{"title":"Practical sketching-based randomized tensor ring decomposition","authors":"Yajie Yu, Hanyu Li","doi":"10.1002/nla.2548","DOIUrl":null,"url":null,"abstract":"Based on sketching techniques, we propose two practical randomized algorithms for tensor ring (TR) decomposition. Specifically, on the basis of defining new tensor products and investigating their properties, the two algorithms are devised by applying the Kronecker sub-sampled randomized Fourier transform and TensorSketch to the alternating least squares subproblems derived from the minimization problem of TR decomposition. From the former, we find an algorithmic framework based on random projection for randomized TR decomposition. We compare our proposals with the existing methods using both synthetic and real data. Numerical results show that they have quite decent performance in accuracy and computing time.","PeriodicalId":49731,"journal":{"name":"Numerical Linear Algebra with Applications","volume":null,"pages":null},"PeriodicalIF":1.8000,"publicationDate":"2024-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Numerical Linear Algebra with Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1002/nla.2548","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
Abstract
Based on sketching techniques, we propose two practical randomized algorithms for tensor ring (TR) decomposition. Specifically, on the basis of defining new tensor products and investigating their properties, the two algorithms are devised by applying the Kronecker sub-sampled randomized Fourier transform and TensorSketch to the alternating least squares subproblems derived from the minimization problem of TR decomposition. From the former, we find an algorithmic framework based on random projection for randomized TR decomposition. We compare our proposals with the existing methods using both synthetic and real data. Numerical results show that they have quite decent performance in accuracy and computing time.
期刊介绍:
Manuscripts submitted to Numerical Linear Algebra with Applications should include large-scale broad-interest applications in which challenging computational results are integral to the approach investigated and analysed. Manuscripts that, in the Editor’s view, do not satisfy these conditions will not be accepted for review.
Numerical Linear Algebra with Applications receives submissions in areas that address developing, analysing and applying linear algebra algorithms for solving problems arising in multilinear (tensor) algebra, in statistics, such as Markov Chains, as well as in deterministic and stochastic modelling of large-scale networks, algorithm development, performance analysis or related computational aspects.
Topics covered include: Standard and Generalized Conjugate Gradients, Multigrid and Other Iterative Methods; Preconditioning Methods; Direct Solution Methods; Numerical Methods for Eigenproblems; Newton-like Methods for Nonlinear Equations; Parallel and Vectorizable Algorithms in Numerical Linear Algebra; Application of Methods of Numerical Linear Algebra in Science, Engineering and Economics.