基于草图的实用随机张量环分解

IF 1.8 3区 数学 Q1 MATHEMATICS
Yajie Yu, Hanyu Li
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引用次数: 0

摘要

基于草图技术,我们提出了两种实用的张量环(TR)分解随机算法。具体地说,在定义新的张量乘积并研究其性质的基础上,将克朗内克子采样随机傅里叶变换和 TensorSketch 应用于 TR 分解最小化问题衍生出的交替最小二乘子问题,从而设计出这两种算法。从前者出发,我们找到了基于随机投影的随机 TR 分解算法框架。我们使用合成数据和真实数据将我们的建议与现有方法进行了比较。数值结果表明,它们在准确性和计算时间上都有相当不错的表现。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Practical sketching-based randomized tensor ring decomposition
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.
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来源期刊
CiteScore
3.40
自引率
2.30%
发文量
50
审稿时长
12 months
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.
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