Michael Götte

h-index3
2papers
25citations

2 Papers

3.3NAApr 29, 2021Code
A block-sparse Tensor Train Format for sample-efficient high-dimensional Polynomial Regression

Michael Götte, Reinhold Schneider, Philipp Trunschke

Low-rank tensors are an established framework for high-dimensional least-squares problems. We propose to extend this framework by including the concept of block-sparsity. In the context of polynomial regression each sparsity pattern corresponds to some subspace of homogeneous multivariate polynomials. This allows us to adapt the ansatz space to align better with known sample complexity results. The resulting method is tested in numerical experiments and demonstrates improved computational resource utilization and sample efficiency.

5.1NAFeb 27, 2020Code
Tensor network approaches for learning non-linear dynamical laws

A. Goeßmann, M. Götte, I. Roth et al.

Given observations of a physical system, identifying the underlying non-linear governing equation is a fundamental task, necessary both for gaining understanding and generating deterministic future predictions. Of most practical relevance are automated approaches to theory building that scale efficiently for complex systems with many degrees of freedom. To date, available scalable methods aim at a data-driven interpolation, without exploiting or offering insight into fundamental underlying physical principles, such as locality of interactions. In this work, we show that various physical constraints can be captured via tensor network based parameterizations for the governing equation, which naturally ensures scalability. In addition to providing analytic results motivating the use of such models for realistic physical systems, we demonstrate that efficient rank-adaptive optimization algorithms can be used to learn optimal tensor network models without requiring a~priori knowledge of the exact tensor ranks. As such, we provide a physics-informed approach to recovering structured dynamical laws from data, which adaptively balances the need for expressivity and scalability.