Natural Riemannian gradient for learning functional tensor networks
We consider machine learning tasks with low-rank functional tree tensor networks (TTN) as the learning model. While in the case of least-squares regression, low-rank functional TTNs can be efficiently optimized using alternating optimization, this is not directly possible in other problems, such as multinomial logistic regression. We propose a natural Riemannian gradient descent type approach applicable to arbitrary losses which is based on the natural gradient by Amari. In particular, the search direction obtained by the natural gradient […]