A Solution for Large Scale Nonlinear Regression with High Rank and
Degree at Constant Memory Complexity via Latent Tensor Reconstruction
- URL: http://arxiv.org/abs/2005.01538v1
- Date: Mon, 4 May 2020 14:49:14 GMT
- Title: A Solution for Large Scale Nonlinear Regression with High Rank and
Degree at Constant Memory Complexity via Latent Tensor Reconstruction
- Authors: Sandor Szedmak (1), Anna Cichonska (1), Heli Julkunen (1), Tapio
Pahikkala (2), Juho Rousu (1), ((1) Aalto University, (2) University of
Turku)
- Abstract summary: This paper proposes a novel method for learning highly nonlinear, multivariate functions from examples.
Our method takes advantage of the property that continuous functions can be approximated by bys, which in turn are representable by tensors.
For learning the models, we present an efficient-based algorithm that can be implemented in linear time.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: This paper proposes a novel method for learning highly nonlinear,
multivariate functions from examples. Our method takes advantage of the
property that continuous functions can be approximated by polynomials, which in
turn are representable by tensors. Hence the function learning problem is
transformed into a tensor reconstruction problem, an inverse problem of the
tensor decomposition. Our method incrementally builds up the unknown tensor
from rank-one terms, which lets us control the complexity of the learned model
and reduce the chance of overfitting. For learning the models, we present an
efficient gradient-based algorithm that can be implemented in linear time in
the sample size, order, rank of the tensor and the dimension of the input. In
addition to regression, we present extensions to classification, multi-view
learning and vector-valued output as well as a multi-layered formulation. The
method can work in an online fashion via processing mini-batches of the data
with constant memory complexity. Consequently, it can fit into systems equipped
only with limited resources such as embedded systems or mobile phones. Our
experiments demonstrate a favorable accuracy and running time compared to
competing methods.
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