English
Related papers

Related papers: Sampling Algorithms and Coresets for Lp Regression

200 papers

We study the problem of entrywise $\ell_1$ low rank approximation. We give the first polynomial time column subset selection-based $\ell_1$ low rank approximation algorithm sampling $\tilde{O}(k)$ columns and achieving an…

Data Structures and Algorithms · Computer Science 2020-11-17 Arvind V. Mahankali , David P. Woodruff

The $\ell_p$ linear regression problem is to minimize $f(x)=||Ax-b||_p$ over $x\in\mathbb{R}^d$, where $A\in\mathbb{R}^{n\times d}$, $b\in \mathbb{R}^n$, and $p>0$. To avoid overfitting and bound $||x||_2$, the constrained $\ell_p$…

Machine Learning · Computer Science 2019-02-28 Ibrahim Jubran , David Cohn , Dan Feldman

The problem of recovering a structured signal $\mathbf{x} \in \mathbb{C}^p$ from a set of dimensionality-reduced linear measurements $\mathbf{b} = \mathbf {A}\mathbf {x}$ arises in a variety of applications, such as medical imaging,…

Information Theory · Computer Science 2016-05-25 Luca Baldassarre , Yen-Huan Li , Jonathan Scarlett , Baran Gözcü , Ilija Bogunovic , Volkan Cevher

Many problems in machine learning can be solved by rounding the solution of an appropriate linear program (LP). This paper shows that we can recover solutions of comparable quality by rounding an approximate LP solution instead of the ex-…

Numerical Analysis · Computer Science 2013-11-19 Srikrishna Sridhar , Victor Bittorf , Ji Liu , Ce Zhang , Christopher Ré , Stephen J. Wright

When faced with a data set too large to be processed all at once, an obvious solution is to retain only part of it. In practice this takes a wide variety of different forms, and among them "coresets" are especially appealing. A coreset is a…

Machine Learning · Statistics 2020-01-07 Nicolas Tremblay , Simon Barthelmé , Pierre-Olivier Amblard

In this paper, we present near-optimal space bounds for Lp-samplers. Given a stream of updates (additions and subtraction) to the coordinates of an underlying vector x \in R^n, a perfect Lp sampler outputs the i-th coordinate with…

Data Structures and Algorithms · Computer Science 2010-12-23 Hossein Jowhari , Mert Sağlam , Gábor Tardos

In numerous substitution models for the $\l_{0}$-norm minimization problem $(P_{0})$, the $\l_{p}$-norm minimization $(P_{p})$ with $0<p<1$ have been considered as the most natural choice. However, the non-convex optimization problem…

Optimization and Control · Mathematics 2018-04-27 Angang Cui , Jigen Peng , Haiyang Li

We study (constrained) least-squares regression as well as multiple response least-squares regression and ask the question of whether a subset of the data, a coreset, suffices to compute a good approximate solution to the regression. We…

Data Structures and Algorithms · Computer Science 2016-11-18 Christos Boutsidis , Petros Drineas , Malik Magdon-Ismail

We consider the problem of robust polynomial regression, where one receives samples $(x_i, y_i)$ that are usually within $\sigma$ of a polynomial $y = p(x)$, but have a $\rho$ chance of being arbitrary adversarial outliers. Previously, it…

Data Structures and Algorithms · Computer Science 2017-08-11 Daniel Kane , Sushrut Karmalkar , Eric Price

We study the classical problem of moment estimation of an underlying vector whose $n$ coordinates are implicitly defined through a series of updates in a data stream. We show that if the updates to the vector arrive in the random-order…

Data Structures and Algorithms · Computer Science 2022-07-08 David P. Woodruff , Samson Zhou

The reliable and accurate numerical approximation of the $p$-Laplacian is particularly challenging in the extreme regimes $p \to 1^{+}$ and $p \gg 1$, where the operator becomes either highly singular or strongly degenerate, often causing…

Numerical Analysis · Mathematics 2026-05-28 Tianhao Hu , Guanglian Li , Fengru Wang , Yifeng Xu , Zhi Zhou

We consider the problem of approximating a given matrix by a low-rank matrix so as to minimize the entrywise $\ell_p$-approximation error, for any $p \geq 1$; the case $p = 2$ is the classical SVD problem. We obtain the first provably good…

Data Structures and Algorithms · Computer Science 2017-05-19 Flavio Chierichetti , Sreenivas Gollapudi , Ravi Kumar , Silvio Lattanzi , Rina Panigrahy , David P. Woodruff

The goal of coreset selection in supervised learning is to produce a weighted subset of data, so that training only on the subset achieves similar performance as training on the entire dataset. Existing methods achieved promising results in…

Machine Learning · Computer Science 2023-01-25 Xiao Zhou , Renjie Pi , Weizhong Zhang , Yong Lin , Tong Zhang

In this paper, we consider the "foreach" sparse recovery problem with failure probability $p$. The goal of which is to design a distribution over $m \times N$ matrices $\Phi$ and a decoding algorithm $\algo$ such that for every…

Data Structures and Algorithms · Computer Science 2013-04-24 Anna C. Gilbert , Hung Q. Ngo , Ely Porat , Atri Rudra , Martin J. Strauss

Recovering a low-rank matrix from highly corrupted measurements arises in compressed sensing of structured high-dimensional signals (e.g., videos and hyperspectral images among others). Robust principal component analysis (RPCA), solved via…

Optimization and Control · Mathematics 2022-06-28 Vahan Hovhannisyan , Yannis Panagakis , Panos Parpas , Stefanos Zafeiriou

As deep learning models continue to scale, the growing computational demands have amplified the need for effective coreset selection techniques. Coreset selection aims to accelerate training by identifying small, representative subsets of…

Machine Learning · Computer Science 2025-11-24 Wei-Kai Chang , Rajiv Khanna

In this paper, we consider the problem of $\ell_{p}$ norm linear regression, which has several applications such as in sparse recovery, data clustering, and semi-supervised learning. The problem, even though convex, does not enjoy a…

Machine Learning · Computer Science 2021-10-26 R. Jyothi , P. Babu

We prove a general result demonstrating the power of Lagrangian relaxation in solving constrained maximization problems with arbitrary objective functions. This yields a unified approach for solving a wide class of {\em subset selection}…

Data Structures and Algorithms · Computer Science 2015-12-22 Ariel Kulik , Hadas Shachnai , Gal Tamir

Correlation Clustering is a fundamental and widely-studied problem in unsupervised learning and data mining. The input is a graph and the goal is to construct a clustering minimizing the number of inter-cluster edges plus the number of…

Data Structures and Algorithms · Computer Science 2025-11-05 Nairen Cao , Vincent Cohen-Addad , Shi Li , Euiwoong Lee , David Rasmussen Lolck , Alantha Newman , Mikkel Thorup , Lukas Vogl , Shuyi Yan , Hanwen Zhang

In this paper, we resolve the one-pass space complexity of $L_p$ sampling for $p \in (0,2)$. Given a stream of updates (insertions and deletions) to the coordinates of an underlying vector $f \in \mathbb{R}^n$, a perfect $L_p$ sampler must…

Data Structures and Algorithms · Computer Science 2019-11-12 Rajesh Jayaram , David P. Woodruff