Introduction ^^^^^^^^^^^^^ **ICF-MI** combines two statistical algorithms, **TT-ICE** which is an incremental tensor-train decomposition alogorithm suitable for data streams and **GIM** which is a model identification alogorithm. The Algorithm has the following salient features: * **TT-ICE** is a novel incremental tensor-train (TT) decomposition algorithm which is developed to decompose high dimensional data streams into tensor-train format. **TT-ICE** uses orthogonal projections and sequential application of SVD to compute the missing orthogonal directions in the TT-cores. For a stream of d-dimensional tensors, **TT-ICE** accumulates the stream along an additional (d+1)-th dimension and trains d 3 dimensional TT-cores that span the first d dimensions of the stream. The (d+1)-th TT-core resulting from the decomposition process contains coefficient vectors unique to each datum. Within the scope of our pipeline, we will treat **TT-ICE** as a multilinear dimensionality reduction tool and use the coefficient vectors contained in the last TT-core to train the surrogate model. * **GIM** is an information-theoretic model identification algorithm which can be used to identify the model which best fits the data. * **ICF-MI** is a combination of **TT-ICE** and **GIM** and can therefore be used to identify the model parameter in a cost efficient manner. .. HEADING: .. =============== .. * If necessart mention some points here. REFERENCES: =============== * `Google `_ , search engine has been used throughout the project. * Aksoy et al., An Incremental Tensor-Train Decomposition Algorithm, `arXiv preprint `_ * Other kind of text ``Bold reference``. * Bold **letters**. Developers: ======== | Sahil Bhola (University of Michgan, Ann Arbor) | Doruk Aksoy (University of Michgan, Ann Arbor) | Carleen McKenna (University of Michgan, Ann Arbor) | Codie Kawaguchi (University of Michgan, Ann Arbor)