arrow
Return

STREAMING TENSOR TRAIN APPROXIMATION

delete2023-10-04
delete6
delete
OA
AI
D
Daniel Kreßner *
B
Bart Vandereycken
R
Rik Voorhaar
DOI:10.1137/22M1515045delete
deleteOriginal
deleteOriginal request for help
deleteShare
deleteSave
Abstract

Abstract

En 中文
Tensor trains are a versatile tool to compress and work with high-dimensional data and functions. In this work we introduce the streaming tensor train approximation (STTA), a new class of algorithms for approximating a given tensor ' in the tensor train format. STTA accesses ' exclusively via two-sided random sketches of the original data, making it streamable and easy to implement in parallel-unlike existing deterministic and randomized tensor train approximations. This property also allows STTA to conveniently leverage structures in ' , such as sparsity and various low-rank tensor formats, as well as linear combinations thereof. When Gaussian random matrices are used for sketching, STTA is admissible for an analysis that builds and extends upon existing results on the generalized Nystrom approximation for matrices. Our results show that STTA can be expected to attain a nearly optimal approximation error if the sizes of the sketches are suitably chosen. A range of numerical experiments illustrates the performance of STTA compared to existing deterministic and randomized approaches.
Keywords:
tensor train
matrix product states
parallel computing
low-rank approximation
dimension reduction

Journal

SIAM Journal on Scientific Computing cover
SIAM Journal on Scientific Computing
IF:
2.6
Papers:
5.1K
Citations:
1.8W

Organization

E
Ecole Polytechnique Federale de Lausanne
Scholars:
1.7W
Papers: 1.3W
Citations: 25
S
swiss federal institutes of technology domain
Scholars:
9.0W
Papers: 8.0W
Citations: 163
Cited Papers

Cited Papers

In utero circadian changes; facing light pollution
err2020-02-01
err0
PREAI
errClaudia Torres-Farfan; Natalia Mendez; Pamela Ehrenfeld; Maria Seron-Ferre
errShare
errSave
Tensor Decompositions and Applications
err2009-08-05
err7.5K
PREAI
errKolda, Tamara G.; Bader, Brett W.
errShare
errSave
Diet induced ruminal papillae development in neonatal calves not correlating with rumen butyrate
err2005-11-30
err0
errOAAI
errR. Zitnan; S. Kuhla; P. Sanftleben; A. Bilska; F. Schneider; M. Zupcanova; J. Voigt
errShare
errSave
RANDOMIZED ALGORITHMS FOR ROUNDING IN THE TENSOR-TRAIN FORMAT
err2023-01-27
err14
errOAAI
errAl Daas, Hussam; Ballard, Grey; Cazeaux, Paul; Hallman, Eric; Miedlar, Agnieszka; Pasha, Mirjeta; Reid, Tim W.; Saibaba, Arvind K.
errShare
errSave
errShare
errSave
OXIDATION OF FERRIC PORPHYRINS*
err2006-12-16
err0
PREAI
errR. H. Felton; G. S. Owen; D. Dolphin; A. Forman; D. C. Borg; J. Fajer
errShare
errSave
researcher View more