We study the least squares regression problem \begin{align*} \min_{\Theta \in
\mathcal{S}_{\odot D,R}} \|A\Theta-b\|_2, \end{align*} where
$\mathcal{S}_{\odot D,R}$ is the set of $\Theta$ for which $\Theta =
\sum_{r=1}^{R} \theta_1^{(r)} \circ \cdots \circ \theta_D^{(r)}$ for vectors
$