ISLET: Fast and Optimal Low-rank Tensor Regression via Importance Sketching

9 Nov 2019Anru ZhangYuetian LuoGarvesh RaskuttiMing Yuan

In this paper, we develop a novel procedure for low-rank tensor regression, namely \emph{\underline{I}mportance \underline{S}ketching \underline{L}ow-rank \underline{E}stimation for \underline{T}ensors} (ISLET). The central idea behind ISLET is \emph{importance sketching}, i.e., carefully designed sketches based on both the responses and low-dimensional structure of the parameter of interest... (read more)

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