In this paper, we focus on the fixed TT-rank and precision problems of finding an approximation of the tensor train (TT) decomposition of a tensor. Note that the TT-SVD and TT-cross are two well-known algorithms for these two problems. Firstly, by combining the random projection technique with the power scheme, we obtain two types of randomized algorithms for the fixed TT-rank problem. Secondly, by using the non-asymptotic theory of sub-random Gaussian matrices, we derive the upper bounds of the proposed randomized algorithms. Thirdly, we deduce a new deterministic strategy to estimate the desired TT-rank with a given tolerance and another adaptive randomized algorithm that finds a low TT-rank representation satisfying a given tolerance, and is beneficial when the target TT-rank is not known in advance. We finally illustrate the accuracy of the proposed algorithms via some test tensors from synthetic and real databases. In particular, for the fixed TT-rank problem, the proposed algorithms can be several times faster than the TT-SVD, and the accuracy of the proposed algorithms and the TT-SVD are comparable for several test tensors.
翻译:本文聚焦于固定TT秩和精度问题,旨在寻求张量的张量列(TT)分解近似。注意到TT-SVD和TT-cross是解决这两个问题的两种经典算法。首先,通过将随机投影技术与幂方法相结合,我们针对固定TT秩问题提出了两类随机化算法。其次,利用子随机高斯矩阵的非渐近理论,我们推导了所提随机化算法的上界。第三,我们提出了一种新的确定性策略,用于在给定容差下估计目标TT秩,并设计了一种自适应随机化算法,该算法能够找到满足给定容差的低TT秩表示,尤其适用于目标TT秩未知的情况。最后,通过来自合成数据集和真实数据库的若干测试张量,我们验证了所提算法的准确性。特别地,对于固定TT秩问题,所提算法比TT-SVD快数倍,且在多个测试张量上,所提算法与TT-SVD的精度相当。