In the present work, a method is proposed in order to compute an approximation of a given tensor as a sum of tensor trains (TTs), where the order of the variates and the values of the ranks can vary from one term to the other in an adaptive way. The numerical scheme is based on a greedy algorithm and an adaptation of the TT-SVD method. It achieves good performance without depending on the variable ordering: we observed that it behaves as the average of the TT-SVDs when considering all possible permutations of the variable order. The proposed approach can also be used in order to compute an approximation of a tensor in a canonical polyadic (CP) format, as an alternative to standard algorithms like alternating linear squares (ALS) or alternating singular value decomposition (ASVD) methods. Some numerical experiments are proposed, in which the proposed method is compared to ALS and ASVD methods for the construction of a CP approximation of a given tensor and performs particularly well for high-order tensors. The interest of approximating a tensor as a sum of TTs is illustrated in several numerical test cases.
In the present work, a method is proposed in order to compute an approximation of a given tensor as a sum of tensor trains (TTs), where the order of the variates and the values of the ranks can vary from one term to the other in an adaptive way. The numerical scheme is based on a greedy algorithm and an adaptation of the TT-SVD method. It achieves good performance without depending on the variable ordering: we observed that it behaves as the average of the TT-SVDs when considering all possible permutations of the variable order. The proposed approach can also be used in order to compute an approximation of a tensor in a canonical polyadic (CP) format, as an alternative to standard algorithms like alternating linear squares (ALS) or alternating singular value decomposition (ASVD) methods. Some numerical experiments are proposed, in which the proposed method is compared to ALS and ASVD methods for the construction of a CP approximation of a given tensor and performs particularly well for high-order tensors. The interest of approximating a tensor as a sum of TTs is illustrated in several numerical test cases.
The tensor train (TT) is a popular way of representing high-dimensional hyper-rectangular data structures called tensors. It is widely used, for example, in quantum chemistry under the name “matrix product state”. The complexity of the TT model mainly depends on the bond dimensions that connect TT cores, constituting the model. Unlike canonical polyadic decomposition, the TT model complexity may depend on the order of the modes/indices in the data structures or the order of the core tensors in the TT, in general. This letter aims to provide methods for optimizing the order of the modes to reduce the bond dimensions. Since the number of possible orderings of the cores is exponentially high, we propose a greedy algorithm that provides a suboptimal solution. We consider three problem setups, i.e., specifications of the tensor: tensor given by a list of all its elements, tensor described by a TT model with some default order of the modes, and tensor obtained by sampling a multivariate function.
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 D. 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.
Recent achievements in the field of tensor product approximation provide promising new formats for the representation of tensors in form of tree tensor networks. In contrast to the canonical r-term representation (CANDECOMP, PARAFAC), these new formats provide stable representations, while the amount of required data is only slightly larger. The tensor train (TT) format [SIAM J. Sci. Comput., 33 (2011), pp. 2295–2317], a simple special case of the hierarchical Tucker format [J. Fourier Anal. Appl., 5 (2009), p. 706], is a useful prototype for practical low-rank tensor representation. In this article, we show how optimization tasks can be treated in the TT format by a generalization of the well-known alternating least squares (ALS) algorithm and by a modified approach (MALS) that enables dynamical rank adaptation. A formulation of the component equations in terms of so-called retraction operators helps to show that many structural properties of the original problems transfer to the micro-iterations, giving what is to our knowledge the first stable generic algorithm for the treatment of optimization tasks in the tensor format. For the examples of linear equations and eigenvalue equations, we derive concrete working equations for the micro-iteration steps; numerical examples confirm the theoretical results concerning the stability of the TT decomposition and of ALS and MALS but also show that in some cases, high TT ranks are required during the iterative approximation of low-rank tensors, showing some potential of improvement.
We propose a new algorithm for the computation of a singular value decomposition (SVD) low-rank approximation of a matrix in the matrix product operator (MPO) format, also called the tensor train matrix format. Our tensor network randomized SVD (TNrSVD) algorithm is an MPO implementation of the randomized SVD algorithm that is able to compute dominant singular values and their corresponding singular vectors. In contrast to the state-of-the-art tensor-based alternating least squares SVD (ALS-SVD) and modified alternating least squares SVD (MALS-SVD) matrix approximation methods, TNrSVD can be up to 13 times faster while achieving better accuracy. In addition, our TNrSVD algorithm also produces accurate approximations in particular cases where both ALS-SVD and MALS-SVD fail to converge. We also propose a new algorithm for the fast conversion of a sparse matrix into its corresponding MPO form, which is up to 509 times faster than the standard tensor train SVD method while achieving machine precision accuracy. The efficiency and accuracy of both algorithms are demonstrated in numerical experiments.
We discuss extended definitions of linear and multilinear operations such as Kronecker, Hadamard, and contracted products, and establish links between them for tensor calculus. Then we introduce effective low-rank tensor approximation techniques including Candecomp/Parafac (CP), Tucker, and tensor train (TT) decompositions with a number of mathematical and graphical representations. We also provide a brief review of mathematical properties of the TT decomposition as a low-rank approximation technique. With the aim of breaking the curse-of-dimensionality in large-scale numerical analysis, we describe basic operations on large-scale vectors, matrices, and high-order tensors represented by TT decomposition. The proposed representations can be used for describing numerical methods based on TT decomposition for solving large-scale optimization problems such as systems of linear equations and symmetric eigenvalue problems.
In many applications that deal with high dimensional data, it is important to not store the high dimensional object itself, but its representation in a data sparse way. This aims to reduce the storage and computational complexity. There is a general scheme for representing tensors with the help of sums of elementary tensors, where the summation structure is defined by a graph/network. This scheme allows to generalize commonly used approaches in representing a large amount of numerical data (that can be interpreted as a high dimensional object) using sums of elementary tensors. The classification does not only distinguish between elementary tensors and non-elementary tensors, but also describes the number of terms that is needed to represent an object of the tensor space. This classification is referred to as tensor network (format). This work uses the tensor network based approach and describes non-linear block Gauss-Seidel methods (ALS and DMRG) in the context of the general tensor network framework. Another contribution of the thesis is the general conversion of different tensor formats. We are able to efficiently change the underlying graph topology of a given tensor representation while using the similarities (if present) of both the original and the desired structure. This is an important feature in case only minor structural changes are required. In all approximation cases involving iterative methods, it is crucial to find and use a proper initial guess. For linear iteration schemes, a good initial guess helps to decrease the number of iteration steps that are needed to reach a certain accuracy, but it does not change the approximation result. For non-linear iteration schemes, the approximation result may depend on the initial guess. This work introduces a method to successively create an initial guess that improves some approximation results. This algorithm is based on successive rank 1 increments for the r-term format. There are still open questions about how to find the optimal tensor format for a given general problem (e.g. storage, operations, etc.). For instance in the case where a physical background is given, it might be efficient to use this knowledge to create a good network structure. There is however, no guarantee that a better (with respect to the problem) representation structure does not exist.