Tensor regression


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

Anandkumar, Anima, Rong Ge, Daniel Hsu, Sham M. Kakade, and Matus Telgarsky. 2015. “Tensor Decompositions for Learning Latent Variable Models (A Survey for ALT).” In Algorithmic Learning Theory, edited by Kamalika Chaudhuri, CLAUDIO GENTILE, and Sandra Zilles, 19–38. Lecture Notes in Computer Science. Springer International Publishing. https://doi.org/10.1007/978-3-319-24486-0_2.
Anandkumar, Animashree, Rong Ge, Daniel Hsu, Sham M. Kakade, and Matus Telgarsky. 2014. “Tensor Decompositions for Learning Latent Variable Models.” The Journal of Machine Learning Research 15 (1): 2773–2832. http://jmlr.org/papers/v15/anandkumar14b.html.
Kossaifi, Jean, Yannis Panagakis, Anima Anandkumar, and Maja Pantic. 2019. TensorLy: Tensor Learning in Python.” Journal of Machine Learning Research 20 (26): 1–6. http://jmlr.org/papers/v20/18-277.html.