text: Title: tensorly on large-scale tensor?
  Body: Hi team,
  
  Thanks for this nice repo!
  
  I'm wondering if tensorly actually supports decomposition on large tensors? I'm trying to run parafac on a (N,N,2) tensor, N is as large as 10k. It can run with rank 2, but more than that I won't have enough memory. Is it because of tensorly does all the computation in the dense format so it is hard to scale up? Any thoughts on how I can run parafac on large tensors? Thanks!