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.

Classical probability distributions on sets of sequences can be modeled using quantum states. Here, we do so with a quantum state that is pure and entangled. Because it is entangled, the reduced densities that describe subsystems also carry information about the complementary subsystem. This is in contrast to the classical marginal distributions on a subsystem in which information about the complementary system has been integrated out and lost. A training algorithm based on the density matrix renormalization group (DMRG) procedure uses the extra information contained in the reduced densities and organizes it into a tensor network model. An understanding of the extra information contained in the reduced densities allow us to examine the mechanics of this DMRG algorithm and study the generalization error of the resulting model. As an illustration, we work with the even-parity dataset and produce an estimate for the generalization error as a function of the fraction of the dataset used in training.

Tensor networks are efficient representations of high-dimensional tensors which have been very successful for physics and mathematics applications. We demonstrate how algorithms for optimizing such networks can be adapted to supervised learning tasks by using matrix product states (tensor trains) to parameterize models for classifying images. For the MNIST data set we obtain less than 1% test set classification error. We discuss how the tensor network form imparts additional structure to the learned model and suggest a possible generative interpretation.