Big data analysis has become a crucial part of new emerging technologies such as the internet of things, cyber-physical analysis, deep learning, anomaly detection, etc. Among many other techniques, dimensionality reduction plays a key role in such analyses and facilitates feature selection and feature extraction. Randomized algorithms are efficient tools for handling big data tensors. They accelerate decomposing large-scale data tensors by reducing the computational complexity of deterministic algorithms and the communication among different levels of memory hierarchy, which is the main bottleneck in modern computing environments and architectures. In this article, we review recent advances in randomization for computation of Tucker decomposition and Higher Order SVD (HOSVD). We discuss random projection and sampling approaches, single-pass and multi-pass randomized algorithms and how to utilize them in the computation of the Tucker decomposition and the HOSVD. Simulations on synthetic and real datasets are provided to compare the performance of some of best and most promising algorithms.

Cross Tensor Approximation (CTA) is a generalization of Cross/skeleton matrix and CUR Matrix Approximation (CMA) and is a suitable tool for fast low-rank tensor approximation. It facilitates interpreting the underlying data tensors and decomposing/compressing tensors so that their structures, such as nonnegativity, smoothness, or sparsity, can be potentially preserved. This paper reviews and extends state-of-the-art deterministic and randomized algorithms for CTA with intuitive graphical illustrations. We discuss several possible generalizations of the CMA to tensors, including CTAs: based on fiber selection, slice-tube selection, and lateral-horizontal slice selection. The main focus is on the CTA algorithms using Tucker and tubal SVD (t-SVD) models while we provide references to other decompositions such as Tensor Train (TT), Hierarchical Tucker (HT), and Canonical Polyadic (CP) decompositions. We evaluate the performance of the CTA algorithms by extensive computer simulations to compress color and medical images and compare their performance.

The canonical polyadic decomposition (CPD) is a convenient and intuitive tool for tensor factorization; however, for higher order tensors, it often exhibits high computational cost and permutation of tensor entries, and these undesirable effects grow exponentially with the tensor order. Prior compression of tensor in-hand can reduce the computational cost of CPD, but this is only applicable when the rank $R$ of the decomposition does not exceed the tensor dimensions. To resolve these issues, we present a novel method for CPD of higher order tensors, which rests upon a simple tensor network of representative inter-connected core tensors of orders not higher than 3. For rigor, we develop an exact conversion scheme from the core tensors to the factor matrices in CPD and an iterative algorithm of low complexity to estimate these factor matrices for the inexact case. Comprehensive simulations over a variety of scenarios support the proposed approach.