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htucker – a matlab toolbox for tensors in hierarchical Tucker format

Daniel Kreßner, Christine Tobler

Published Jan 1, 2012• 37 citations
OpenAlex

Abstract

The hierarchical Tucker format is a storage-efficient scheme to approximate and represent tensors of possibly high order. This paper presents a Matlab toolbox, along with the underlying methodology and algorithms, which provides a convenient way to work with this format. The toolbox not only allows for the efficient storage and manipulation of tensors but also offers a set of tools for the development of higher-level algorithms. Several examples for the use of the toolbox are given. 1

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We present two novel algorithms for approximating and incrementally updating the hierarchical Tucker (HT) decomposition of tensor streams. The first algorithm, Batch Hierarchical Tucker - leaf to root ( BHT-l2r ), introduces a restructured HT topology that anchors the batch dimension at the root node, enabling efficient compression and downstream latent space extraction for batches of similar tensors. The second algorithm, Hierarchical Tucker - Rapid Incremental Subspace Expansion ( HT-RISE ), provides a deterministic subspace tracking approach to continuously update this representation as new data batches arrive. Designed for the online setting, HT-RISE never requires full storage or reconstruction of the historical data. Unlike randomized sketching methods that defer network construction, HT-RISE explicitly maintains a fully orthogonal tensor network state at every time step, dynamically adapting tensor ranks to satisfy certified, user-defined error bounds. Empirical evaluations on several datasets demonstrate the superior performance of both methods. BHT-l2r achieves up to 6.2 × greater compression and a 3.7 × speedup over standard HT formats, while HT-RISE delivers up to 3.1 × higher compression and a 3.2 × speedup compared to state-of-the-art incremental Tensor Train algorithms.

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An Introduction to Hierarchical (H-) Rank and TT-Rank of Tensors with Examples

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Abstract We review two similar concepts of hierarchical rank of tensors (which extend the matrix rank to higher order tensors): the TT-rank and the H-rank (hierarchical or H-Tucker rank). Based on this notion of rank, one can define a data-sparse representation of tensors involving O(dnk + dk^3) data for order d tensors with mode sizes n and rank k. Simple examples underline the differences and similarities between the different formats and ranks. Finally, we derive rank bounds for tensors in one of the formats based on the ranks in the other format.

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In this work, we present an efficient method to compress a high-dimensional discrete probability function, i.e., a probability tensor, into a non-negative hierarchical Tucker format. The methodology is a two-stage procedure. In the first stage, we take an existing interpolation method to compress the target tensor into a hierarchical Tucker (HT) in a manner similar to the CUR decomposition for low-rank matrix reconstruction. In the second stage, we fit the first-stage output against a non-negative hierarchical Tucker ansatz using a second-order method tailored specifically for this setting. When the tensor is of order \(d\), both stages admit an \(\mathcal{O}(d)\) computational complexity, and therefore the proposed methodology readily extends into high-dimensional settings. Numerical experiments show success in compressing various high-dimensional probability tensors.

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The hierarchical Tucker format is a storage-efficient scheme to approximate and represent tensors of possibly high order. This paper presents a Matlab toolbox, along with the underlying methodology and algorithms, which provides a convenient way to work with this format. The toolbox not only allows for the efficient storage and manipulation of tensors but also offers a set of tools for the development of higher-level algorithms. Several examples for the use of the toolbox are given. 1
We present two novel algorithms for approximating and incrementally updating the hierarchical Tucker (HT) decomposition of tensor streams. The first algorithm, Batch Hierarchical Tucker - leaf to root ( BHT-l2r ), introduces a restructured HT topology that anchors the batch dimension at the root node, enabling efficient compression and downstream latent space extraction for batches of similar tensors. The second algorithm, Hierarchical Tucker - Rapid Incremental Subspace Expansion ( HT-RISE ), provides a deterministic subspace tracking approach to continuously update this representation as new data batches arrive. Designed for the online setting, HT-RISE never requires full storage or reconstruction of the historical data. Unlike randomized sketching methods that defer network construction, HT-RISE explicitly maintains a fully orthogonal tensor network state at every time step, dynamically adapting tensor ranks to satisfy certified, user-defined error bounds. Empirical evaluations on several datasets demonstrate the superior performance of both methods. BHT-l2r achieves up to 6.2 × greater compression and a 3.7 × speedup over standard HT formats, while HT-RISE delivers up to 3.1 × higher compression and a 3.2 × speedup compared to state-of-the-art incremental Tensor Train algorithms.
Abstract We review two similar concepts of hierarchical rank of tensors (which extend the matrix rank to higher order tensors): the TT-rank and the H-rank (hierarchical or H-Tucker rank). Based on this notion of rank, one can define a data-sparse representation of tensors involving O(dnk + dk^3) data for order d tensors with mode sizes n and rank k. Simple examples underline the differences and similarities between the different formats and ranks. Finally, we derive rank bounds for tensors in one of the formats based on the ranks in the other format.
In the context of big data, high-order tensor decompositions have to face a new challenge in terms of storage and computational costs. The tensor train (TT) decomposition provides a very useful graph-based model reduction, whose storage cost grows linearly with the tensor order DDD. The computation of the TT-core tensors and TT-ranks can be done in a stable sequential (i.e., noniterative) way thanks to the popular TT-SVD algorithm. In this paper, we exploit the ideas developed for the hierarchical/tree Tucker decomposition in the context of the TT decomposition. Specifically, a new efficient estimation scheme, called TT-HSVD (Tensor-Train Hierarchical SVD), is proposed as a solution to compute the TT decomposition of a high-order tensor. The new algorithm simultaneously delivers the TT-core tensors and their TT-ranks in a hierarchical way. It is a stable (i.e., noniterative) and computationally more efficient algorithm than TT-SVD, which is very important when dealing with large-scale data. The TT-HSVD algorithm uses a new reshaping strategy and a tailored partial SVD, which allows us to deal with smaller matrices compared to those of the TT-SVD. In addition, TT-HSVD is well suited for a parallel processing architecture. An algebraic analysis of the two algorithms is carried out, showing that TT-SVD and TT-HSVD compute the same TT-ranks and TT-core tensors up to specific bases. Simulation results for different tensor orders and dimensions corroborate the effectiveness of the proposed algorithm.
In this work, we present an efficient method to compress a high-dimensional discrete probability function, i.e., a probability tensor, into a non-negative hierarchical Tucker format. The methodology is a two-stage procedure. In the first stage, we take an existing interpolation method to compress the target tensor into a hierarchical Tucker (HT) in a manner similar to the CUR decomposition for low-rank matrix reconstruction. In the second stage, we fit the first-stage output against a non-negative hierarchical Tucker ansatz using a second-order method tailored specifically for this setting. When the tensor is of order ddd, both stages admit an O(d)\mathcal{O}(d)O(d) computational complexity, and therefore the proposed methodology readily extends into high-dimensional settings. Numerical experiments show success in compressing various high-dimensional probability tensors.
We propose a combined tensor format, which encapsulates the benefits of Tucker, tensor train (TT), and quantized TT (QTT) formats. The structure is composed of subtensors in TT representations, so the approximation problem is proven to be stable. We describe all important algebraic and optimization operations, which are recast to the TT routines. Several examples on explicit function and operator representations are provided. The asymptotic storage complexity is at most cubic in the rank parameter, that is larger than for the global QTT approximation, but the numerical examples manifest that the ranks in the two-level format usually increase more slowly with the approximation accuracy than the QTT ones. In particular, we observe that high rank peaks, which usually occur in the TT/QTT representations, are significantly relaxed. Thus the reduced costs can be achieved.
Tensor network formats are an efficient tool for numerical computations in many dimensions, yet even this tool often becomes too time- and memory-consuming for a single compute node when applied to problems of scientific interest. Intending to overcome such limitations, we present and analyze a parallelization scheme for algorithms based on the hierarchical Tucker representation which distributes the network vertices and their associated computations over a set of distributed-memory processors. We then propose a modified version of the alternating least squares algorithm for solving linear systems amenable to parallelization according to the aforementioned scheme, and highlight technical considerations important for obtaining an efficient and stable implementation. Our numerical experiments support the theoretical assertion that the parallel scaling of this algorithm is constrained only by the dimensionality and the rank uniformity of the targeted problem.