Fast randomized algorithms for computing the generalized tensor SVD based on the tubal product
Salman Ahmadi-Asl, Ugochukwu Ugwu
TL;DR
This work tackles the challenge of efficiently computing the Generalized Tensor SVD ($\mathrm{GTSVD}$) under the $T$-product for large-scale tensors. It introduces two fast randomized algorithms that use random projections to form small tensor sketches, on which deterministic $\mathrm{GTSVD}$ is performed, followed by reconstruction of the original $\mathrm{GTSVD}$. Theoretical error bounds are provided for the randomized methods, and extensive experiments (including synthetic tensors and image restoration) demonstrate substantial speedups with minimal loss of accuracy. The methods enable scalable, real-time tensor decompositions for big data and streaming applications, with potential extensions to streaming data and higher-order tensors discussed for future work.
Abstract
This work deals with developing two fast randomized algorithms for computing the generalized tensor singular value decomposition (GTSVD) based on the tubal product (t-product). The random projection method is utilized to compute the important actions of the underlying data tensors and use them to get small sketches of the original data tensors, which are easier to be handled. Due to the small size of the sketch tensors, deterministic approaches are applied to them to compute their GTSVDs. Then, from the GTSVD of the small sketch tensors, the GTSVD of the original large-scale data tensors is recovered. Some experiments are conducted to show the effectiveness of the proposed approach.
