Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Journal articles
  4. STREAMING TENSOR TRAIN APPROXIMATION
 
research article

STREAMING TENSOR TRAIN APPROXIMATION

Kressner, Daniel  
•
Vandereycken, Bart
•
Voorhaar, Rik
January 1, 2023
Siam Journal On Scientific Computing

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.

  • Details
  • Metrics
Type
research article
DOI
10.1137/22M1515045
Web of Science ID

WOS:001108631800005

Author(s)
Kressner, Daniel  
Vandereycken, Bart
Voorhaar, Rik
Date Issued

2023-01-01

Publisher

Siam Publications

Published in
Siam Journal On Scientific Computing
Volume

45

Issue

5

Start page

A2610

End page

A2631

Subjects

Physical Sciences

•

Tensor Train

•

Matrix Product States

•

Parallel Computing

•

Low-Rank Approximation

•

Dimension Reduction

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ANCHP  
FunderGrant Number

SNSF

192363

Available on Infoscience
February 20, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/204436
Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés