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arxiv: 2110.07631 · v2 · pith:OUD4GWMDnew · submitted 2021-10-14 · 🧮 math.NA · cs.LG· cs.NA

More Efficient Sampling for Tensor Decomposition With Worst-Case Guarantees

classification 🧮 math.NA cs.LGcs.NA
keywords tensormethodscostdecompositiondependenceexponentialguaranteesnumber
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Recent papers have developed alternating least squares (ALS) methods for CP and tensor ring decomposition with a per-iteration cost which is sublinear in the number of input tensor entries for low-rank decomposition. However, the per-iteration cost of these methods still has an exponential dependence on the number of tensor modes when parameters are chosen to achieve certain worst-case guarantees. In this paper, we propose sampling-based ALS methods for the CP and tensor ring decompositions whose cost does not have this exponential dependence, thereby significantly improving on the previous state-of-the-art. We provide a detailed theoretical analysis and also apply the methods in a feature extraction experiment.

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