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arXiv 2002.05079cs.LGcs.NAmath.NAstat.ML
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Efficient Structure-preserving Support Tensor Train Machine

Max Planck Institute for Dynamics of Complex Technical Systems(马克斯·普朗克复杂技术系统动力学研究所);University of Bath(巴斯大学);Technische Universität Chemnitz(开姆尼茨工业大学)

Kirandeep Kour, Sergey Dolgov, Martin Stoll, Peter Benner

英文摘要:

An increasing amount of collected data are high-dimensional multi-way arrays (tensors), and it is crucial for efficient learning algorithms to exploit this tensorial structure as much as possible. The ever-present curse of dimensionality for high dimensional data and the loss of structure when vectorizing the data motivates the use of tailored low-rank tensor classification methods. In the presence of small amounts of training data, kernel methods offer an attractive choice as they provide the possibility for a nonlinear decision boundary. We develop the Tensor Train Multi-way Multi-level Kernel (TT-MMK), which combines the simplicity of the Canonical Polyadic decomposition, the classification power of the Dual Structure-preserving Support Vector Machine, and the reliability of the Tensor Train (TT) approximation. We show by experiments that the TT-MMK method is usually more reliable computationally, less sensitive to tuning parameters, and gives higher prediction accuracy in the SVM classification when benchmarked against other state-of-the-art techniques.

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