Over the past ten years Tensor Network Kernel Machines have enabled efficient nonlinear system identification through the use of low-rank tensor networks. The goal of this article is to provide the reader with a basic understanding of this model class in terms of its two defining properties. Furthermore, both the optimization and regularization of such models are discussed, together with recent developments and starting points for further exploration.
Tensor network kernel machines (TNKMs) combine nonlinear features with low-rank tensor representations to model complex relationships efficiently. However, selecting an appropriate tensor rank remains challenging, as conventional rank-search methods require training multiple candidate models, increasing computational costs. In this work, we focus on a canonical polyadic (CP) tensor network parameterization and propose GB-CPKM, a gradient boosting framework that builds a higher-capacity predictor by sequentially adding fixed-rank learners. This approach provides a new perspective on rank selection by incrementally increasing model capacity, with ensemble size selected based on validation performance rather than through explicit rank search. Experiments on real-world regression benchmarks show that GB-CPKM trains up to 6x faster and uses up to 2x less peak memory than a conventional rank-selection method based on cross-validation, while achieving comparable predictive performance. These results highlight the potential of gradient boosting to improve the computational efficiency and scalability of tensor-network learning.
Tensor Network (TN) kernel machines accelerate supervised learning by using low-rank TNs to reduce computation and memory. However, most TN-based methods are deterministic with manually tuned ranks and feature dimensions, while the existing Bayesian TN kernel machine is restricted to the CANDECOMP/PARAFAC decomposition (CPD), whose single rank is shared by all modes. We extend this framework to the tensor train (TT) and propose Bayesian Tensor Train Kernel Machines (BTT-KM), whose hierarchical ARD-type priors on the TT cores infer the TT ranks and feature dimensions from data. Since each TT core is coupled to the others only through its neighbors, its closed-form posterior update requires propagating the contributions of all other cores along the chain. Mean-field variational inference yields a Bayesian alternating least squares algorithm with the same computational complexity as its deterministic counterpart and a closed-form predictive distribution. A synthetic experiment illustrates that BTT-KM recovers the true TT ranks and feature dimensions from an over-parameterized initialization.