# Tensor regression

November 19, 2020 — November 19, 2020

algebra

Hilbert space

Generalise your usual linear regression to multilinear regression. Useful tool: tensor decompositions. Tensorly I think is the main implementation of note.

## 1 incoming

## 2 References

Anandkumar, Animashree, Ge, Hsu, et al. 2014. “Tensor Decompositions for Learning Latent Variable Models.”

*The Journal of Machine Learning Research*.
Anandkumar, Anima, Ge, Hsu, et al. 2015. “Tensor Decompositions for Learning Latent Variable Models (A Survey for ALT).” In

*Algorithmic Learning Theory*. Lecture Notes in Computer Science.
Bi, Tang, Yuan, et al. 2021. “Tensors in Statistics.”

*Annual Review of Statistics and Its Application*.
Cui, and Dolgov. 2022. “Deep Composition of Tensor-Trains Using Squared Inverse Rosenblatt Transports.”

*Foundations of Computational Mathematics*.
Kossaifi, Panagakis, Anandkumar, et al. 2019. “TensorLy: Tensor Learning in Python.”

*Journal of Machine Learning Research*.