Efficient Leverage Score Sampling for Tensor Train Decomposition

Fuente: arXiv
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Hauptverfasser: Bharadwaj, Vivek, Rakhshan, Beheshteh T., Malik, Osman Asif, Rabusseau, Guillaume
Format: Preprint
Veröffentlicht: 2024
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author Bharadwaj, Vivek
Rakhshan, Beheshteh T.
Malik, Osman Asif
Rabusseau, Guillaume
author_facet Bharadwaj, Vivek
Rakhshan, Beheshteh T.
Malik, Osman Asif
Rabusseau, Guillaume
contents Tensor Train~(TT) decomposition is widely used in the machine learning and quantum physics communities as a popular tool to efficiently compress high-dimensional tensor data. In this paper, we propose an efficient algorithm to accelerate computing the TT decomposition with the Alternating Least Squares (ALS) algorithm relying on exact leverage scores sampling. For this purpose, we propose a data structure that allows us to efficiently sample from the tensor with time complexity logarithmic in the tensor size. Our contribution specifically leverages the canonical form of the TT decomposition. By maintaining the canonical form through each iteration of ALS, we can efficiently compute (and sample from) the leverage scores, thus achieving significant speed-up in solving each sketched least-square problem. Experiments on synthetic and real data on dense and sparse tensors demonstrate that our method outperforms SVD-based and ALS-based algorithms.
format Preprint
id arxiv_https___arxiv_org_abs_2406_02749
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Efficient Leverage Score Sampling for Tensor Train Decomposition
Bharadwaj, Vivek
Rakhshan, Beheshteh T.
Malik, Osman Asif
Rabusseau, Guillaume
Data Structures and Algorithms
Tensor Train~(TT) decomposition is widely used in the machine learning and quantum physics communities as a popular tool to efficiently compress high-dimensional tensor data. In this paper, we propose an efficient algorithm to accelerate computing the TT decomposition with the Alternating Least Squares (ALS) algorithm relying on exact leverage scores sampling. For this purpose, we propose a data structure that allows us to efficiently sample from the tensor with time complexity logarithmic in the tensor size. Our contribution specifically leverages the canonical form of the TT decomposition. By maintaining the canonical form through each iteration of ALS, we can efficiently compute (and sample from) the leverage scores, thus achieving significant speed-up in solving each sketched least-square problem. Experiments on synthetic and real data on dense and sparse tensors demonstrate that our method outperforms SVD-based and ALS-based algorithms.
title Efficient Leverage Score Sampling for Tensor Train Decomposition
topic Data Structures and Algorithms
url https://arxiv.org/abs/2406.02749