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Related papers: Linear-Scaling Tensor Train Sketching

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The tensor-train (TT) format is a data-sparse tensor representation commonly used in high dimensional function approximations arising from computational and data sciences. Various sequential and parallel TT decomposition algorithms have…

Numerical Analysis · Mathematics 2025-09-05 Tianyi Shi , Daniel Hayes , Jing-Mei Qiu

We study low-rank parameterizations of weight matrices with embedded spectral properties in the Deep Learning context. The low-rank property leads to parameter efficiency and permits taking computational shortcuts when computing mappings.…

Machine Learning · Computer Science 2021-07-15 Anton Obukhov , Maxim Rakhuba , Alexander Liniger , Zhiwu Huang , Stamatios Georgoulis , Dengxin Dai , Luc Van Gool

For tensor linear systems with respect to the popular t-product, we first present the sketch-and-project method and its adaptive variants. Their Fourier domain versions are also investigated. Then, considering that the existing sketching…

Numerical Analysis · Mathematics 2022-03-30 Ling Tang , Yajie Yu , Yanjun Zhang , Hanyu Li

There is an increasing body of work exploring the integration of random projection into algorithms for numerical linear algebra. The primary motivation is to reduce the overall computational cost of processing large datasets. A suitably…

Numerical Analysis · Mathematics 2022-01-04 Daniel Ahfock , William J. Astle , Sylvia Richardson

We propose a randomized second-order method for optimization known as the Newton Sketch: it is based on performing an approximate Newton step using a randomly projected or sub-sampled Hessian. For self-concordant functions, we prove that…

Optimization and Control · Mathematics 2015-05-12 Mert Pilanci , Martin J. Wainwright

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

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 introduce the tubal tensor train (TTT) decomposition, a tensor-network model that combines the t-product algebra of the tensor singular value decomposition (T-SVD) with the low-order core structure of the tensor train (TT) format. For an…

Numerical Analysis · Mathematics 2026-03-12 Salman Ahmadi-Asl , Valentin Leplat , Anh-Huy Phan , Andrzej Cichocki

What guarantees are possible for solving logistic regression in one pass over a data stream? To answer this question, we present the first data oblivious sketch for logistic regression. Our sketch can be computed in input sparsity time over…

Data Structures and Algorithms · Computer Science 2021-07-15 Alexander Munteanu , Simon Omlor , David Woodruff

We propose a general random subspace framework for unconstrained nonconvex optimization problems that requires a weak probabilistic assumption on the subspace gradient, which we show to be satisfied by various random matrix ensembles, such…

Optimization and Control · Mathematics 2022-11-21 Coralia Cartis , Jaroslav Fowkes , Zhen Shao

A random $m\times n$ matrix $S$ is an oblivious subspace embedding (OSE) with parameters $\epsilon>0$, $\delta\in(0,1/3)$ and $d\leq m\leq n$, if for any $d$-dimensional subspace $W\subseteq R^n$, $P\big(\,\forall_{x\in W}\…

Data Structures and Algorithms · Computer Science 2025-11-18 Shabarish Chenakkod , Michał Dereziński , Xiaoyu Dong , Mark Rudelson

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

We apply the Tensor Train (TT) approximation to construct the Polynomial Chaos Expansion (PCE) of a random field, and solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization. We compare two strategies of the…

Numerical Analysis · Mathematics 2014-06-12 Sergey Dolgov , Boris N. Khoromskij , Alexander Litvinenko , Hermann G. Matthies

The memory capacity of embedding tables in deep learning recommendation models (DLRMs) is increasing dramatically from tens of GBs to TBs across the industry. Given the fast growth in DLRMs, novel solutions are urgently needed, in order to…

Machine Learning · Computer Science 2021-01-29 Chunxing Yin , Bilge Acun , Xing Liu , Carole-Jean Wu

This paper studies the low-rank property of the inverse of a class of large-scale structured matrices in the tensor-train (TT) format, which is typically discretized from differential operators. An interesting question that we are concerned…

Numerical Analysis · Mathematics 2025-01-14 Chuanfu Xiao , Kejun Tang , Zhitao Zhu

The aim of this paper is two-fold: firstly, to present subspace embedding properties for $s$-hashing sketching matrices, with $s\geq 1$, that are optimal in the projection dimension $m$ of the sketch, namely, $m=\mathcal{O}(d)$, where $d$…

Numerical Analysis · Mathematics 2021-05-26 Coralia Cartis , Jan Fiala , Zhen Shao

We undertake a systematic study of sketching a quadratic form: given an $n \times n$ matrix $A$, create a succinct sketch $\textbf{sk}(A)$ which can produce (without further access to $A$) a multiplicative $(1+\epsilon)$-approximation to…

Data Structures and Algorithms · Computer Science 2026-02-23 Alexandr Andoni , Jiecao Chen , Robert Krauthgamer , Bo Qin , David P. Woodruff , Qin Zhang

Randomization has emerged as a powerful set of tools for large-scale matrix and tensor decompositions. Randomized algorithms involve computing sketches with random matrices. A prevalent approach is to take the random matrix as a standard…

Numerical Analysis · Mathematics 2026-04-02 Arvind K. Saibaba , Bhisham Dev Verma , Grey Ballard

This work proposes a novel tensor train random projection (TTRP) method for dimension reduction, where pairwise distances can be approximately preserved. Our TTRP is systematically constructed through a tensor train (TT) representation with…

Machine Learning · Statistics 2021-10-22 Yani Feng , Kejun Tang , Lianxing He , Pingqiang Zhou , Qifeng Liao

We improve upon previous oblivious sketching and turnstile streaming results for $\ell_1$ and logistic regression, giving a much smaller sketching dimension achieving $O(1)$-approximation and yielding an efficient optimization problem in…

Data Structures and Algorithms · Computer Science 2023-04-05 Alexander Munteanu , Simon Omlor , David Woodruff