arXiv subjects

Kim Batselier

Publications and source records attributed to Kim Batselier.

At least 19 recordsLinked to original sources

arXiv2026

Tensor Network Kernel Machines: A JAX Framework for Machine Learning and Nonlinear System Identification

Developing nonlinear models that are both expressive and computationally efficient remains a challenge in machine learning and nonlinear system identification. Tensor network kernel machines (TNKM) address this challenge by combining nonlinear feature representations with compact low-rank tensor-network parameterizations. However, practical and extensible software frameworks for developing TNKM models remain limited. In this work, we introduce "tnkm", an open-source Python library for constructing and training TNKM models using JAX. The library provides a unified interface for combining different feature maps, tensor-network architectures, and optimization strategies, including alternating least squares and gradient-based methods. We demonstrate the capabilities of "tnkm" on nonlinear benchmark problems, showing that the implemented models achieve competitive prediction accuracy while retaining compact parameterizations and efficient training. The proposed framework facilitates reproducible development and application of tensor-network-based learning methods.

cs.MS↗

arXiv2026

Laplace Approximation for Bayesian Tensor Network Kernel Machines

Uncertainty estimation is essential for robust decision-making in the presence of ambiguous or out-of-distribution inputs. Gaussian Processes (GPs) are classical kernel-based models that offer principled uncertainty quantification and perform well on small- to medium-scale datasets. Alternatively, formulating the weight space learning problem under tensor network assumptions yields scalable tensor network kernel machines. However, these assumptions break Gaussianity, complicating standard probabilistic inference. This raises a fundamental question: how can tensor network kernel machines provide principled uncertainty estimates? We propose a novel Bayesian Tensor Network Kernel Machine (LA-TNKM) that employs a (linearized) Laplace approximation for Bayesian inference. A comprehensive set of numerical experiments shows that the proposed method consistently matches or surpasses Gaussian Processes and Bayesian Neural Networks (BNNs) across diverse UCI regression benchmarks, highlighting both its effectiveness and practical relevance.

stat.ML↗

arXiv2025

Laplace Approximation For Tensor Train Kernel Machines In System Identification

To address the scalability limitations of Gaussian process (GP) regression, several approximation techniques have been proposed. One such method is based on tensor networks, which utilizes an exponential number of basis functions without incurring exponential computational cost. However, extending this model to a fully probabilistic formulation introduces several design challenges. In particular, for tensor train (TT) models, it is unclear which TT-core should be treated in a Bayesian manner. We introduce a Bayesian tensor train kernel machine that applies Laplace approximation to estimate the posterior distribution over a selected TT-core and employs variational inference (VI) for precision hyperparameters. Experiments show that core selection is largely independent of TT-ranks and feature structure, and that VI replaces cross-validation while offering up to 65x faster training. The method's effectiveness is demonstrated on an inverse dynamics problem.

stat.ML↗

arXiv2025

Tensor Network Based Feature Learning Model

Many approximations were suggested to circumvent the cubic complexity of kernel-based algorithms, allowing their application to large-scale datasets. One strategy is to consider the primal formulation of the learning problem by mapping the data to a higher-dimensional space using tensor-product structured polynomial and Fourier features. The curse of dimensionality due to these tensor-product features was effectively solved by a tensor network reparameterization of the model parameters. However, another important aspect of model training - identifying optimal feature hyperparameters - has not been addressed and is typically handled using the standard cross-validation approach. In this paper, we introduce the Feature Learning (FL) model, which addresses this issue by representing tensor-product features as a learnable Canonical Polyadic Decomposition (CPD). By leveraging this CPD structure, we efficiently learn the hyperparameters associated with different features alongside the model parameters using an Alternating Least Squares (ALS) optimization method. We prove the effectiveness of the FL model through experiments on real data of various dimensionality and scale. The results show that the FL model can be consistently trained 3-5 times faster than and have the prediction quality on par with a standard cross-validated model.

cs.LG↗

arXiv2025

A Fully Probabilistic Tensor Network for Regularized Volterra System Identification

Modeling nonlinear systems with Volterra series is challenging because the number of kernel coefficients grows exponentially with the model order. This work introduces Bayesian Tensor Network Volterra kernel machines (BTN-V), extending the Bayesian Tensor Network framework to Volterra system identification. BTN-V represents Volterra kernels using canonical polyadic decomposition, reducing model complexity from O(I^D) to O(DIR). By treating all tensor components and hyperparameters as random variables, BTN-V provides predictive uncertainty estimation at no additional computational cost. Sparsity-inducing hierarchical priors enable automatic rank determination and the learning of fading-memory behavior directly from data, improving interpretability and preventing overfitting. Empirical results demonstrate competitive accuracy, enhanced uncertainty quantification, and reduced computational cost.

stat.ML↗

arXiv2025

Automatic Structure Identification for Highly Nonlinear MIMO Volterra Tensor Networks

The Volterra Tensor Network lifts the curse of dimensionality for truncated, discrete times Volterra models, enabling scalable representation of highly nonlinear system. This scalability comes at the cost of introducing randomness through initialization, and leaves open the challenge of how to efficiently determine the hyperparameters model order and memory length. In this paper, we present a unified framework that simultaneously addresses both challenges: We derive two algorithms that incrementally increase the model order and memory length along. Further we proof that the updates are performed along conjugate directions by establishing a mathematical equivalence between our proposed algorithms and equality constrained least squares systems. We present several strategies how to use our proposed algorithms for initialization and hyperparameter selection. In numerical experiments, we demonstrate that our proposed algorithms are more accurate and efficient than the state-of-the-art Volterra Tensor Network and achieve competitive results to several state-of-the-art Volterra models.

math.OC↗

arXiv2025

Interpretable Bayesian Tensor Network Kernel Machines with Automatic Rank and Feature Selection

Tensor Network (TN) Kernel Machines speed up model learning by representing parameters as low-rank TNs, reducing computation and memory use. However, most TN-based Kernel methods are deterministic and ignore parameter uncertainty. Further, they require manual tuning of model complexity hyperparameters like tensor rank and feature dimensions, often through trial-and-error or computationally costly methods like cross-validation. We propose Bayesian Tensor Network Kernel Machines, a fully probabilistic framework that uses sparsity-inducing hierarchical priors on TN factors to automatically infer model complexity. This enables automatic inference of tensor rank and feature dimensions, while also identifying the most relevant features for prediction, thereby enhancing model interpretability. All the model parameters and hyperparameters are treated as latent variables with corresponding priors. Given the Bayesian approach and latent variable dependencies, we apply a mean-field variational inference to approximate their posteriors. We show that applying a mean-field approximation to TN factors yields a Bayesian ALS algorithm with the same computational complexity as its deterministic counterpart, enabling uncertainty quantification at no extra computational cost. Experiments on synthetic and real-world datasets demonstrate the superior performance of our model in prediction accuracy, uncertainty quantification, interpretability, and scalability.

stat.ML↗

arXiv2024

A Kernelizable Primal-Dual Formulation of the Multilinear Singular Value Decomposition

The ability to express a learning task in terms of a primal and a dual optimization problem lies at the core of a plethora of machine learning methods. For example, Support Vector Machine (SVM), Least-Squares Support Vector Machine (LS-SVM), Ridge Regression (RR), Lasso Regression (LR), Principal Component Analysis (PCA), and more recently Singular Value Decomposition (SVD) have all been defined either in terms of primal weights or in terms of dual Lagrange multipliers. The primal formulation is computationally advantageous in the case of large sample size while the dual is preferred for high-dimensional data. Crucially, said learning problems can be made nonlinear through the introduction of a feature map in the primal problem, which corresponds to applying the kernel trick in the dual. In this paper we derive a primal-dual formulation of the Multilinear Singular Value Decomposition (MLSVD), which recovers as special cases both PCA and SVD. Besides enabling computational gains through the derived primal formulation, we propose a nonlinear extension of the MLSVD using feature maps, which results in a dual problem where a kernel tensor arises. We discuss potential applications in the context of signal analysis and deep learning.

cs.LG↗

arXiv2024

Tensor network square root Kalman filter for online Gaussian process regression

The state-of-the-art tensor network Kalman filter lifts the curse of dimensionality for high-dimensional recursive estimation problems. However, the required rounding operation can cause filter divergence due to the loss of positive definiteness of covariance matrices. We solve this issue by developing, for the first time, a tensor network square root Kalman filter, and apply it to high-dimensional online Gaussian process regression. In our experiments, we demonstrate that our method is equivalent to the conventional Kalman filter when choosing a full-rank tensor network. Furthermore, we apply our method to a real-life system identification problem where we estimate $4^{14}$ parameters on a standard laptop. The estimated model outperforms the state-of-the-art tensor network Kalman filter in terms of prediction accuracy and uncertainty quantification.

cs.LG↗

arXiv2024

Constructing structured tensor priors for Bayesian inverse problems

Specifying a prior distribution is an essential part of solving Bayesian inverse problems. The prior encodes a belief on the nature of the solution and this regularizes the problem. In this article we completely characterize a Gaussian prior that encodes the belief that the solution is a structured tensor. We first define the notion of (A,b)-constrained tensors and show that they describe a large variety of different structures such as Hankel, circulant, triangular, symmetric, and so on. Then we completely characterize the Gaussian probability distribution of such tensors by specifying its mean vector and covariance matrix. Furthermore, explicit expressions are proved for the covariance matrix of tensors whose entries are invariant under a permutation. These results unlock a whole new class of priors for Bayesian inverse problems. We illustrate how new kernel functions can be designed and efficiently computed and apply our results on two particular Bayesian inverse problems: completing a Hankel matrix from a few noisy measurements and learning an image classifier of handwritten digits. The effectiveness of the proposed priors is demonstrated for both problems. All applications have been implemented as reactive Pluto notebooks in Julia.

math.NA↗

arXiv2024

Tensor Network-Constrained Kernel Machines as Gaussian Processes

Tensor Networks (TNs) have recently been used to speed up kernel machines by constraining the model weights, yielding exponential computational and storage savings. In this paper we prove that the outputs of Canonical Polyadic Decomposition (CPD) and Tensor Train (TT)-constrained kernel machines recover a Gaussian Process (GP), which we fully characterize, when placing i.i.d. priors over their parameters. We analyze the convergence of both CPD and TT-constrained models, and show how TT yields models exhibiting more GP behavior compared to CPD, for the same number of model parameters. We empirically observe this behavior in two numerical experiments where we respectively analyze the convergence to the GP and the performance at prediction. We thereby establish a connection between TN-constrained kernel machines and GPs.

cs.LG↗

arXiv2024

A divide-and-conquer approach for sparse recovery of high dimensional signals

Compressed sensing (CS) techniques demand significant storage and computational resources, when recovering high-dimensional sparse signals. Block CS (BCS), a special class of CS, addresses both the storage and complexity issues by partitioning the sparse recovery problem into several sub-problems. In this paper, we derive a Welch bound-based guarantee on the reconstruction error with BCS. Our guarantee reveals that the reconstruction quality with BCS monotonically reduces with an increasing number of partitions. To alleviate this performance loss, we propose a sparse recovery technique that exploits correlation across the partitions of the sparse signal. Our method outperforms BCS in the moderate SNR regime, for a modest increase in the storage and computational complexities.

eess.SP↗

arXiv2023

Projecting basis functions with tensor networks for Gaussian process regression

This paper presents a method for approximate Gaussian process (GP) regression with tensor networks (TNs). A parametric approximation of a GP uses a linear combination of basis functions, where the accuracy of the approximation depends on the total number of basis functions $M$. We develop an approach that allows us to use an exponential amount of basis functions without the corresponding exponential computational complexity. The key idea to enable this is using low-rank TNs. We first find a suitable low-dimensional subspace from the data, described by a low-rank TN. In this low-dimensional subspace, we then infer the weights of our model by solving a Bayesian inference problem. Finally, we project the resulting weights back to the original space to make GP predictions. The benefit of our approach comes from the projection to a smaller subspace: It modifies the shape of the basis functions in a way that it sees fit based on the given data, and it allows for efficient computations in the smaller subspace. In an experiment with an 18-dimensional benchmark data set, we show the applicability of our method to an inverse dynamics problem.

stat.ML↗

arXiv2023

Quantized Fourier and Polynomial Features for more Expressive Tensor Network Models

In the context of kernel machines, polynomial and Fourier features are commonly used to provide a nonlinear extension to linear models by mapping the data to a higher-dimensional space. Unless one considers the dual formulation of the learning problem, which renders exact large-scale learning unfeasible, the exponential increase of model parameters in the dimensionality of the data caused by their tensor-product structure prohibits to tackle high-dimensional problems. One of the possible approaches to circumvent this exponential scaling is to exploit the tensor structure present in the features by constraining the model weights to be an underparametrized tensor network. In this paper we quantize, i.e. further tensorize, polynomial and Fourier features. Based on this feature quantization we propose to quantize the associated model weights, yielding quantized models. We show that, for the same number of model parameters, the resulting quantized models have a higher bound on the VC-dimension as opposed to their non-quantized counterparts, at no additional computational cost while learning from identical features. We verify experimentally how this additional tensorization regularizes the learning problem by prioritizing the most salient features in the data and how it provides models with increased generalization capabilities. We finally benchmark our approach on large regression task, achieving state-of-the-art results on a laptop computer.

cs.LG↗

arXiv2023

How Informative is the Approximation Error from Tensor Decomposition for Neural Network Compression?

Tensor decompositions have been successfully applied to compress neural networks. The compression algorithms using tensor decompositions commonly minimize the approximation error on the weights. Recent work assumes the approximation error on the weights is a proxy for the performance of the model to compress multiple layers and fine-tune the compressed model. Surprisingly, little research has systematically evaluated which approximation errors can be used to make choices regarding the layer, tensor decomposition method, and level of compression. To close this gap, we perform an experimental study to test if this assumption holds across different layers and types of decompositions, and what the effect of fine-tuning is. We include the approximation error on the features resulting from a compressed layer in our analysis to test if this provides a better proxy, as it explicitly takes the data into account. We find the approximation error on the weights has a positive correlation with the performance error, before as well as after fine-tuning. Basing the approximation error on the features does not improve the correlation significantly. While scaling the approximation error commonly is used to account for the different sizes of layers, the average correlation across layers is smaller than across all choices (i.e. layers, decompositions, and level of compression) before fine-tuning. When calculating the correlation across the different decompositions, the average rank correlation is larger than across all choices. This means multiple decompositions can be considered for compression and the approximation error can be used to choose between them.

cs.LG↗

arXiv2022

Position: Tensor Networks are a Valuable Asset for Green AI

For the first time, this position paper introduces a fundamental link between tensor networks (TNs) and Green AI, highlighting their synergistic potential to enhance both the inclusivity and sustainability of AI research. We argue that TNs are valuable for Green AI due to their strong mathematical backbone and inherent logarithmic compression potential. We undertake a comprehensive review of the ongoing discussions on Green AI, emphasizing the importance of sustainability and inclusivity in AI research to demonstrate the significance of establishing the link between Green AI and TNs. To support our position, we first provide a comprehensive overview of efficiency metrics proposed in Green AI literature and then evaluate examples of TNs in the fields of kernel machines and deep learning using the proposed efficiency metrics. This position paper aims to incentivize meaningful, constructive discussions by bridging fundamental principles of Green AI and TNs. We advocate for researchers to seriously evaluate the integration of TNs into their research projects, and in alignment with the link established in this paper, we support prior calls encouraging researchers to treat Green AI principles as a research priority.

cs.LG↗

arXiv2021

Tensor Network Kalman Filtering for Large-Scale LS-SVMs

Least squares support vector machines are a commonly used supervised learning method for nonlinear regression and classification. They can be implemented in either their primal or dual form. The latter requires solving a linear system, which can be advantageous as an explicit mapping of the data to a possibly infinite-dimensional feature space is avoided. However, for large-scale applications, current low-rank approximation methods can perform inadequately. For example, current methods are probabilistic due to their sampling procedures, and/or suffer from a poor trade-off between the ranks and approximation power. In this paper, a recursive Bayesian filtering framework based on tensor networks and the Kalman filter is presented to alleviate the demanding memory and computational complexities associated with solving large-scale dual problems. The proposed method is iterative, does not require explicit storage of the kernel matrix, and allows the formulation of early stopping conditions. Additionally, the framework yields confidence estimates of obtained models, unlike alternative methods. The performance is tested on two regression and three classification experiments, and compared to the Nyström and fixed size LS-SVM methods. Results show that our method can achieve high performance and is particularly useful when alternative methods are computationally infeasible due to a slowly decaying kernel matrix spectrum.

cs.LG↗

arXiv2021

Large-Scale Learning with Fourier Features and Tensor Decompositions

Random Fourier features provide a way to tackle large-scale machine learning problems with kernel methods. Their slow Monte Carlo convergence rate has motivated the research of deterministic Fourier features whose approximation error can decrease exponentially in the number of basis functions. However, due to their tensor product extension to multiple dimensions, these methods suffer heavily from the curse of dimensionality, limiting their applicability to one, two or three-dimensional scenarios. In our approach we overcome said curse of dimensionality by exploiting the tensor product structure of deterministic Fourier features, which enables us to represent the model parameters as a low-rank tensor decomposition. We derive a monotonically converging block coordinate descent algorithm with linear complexity in both the sample size and the dimensionality of the inputs for a regularized squared loss function, allowing to learn a parsimonious model in decomposed form using deterministic Fourier features. We demonstrate by means of numerical experiments how our low-rank tensor approach obtains the same performance of the corresponding nonparametric model, consistently outperforming random Fourier features.

cs.LG↗