Tensor Computation: A New Framework for High-Dimensional Problems in EDA

Many critical EDA problems suffer from the curse of dimensionality, i.e. the very fast-scaling computational burden produced by large number of parameters and/or unknown variables. This phenomenon may be caused by multiple spatial or temporal factors (e.g. 3-D field solvers discretizations and multi-rate circuit simulation), nonlinearity of devices and circuits, large number of design or optimization parameters (e.g. full-chip routing/placement and circuit sizing), or extensive process variations (e.g. variability/reliability analysis and design for manufacturability). The computational challenges generated by such high dimensional problems are generally hard to handle efficiently with traditional EDA core algorithms that are based on matrix and vector computation. This paper presents "tensor computation" as an alternative general framework for the development of efficient EDA algorithms and tools. A tensor is a high-dimensional generalization of a matrix and a vector, and is a natural choice for both storing and solving efficiently high-dimensional EDA problems. This paper gives a basic tutorial on tensors, demonstrates some recent examples of EDA applications (e.g., nonlinear circuit modeling and high-dimensional uncertainty quantification), and suggests further open EDA problems where the use of tensor computation could be of advantage.Comment: 14 figures. Accepted by IEEE Trans. CAD of Integrated Circuits and System

Scalable Tensor Factorizations for Incomplete Data

The problem of incomplete data - i.e., data with missing or unknown values - in multi-way arrays is ubiquitous in biomedical signal processing, network traffic analysis, bibliometrics, social network analysis, chemometrics, computer vision, communication networks, etc. We consider the problem of how to factorize data sets with missing values with the goal of capturing the underlying latent structure of the data and possibly reconstructing missing values (i.e., tensor completion). We focus on one of the most well-known tensor factorizations that captures multi-linear structure, CANDECOMP/PARAFAC (CP). In the presence of missing data, CP can be formulated as a weighted least squares problem that models only the known entries. We develop an algorithm called CP-WOPT (CP Weighted OPTimization) that uses a first-order optimization approach to solve the weighted least squares problem. Based on extensive numerical experiments, our algorithm is shown to successfully factorize tensors with noise and up to 99% missing data. A unique aspect of our approach is that it scales to sparse large-scale data, e.g., 1000 x 1000 x 1000 with five million known entries (0.5% dense). We further demonstrate the usefulness of CP-WOPT on two real-world applications: a novel EEG (electroencephalogram) application where missing data is frequently encountered due to disconnections of electrodes and the problem of modeling computer network traffic where data may be absent due to the expense of the data collection process

Tensor completion in hierarchical tensor representations

Compressed sensing extends from the recovery of sparse vectors from undersampled measurements via efficient algorithms to the recovery of matrices of low rank from incomplete information. Here we consider a further extension to the reconstruction of tensors of low multi-linear rank in recently introduced hierarchical tensor formats from a small number of measurements. Hierarchical tensors are a flexible generalization of the well-known Tucker representation, which have the advantage that the number of degrees of freedom of a low rank tensor does not scale exponentially with the order of the tensor. While corresponding tensor decompositions can be computed efficiently via successive applications of (matrix) singular value decompositions, some important properties of the singular value decomposition do not extend from the matrix to the tensor case. This results in major computational and theoretical difficulties in designing and analyzing algorithms for low rank tensor recovery. For instance, a canonical analogue of the tensor nuclear norm is NP-hard to compute in general, which is in stark contrast to the matrix case. In this book chapter we consider versions of iterative hard thresholding schemes adapted to hierarchical tensor formats. A variant builds on methods from Riemannian optimization and uses a retraction mapping from the tangent space of the manifold of low rank tensors back to this manifold. We provide first partial convergence results based on a tensor version of the restricted isometry property (TRIP) of the measurement map. Moreover, an estimate of the number of measurements is provided that ensures the TRIP of a given tensor rank with high probability for Gaussian measurement maps.Comment: revised version, to be published in Compressed Sensing and Its Applications (edited by H. Boche, R. Calderbank, G. Kutyniok, J. Vybiral