to restoring a multidimensional array (tensor) from a…

Numerical Analysis · Mathematics 2022-08-09 Andrei Chertkov , Gleb Ryzhakov , Ivan Oseledets

Tensor decomposition is a mathematically supported technique for data compression. It consists of applying some kind of a Low Rank Decomposition technique on the tensors or matrices in order to reduce the redundancy of the data. However, it…

Machine Learning · Computer Science 2025-05-27 Habib Hajimolahoseini , Walid Ahmed , Austin Wen , Yang Liu

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

In this paper, we propose a novel element-wise subset selection method for the alternating least squares (ALS) algorithm, focusing on low-rank matrix factorization involving matrices with missing values, as commonly encountered in…

Methodology · Statistics 2025-11-12 Dunyao Xue , Mengyu Li , Cheng Meng , Jingyi Zhang

Tensor decompositions such as the canonical format and the tensor train format have been widely utilized to reduce storage costs and operational complexities for high-dimensional data, achieving linear scaling with the input dimension…

Numerical Analysis · Mathematics 2020-02-11 Oscar Mickelin , Sertac Karaman

Kronecker regression is a highly-structured least squares problem $\min_{\mathbf{x}} \lVert \mathbf{K}\mathbf{x} - \mathbf{b} \rVert_{2}^2$, where the design matrix $\mathbf{K} = \mathbf{A}^{(1)} \otimes \cdots \otimes \mathbf{A}^{(N)}$ is…

Data Structures and Algorithms · Computer Science 2023-05-15 Matthew Fahrbach , Thomas Fu , Mehrdad Ghadiri

Using the matrix product state (MPS) representation of the recently proposed tensor ring decompositions, in this paper we propose a tensor completion algorithm, which is an alternating minimization algorithm that alternates over the factors…

Machine Learning · Computer Science 2017-07-27 Wenqi Wang , Vaneet Aggarwal , Shuchin Aeron

The alternating least squares algorithm for CP and Tucker decomposition is dominated in cost by the tensor contractions necessary to set up the quadratic optimization subproblems. We introduce a novel family of algorithms that uses…

Numerical Analysis · Mathematics 2021-04-15 Linjian Ma , Edgar Solomonik

For reconstruction of low-rank matrices from undersampled measurements, we develop an iterative algorithm based on least-squares estimation. While the algorithm can be used for any low-rank matrix, it is also capable of exploiting a-priori…

Statistics Theory · Mathematics 2012-06-13 Dave Zachariah , Martin Sundin , Magnus Jansson , Saikat Chatterjee

We present Nesterov-type acceleration techniques for Alternating Least Squares (ALS) methods applied to canonical tensor decomposition. While Nesterov acceleration turns gradient descent into an optimal first-order method for convex…

Optimization and Control · Mathematics 2019-12-03 Drew Mitchell , Nan Ye , Hans De Sterck

Decompositions of tensors into factor matrices, which interact through a core tensor, have found numerous applications in signal processing and machine learning. A more general tensor model which represents data as an ordered network of…

Numerical Analysis · Computer Science 2016-09-30 Anh-Huy Phan , Andrzej Cichocki , Andre Uschmajew , Petr Tichavsky , George Luta , Danilo Mandic

The tensor train decomposition decomposes a tensor into a "train" of 3-way tensors that are interconnected through the summation of auxiliary indices. The decomposition is stable, has a well-defined notion of rank and enables the user to…

Numerical Analysis · Computer Science 2018-11-12 Kim Batselier

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

Tensor ring (TR) decomposition is a simple but effective tensor network for analyzing and interpreting latent patterns of tensors. In this work, we propose a doubly randomized optimization framework for computing TR decomposition. It can be…

Numerical Analysis · Mathematics 2023-03-30 Yajie Yu , Hanyu Li , Jingchun Zhou

Tensor train (TT) decomposition is a powerful representation for high-order tensors, which has been successfully applied to various machine learning tasks in recent years. However, since the tensor product is not commutative, permutation of…

Numerical Analysis · Computer Science 2017-05-31 Qibin Zhao , Masashi Sugiyama , Andrzej Cichocki