This is an implementation of Exponential Machines from the paper "Tensor Train polynomial models via Riemannian optimization" [1605.03795].
The main idea is to use a full exponentially-large polynomial model with all interactions of every order. To deal with exponential complexity we represent and learn the tensor of parameters in the Tensor Train (TT) format.
- The Python version of the TT-toolbox.
- Accelerate is not required, but makes everything faster.
The interface is the same as of Scikit-learn models. To train a model with logistic loss, TT-rank equal 4 using the Riemannian solver for 10 iteration use the following code:
model = TTRegression('all-subsets', 'logistic', rank=4, solver='riemannian-sgd', max_iter=10, verbose=2) model.fit(X_train, y_train)
Experiments from the paper
The code to reproduce the experiments is in the
experiments folder, one Jupyter Notebook per each experiment.