Tensor regression

November 19, 2020 — November 19, 2020

Figure 1

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.