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This paper studies the prediction task of tensor-on-tensor regression in which both covariates and responses are multi-dimensional arrays (a.k.a., tensors) across time with arbitrary tensor order and data dimension. Existing methods either focused on linear models without accounting for possibly nonlinear relationships between covariates and responses, or directly employed black-box deep learning algorithms that failed to utilize the inherent tensor structure. In this work, we propose a Factor Augmented Tensor-on-Tensor Neural Network (FATTNN) that integrates tensor factor models into deep neural networks. We begin with summarizing and extracting useful predictive information (represented by the ``factor tensor'') from the complex structured tensor covariates, and then proceed with the prediction task using the estimated factor tensor as input of a temporal convolutional neural network. The proposed methods effectively handle nonlinearity between complex data structures, and improve over traditional statistical models and conventional deep learning approaches in both prediction accuracy and computational cost. By leveraging tensor factor models, our proposed methods exploit the underlying latent factor structure to enhance the prediction, and in the meantime, drastically reduce the data dimensionality that speeds up the computation. The empirical performances of our proposed methods are demonstrated via simulation studies and real-world applications to three public datasets. Numerical results show that our proposed algorithms achieve substantial increases in prediction accuracy and significant reductions in computational time compared to benchmark methods.
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Robust Approximation of Tensor Networks: Application to Grid-Free Tensor Factorization of the Coulomb Interaction
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With the advent of machine learning and its overarching pervasiveness it is imperative to devise ways to represent large datasets efficiently while distilling intrinsic features necessary for subsequent analysis. The primary workhorse used in data dimensionality reduction and feature extraction has been the matrix singular value decomposition (SVD), which presupposes that data have been arranged in matrix format. A primary goal in this study is to show that high-dimensional datasets are more compressible when treated as tensors (i.e., multiway arrays) and compressed via tensor-SVDs under the tensor-tensor product constructs and its generalizations. We begin by proving Eckart–Young optimality results for families of tensor-SVDs under two different truncation strategies. Since such optimality properties can be proven in both matrix and tensor-based algebras, a fundamental question arises: Does the tensor construct subsume the matrix construct in terms of representation efficiency? The answer is positive, as proven by showing that a tensor-tensor representation of an equal dimensional spanning space can be superior to its matrix counterpart. We then use these optimality results to investigate how the compressed representation provided by the truncated tensor SVD is related both theoretically and empirically to its two closest tensor-based analogs, the truncated high-order SVD and the truncated tensor-train SVD.more » « less
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Performance Implication of Tensor Irregularity and Optimization for Distributed Tensor DecompositionTensors are used by a wide variety of applications to represent multi-dimensional data; tensor decompositions are a class of methods for latent data analytics, data compression, and so on. Many of these applications generate large tensors with irregular dimension sizes and nonzero distribution. CANDECOMP/PARAFAC decomposition (Cpd) is a popular low-rank tensor decomposition for discovering latent features. The increasing overhead on memory and execution time ofCpdfor large tensors requires distributed memory implementations as the only feasible solution. The sparsity and irregularity of tensors hinder the improvement of performance and scalability of distributed memory implementations. While previous works have been proved successful inCpdfor tensors with relatively regular dimension sizes and nonzero distribution, they either deliver unsatisfactory performance and scalability for irregular tensors or require significant time overhead in preprocessing. In this work, we focus on medium-grained tensor distribution to address their limitation for irregular tensors. We first thoroughly investigate through theoretical and experimental analysis. We disclose that the main cause of poorCpdperformance and scalability is the imbalance of multiple types of computations and communications and their tradeoffs; and sparsity and irregularity make it challenging to achieve their balances and tradeoffs. Irregularity of a sparse tensor is categorized based on two aspects: very different dimension sizes and a non-uniform nonzero distribution. Typically, focusing on optimizing one type of load imbalance causes other ones more severe for irregular tensors. To address such challenges, we propose irregularity-aware distributedCpdthat leverages the sparsity and irregularity information to identify the best tradeoff between different imbalances with low time overhead. We materialize the idea with two optimization methods: the prediction-based grid configuration and matrix-oriented distribution policy, where the former forms the global balance among computations and communications, and the latter further adjusts the balances among computations. The experimental results show that our proposed irregularity-aware distributedCpdis more scalable and outperforms the medium- and fine-grained distributed implementations by up to 4.4 × and 11.4 × on 1,536 processors, respectively. Our optimizations support different sparse tensor formats, such as compressed sparse fiber (CSF), coordinate (COO), and Hierarchical Coordinate (HiCOO), and gain good scalability for all of them.more » « less
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1021/acs.jctc.0c01310
