Multi-dimensional Tensor Sketch.

Sketching refers to a class of randomized dimensionality reduction methods that aim to preserve relevant information in large-scale datasets. They have efficient memory requirements and typically require just a single pass over the dataset. Efficient sketching methods have been derived for vector and matrix-valued datasets. When the datasets are higher-order tensors, a naive approach is to flatten the tensors into vectors or matrices and then sketch them. However, this is inefficient since it ignores the multi-dimensional nature of tensors. In this paper, we propose a novel multi-dimensional tensor sketch (MTS) that preserves higher order data structures while reducing dimensionality. We build this as an extension to the popular count sketch (CS) and show that it yields an unbiased estimator of the original tensor. We demonstrate significant advantages in compression ratios when the original data has decomposable tensor representations such as the Tucker, CP, tensor train or Kronecker product forms. We apply MTS to tensorized neural networks where we replace fully connected layers with tensor operations. We achieve nearly state of art accuracy with significant compression on image classification benchmarks.