Holistic Multivariance Decomposition: Adapting Mode Interrelations in Low-Rank Tensor Approximations

2026-06-25

AI Summary

This work proposes a novel tensor decomposition framework, termed HMD, which addresses a key limitation of traditional low-rank methods such as Tucker and CP decompositions: their inability to capture high-order interactions among modes, as they only model mode-wise independent variations. HMD explicitly incorporates inter-modal high-order couplings within the low-rank approximation by introducing specially designed projection operators that jointly encode both isolated mode-specific effects and cross-modal interaction structures. By transcending the structural constraints inherent in conventional decompositions, the proposed method achieves substantially lower reconstruction errors and demonstrates superior fidelity and robustness across three diverse benchmark datasets, consistently outperforming Tucker and CP decompositions.

Abstract

Low-rank tensor approximation is a foundational tool for multidimensional data analysis in scientific computing, classically dominated by Tucker and Canonical Polyadic (CP) decompositions. While widely adopted, these standard approximation schemes represent data as sums of rank-1 tensors formed via mode-wise outer products. This inherent mathematical structure captures the independent variations of individual modes but systematically neglects the mutual interactions and coupled dimensional interdependencies natively embedded within the tensor. To overcome this structural limitation, we introduce the Holistic Multivariance Decomposition (HMD) framework. HMD provides a novel tensor decomposition algorithm that explicitly models both isolated mode effects and higher order mutual relationships through specialized projection operators. Numerical evaluations focusing on three distinct benchmarks from various fields demonstrate that the proposed HMD framework consistently yields significantly lower reconstruction errors compared to both Tucker and CP decomposition. These results establish HMD as a robust, high fidelity computational method for resolving complex, deeply coupled multidimensional data structures in science and engineering applications.

Problem

• low-rank tensor approximation
• mode interrelations
• multidimensional data analysis
• tensor decomposition
• dimensional interdependencies

Innovation

• Holistic Multivariance Decomposition
• low-rank tensor approximation
• mode interrelations
• tensor decomposition
• multidimensional data analysis