Linear-Scaling Tensor Train Sketching
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Abstract
We introduce the TTStack sketch, a structured random projection tailored to the tensor train (TT) format that unifies existing TT-adapted sketching operators.
By varying two integer parameters $P$ and $R$, TTStack interpolates between the Khatri-Rao sketch ($R=1$) and the Gaussian TT sketch ($P=1$).
We prove that TTStack satisfies an oblivious subspace embedding (OSE) property with parameters $R = \mathcal{O}(d(r+\log 1/\delta))$ and $P = \mathcal{O}(\varepsilon^{-2})$, and an oblivious subspace injection (OSI) property under the condition $R = \mathcal{O}(d)$ and $P = \mathcal{O}(\varepsilon^{-2}(r + \log r/\delta))$.
Both guarantees depend only linearly on the tensor order $d$ and on the subspace dimension $r$, in contrast to prior constructions that suffer from exponential scaling in $d$.
As direct consequences, we derive quasi-optimal error bounds for the QB factorization and randomized TT rounding.
The theoretical results are supported by numerical experiments on synthetic tensors, Hadamard products, and a quantum chemistry application.