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Optimization of Functions Given in the Tensor Train Format
Andrei Chertkov, Gleb Ryzhakov, Georgii Novikov +1
Tensor train (TT) format is a common approach for computationally efficient work with multidimensional arrays, vectors, matrices, and discretized functions in a wide range of appli…
math.NA2022
Black box approximation in the tensor train format initialized by ANOVA decomposition
Andrei Chertkov, Gleb Ryzhakov, Ivan Oseledets
Surrogate models can reduce computational costs for multivariable functions with an unknown internal structure (black boxes). In a discrete formulation, surrogate modeling is equiv…