Chen, Yian
Combining Monte Carlo and Tensor-network Methods for Partial Differential Equations via Sketching
Chen, Yian, Khoo, Yuehaw
In this paper, we propose a general framework for solving high-dimensional partial differential equations with tensor networks. Our approach uses Monte-Carlo simulations to update the solution and re-estimates the new solution from samples as a tensor-network using a recently proposed tensor train sketching technique. We showcase the versatility and flexibility of our approach by applying it to two specific scenarios: simulating the Fokker-Planck equation through Langevin dynamics and quantum imaginary time evolution via auxiliary-field quantum Monte Carlo. We also provide convergence guarantees and numerical experiments to demonstrate the efficacy of the proposed method.
Generative Modeling via Hierarchical Tensor Sketching
Peng, Yifan, Chen, Yian, Stoudenmire, E. Miles, Khoo, Yuehaw
We propose a hierarchical tensor-network approach for approximating high-dimensional probability density via empirical distribution. This leverages randomized singular value decomposition (SVD) techniques and involves solving linear equations for tensor cores in this tensor network. The complexity of the resulting algorithm scales linearly in the dimension of the high-dimensional density. An analysis of estimation error demonstrates the effectiveness of this method through several numerical experiments.
Superhighway: Bypass Data Sparsity in Cross-Domain CF
Lai, Kwei-Herng, Wang, Ting-Hsiang, Chi, Heng-Yu, Chen, Yian, Tsai, Ming-Feng, Wang, Chuan-Ju
Cross-domain collaborative filtering (CF) aims to alleviate data sparsity in single-domain CF by leveraging knowledge transferred from related domains. Many traditional methods focus on enriching compared neighborhood relations in CF directly to address the sparsity problem. In this paper, we propose superhighway construction, an alternative explicit relation-enrichment procedure, to improve recommendations by enhancing cross-domain connectivity. Specifically, assuming partially overlapped items (users), superhighway bypasses multi-hop inter-domain paths between cross-domain users (items, respectively) with direct paths to enrich the cross-domain connectivity. The experiments conducted on a real-world cross-region music dataset and a cross-platform movie dataset show that the proposed superhighway construction significantly improves recommendation performance in both target and source domains.