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arXiv · 2104.14255

A block-sparse Tensor Train Format for sample-efficient high-dimensional Polynomial Regression

Michael Götte·Reinhold Schneider·Philipp Trunschke
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Abstract

Low-rank tensors are an established framework for high-dimensional least-squares problems. We propose to extend this framework by including the concept of block-sparsity. In the context of polynomial regression each sparsity pattern corresponds to some subspace of homogeneous multivariate polynomials. This allows us to adapt the ansatz space to align better with known sample complexity results. The resulting method is tested in numerical experiments and demonstrates improved computational resource utilization and sample efficiency.

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Michael Götte, Reinhold Schneider, Philipp Trunschke. 2021-04-29. A block-sparse Tensor Train Format for sample-efficient high-dimensional Polynomial Regression. https://arxiv.org/abs/2104.14255

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