AUTHOR=Götte Michael , Schneider Reinhold , Trunschke Philipp TITLE=A Block-Sparse Tensor Train Format for Sample-Efficient High-Dimensional Polynomial Regression JOURNAL=Frontiers in Applied Mathematics and Statistics VOLUME=7 YEAR=2021 URL=https://www.frontiersin.org/journals/applied-mathematics-and-statistics/articles/10.3389/fams.2021.702486 DOI=10.3389/fams.2021.702486 ISSN=2297-4687 ABSTRACT=

Low-rank tensors are an established framework for the parametrization of multivariate polynomials. We propose to extend this framework by including the concept of block-sparsity to efficiently parametrize homogeneous, multivariate polynomials with low-rank tensors. This provides a representation of general multivariate polynomials as a sum of homogeneous, multivariate polynomials, represented by block-sparse, low-rank tensors. We show that this sum can be concisely represented by a single block-sparse, low-rank tensor.

We further prove cases, where low-rank tensors are particularly well suited by showing that for banded symmetric tensors of homogeneous polynomials the block sizes in the block-sparse multivariate polynomial space can be bounded independent of the number of variables.

We showcase this format by applying it to high-dimensional least squares regression problems where it demonstrates improved computational resource utilization and sample efficiency.