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Near Optimal Sketching of Low-Rank Tensor Regression

NeurIPS 2017 · Learning theory and algorithms › Matrix and tensor methods · approach: Randomized tensor decomposition algorithms · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Sketch low-rank tensor regression with an SJLT matrixOLS tensor regression · Synthetic, n = 106, σz = 0 and σz = 1Time (seconds): > 3 × 104 -> 132.93; > 3 × 104 -> 128.65Helped
Sketch low-rank tensor regression with an SJLT matrixOLS tensor regression · Synthetic, n = 106, σz = 1Scaled objective: 0.9425 -> 0.9901Hurt
Sketch low-rank tensor regression with an SJLT matrixOLS tensor regression · MRI, R = 3, 5, and 10Time (seconds): 2824.4 -> 196.31; 8137.2 -> 364.09; 26851 -> 761.73Helped
Sketch low-rank tensor regression with an SJLT matrixOLS tensor regression · MRI, R = 3, 5, and 10Scaled objective: 16.003 -> 17.047; 11.164 -> 11.992; 6.8679 -> 7.3968Hurt
Use a moderately larger rank than the true rankOLS and SOLS · Synthetic dataStatistical performanceNo clear effect
Use a rank smaller than the true rankOLS and SOLS · Synthetic dataStatistical performanceHurt

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