Active learning of tree tensor networks using optimal least-squares

TL;DR

This paper introduces new algorithms for learning high-dimensional functions using tree tensor networks with an optimal least-squares approach, providing error bounds and adaptive strategies for efficient approximation.

Contribution

It presents novel algorithms for approximating functions with tree tensor networks, including adaptive tree construction and error control, advancing the efficiency and stability of tensor network learning.

Findings

Stable approximations achieved with near-parameter sample sizes

Error bounds provided for the least-squares tensor network approximation

Adaptive algorithms effectively reduce sample complexity

Abstract

In this paper, we propose new learning algorithms for approximating high-dimensional functions using tree tensor networks in a least-squares setting. Given a dimension tree or architecture of the tensor network, we provide an algorithm that generates a sequence of nested tensor subspaces based on a generalization of principal component analysis for multivariate functions. An optimal least-squares method is used for computing projections onto the generated tensor subspaces, using samples generated from a distribution depending on the previously generated subspaces. We provide an error bound in expectation for the obtained approximation. Practical strategies are proposed for adapting the feature spaces and ranks to achieve a prescribed error. Also, we propose an algorithm that progressively constructs the dimension tree by suitable pairings of variables, that allows to further reduce the number of samples necessary to reach that error. Numerical examples illustrate the performance of the proposed algorithms and show that stable approximations are obtained with a number of samples close to the number of free parameters of the estimated tensor networks.