Abstract | ||
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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. |
Year | DOI | Venue |
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2020 | 10.1137/18M1229973 | SIAM JOURNAL ON SCIENTIFIC COMPUTING |
Keywords | DocType | Volume |
tensor train,hierarchical SVD,dimensionality reduction,tensor graph | Journal | 42 |
Issue | ISSN | Citations |
2 | 1064-8275 | 1 |
PageRank | References | Authors |
0.39 | 0 | 4 |
Name | Order | Citations | PageRank |
---|---|---|---|
Yassine Zniyed | 1 | 3 | 2.22 |
Rémy Boyer | 2 | 301 | 38.10 |
André L. F. de Almeida | 3 | 371 | 48.73 |
GéRard Favier | 4 | 514 | 46.41 |