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We introduce and study a new data sketch for processing massive datasets. It addresses two common problems: 1) computing a sum given arbitrary filter conditions and 2) identifying the frequent items or heavy hitters in a data set. For the…

Computation · Statistics 2017-09-14 Daniel Ting

We consider massive distributed datasets that consist of elements modeled as key-value pairs and the task of computing statistics or aggregates where the contribution of each key is weighted by a function of its frequency (sum of values of…

Data Structures and Algorithms · Computer Science 2019-12-24 Edith Cohen , Ofir Geri

Despite empirical risk minimization (ERM) is widely applied in the machine learning community, its performance is limited on data with spurious correlation or subpopulation that is introduced by hidden attributes. Existing literature…

Machine Learning · Computer Science 2024-12-18 Hongyu Shen , Zhizhen Zhao

Sketching, a dimensionality reduction technique, has received much attention in the statistics community. In this paper, we study sketching in the context of Newton's method for solving finite-sum optimization problems in which the number…

Optimization and Control · Mathematics 2019-06-03 Albert S. Berahas , Raghu Bollapragada , Jorge Nocedal

Large, distributed data streams are now ubiquitous. High-accuracy sketches with low memory overhead have become the de facto method for analyzing this data. For instance, if we wish to group data by some label and report the largest counts…

Data Structures and Algorithms · Computer Science 2024-02-14 Homin K. Lee , Charles Masson

CountSketch is a popular dimensionality reduction technique that maps vectors to a lower dimension using randomized linear measurements. The sketch supports recovering $\ell_2$-heavy hitters of a vector (entries with $v[i]^2 \geq…

Data Structures and Algorithms · Computer Science 2022-03-01 Edith Cohen , Xin Lyu , Jelani Nelson , Tamás Sarlós , Moshe Shechner , Uri Stemmer

Sample surveys are widely used to obtain information about totals, means, medians, and other parameters of finite populations. In many applications, similar information is desired for subpopulations such as individuals in specific…

Methodology · Statistics 2017-05-30 Jiahua Chen , Yukun Liu

Random sampling is an essential tool in the processing and transmission of data. It is used to summarize data too large to store or manipulate and meet resource constraints on bandwidth or battery power. Estimators that are applied to the…

Databases · Computer Science 2015-03-19 Edith Cohen , Haim Kaplan

This paper argues that randomized linear sketching is a natural tool for on-the-fly compression of data matrices that arise from large-scale scientific simulations and data collection. The technical contribution consists in a new algorithm…

Numerical Analysis · Computer Science 2019-02-26 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

We present a new approach for computing compact sketches that can be used to approximate the inner product between pairs of high-dimensional vectors. Based on the Weighted MinHash algorithm, our approach admits strong accuracy guarantees…

We consider the problem of sketching set valuation functions, defined as the expectation of a valuation function applied to independent random item values. For valuation functions that are monotone and either subadditive or submodular, and…

Statistics Theory · Mathematics 2026-03-11 Milan Vojnović , Yiliu Wang

Randomized algorithms, such as randomized sketching or stochastic optimization, are a promising approach to ease the computational burden in analyzing large datasets. However, randomized algorithms also produce non-deterministic outputs,…

Methodology · Statistics 2025-05-13 Zhixiang Zhang , Sokbae Lee , Edgar Dobriban

Recently there has been increased interest in using machine learning techniques to improve classical algorithms. In this paper we study when it is possible to construct compact, composable sketches for weighted sampling and statistics…

Data Structures and Algorithms · Computer Science 2021-11-04 Edith Cohen , Ofir Geri , Rasmus Pagh

Geometric data summarization has become an essential tool in both geometric approximation algorithms and where geometry intersects with big data problems. In linear or near-linear time large data sets can be compressed into a summary, and…

Computational Geometry · Computer Science 2016-06-14 Jeff M. Phillips

Document sketching using Jaccard similarity has been a workable effective technique in reducing near-duplicates in Web page and image search results, and has also proven useful in file system synchronization, compression and learning…

Data Structures and Algorithms · Computer Science 2014-10-17 Bernhard Haeupler , Mark Manasse , Kunal Talwar

Learning parameters from voluminous data can be prohibitive in terms of memory and computational requirements. We propose a "compressive learning" framework where we estimate model parameters from a sketch of the training data. This sketch…

Machine Learning · Computer Science 2017-05-08 Nicolas Keriven , Anthony Bourrier , Rémi Gribonval , Patrick Pérez

Which one is better between two representative graph summarization models with and without edge weights? From web graphs to online social networks, large graphs are everywhere. Graph summarization, which is an effective graph compression…

Databases · Computer Science 2022-05-09 Shinhwan Kang , Kyuhan Lee , Kijung Shin

A key need in different disciplines is to perform analytics over fast-paced data streams, similar in nature to the traditional OLAP analytics in relational databases i.e., with filters and aggregates. Storing unbounded streams, however, is…

Databases · Computer Science 2023-09-13 Wieger R. Punter , Odysseas Papapetrou , Minos Garofalakis

This article explores and analyzes the unsupervised clustering of large partially observed graphs. We propose a scalable and provable randomized framework for clustering graphs generated from the stochastic block model. The clustering is…

Social and Information Networks · Computer Science 2022-12-06 Mostafa Rahmani , Andre Beckus , Adel Karimian , George Atia

In the analysis of survey data, sampling weights are needed for consistent estimation of the population. However, the original inverse probability weights from the survey sample design are typically modified to account for non-response, to…

Computation · Statistics 2025-08-19 Matthew R. Williams , Terrance D. Savitsky