# Higher-order principal component analysis for the approximation of tensors in tree-based low-rank formats

## TL;DR

This paper introduces a hierarchical algorithm for tensor approximation in tree-based formats using only point evaluations, combining higher-order SVD and empirical PCA to achieve near-optimal accuracy efficiently.

## Contribution

It presents a novel algorithm that constructs tensor approximations from point evaluations, with theoretical guarantees for near-optimality and applicability to high-dimensional functions.

## Key findings

- Algorithm achieves approximation with a number of evaluations comparable to storage complexity.
- Provides quasi-optimal or prescribed error approximations under certain assumptions.
- Numerical examples demonstrate effectiveness for high-dimensional tensor formats.

## Abstract

This paper is concerned with the approximation of tensors using tree-based tensor formats, which are tensor networks whose graphs are dimension partition trees. We consider Hilbert tensor spaces of multivariate functions defined on a product set equipped with a probability measure. This includes the case of multidimensional arrays corresponding to finite product sets. We propose and analyse an algorithm for the construction of an approximation using only point evaluations of a multivariate function, or evaluations of some entries of a multidimensional array. The algorithm is a variant of higher-order singular value decomposition which constructs a hierarchy of subspaces associated with the different nodes of the tree and a corresponding hierarchy of interpolation operators. Optimal subspaces are estimated using empirical principal component analysis of interpolations of partial random evaluations of the function. The algorithm is able to provide an approximation in any tree-based format with either a prescribed rank or a prescribed relative error, with a number of evaluations of the order of the storage complexity of the approximation format. Under some assumptions on the estimation of principal components, we prove that the algorithm provides either a quasi-optimal approximation with a given rank, or an approximation satisfying the prescribed relative error, up to constants depending on the tree and the properties of interpolation operators. The analysis takes into account the discretization errors for the approximation of infinite-dimensional tensors. Several numerical examples illustrate the main results and the behavior of the algorithm for the approximation of high-dimensional functions using hierarchical Tucker or tensor train tensor formats, and the approximation of univariate functions using tensorization.