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We consider the problem of computing the smallest possible distortion for embedding of a given n-point metric space into R^d, where d is fixed (and small). For d=1, it was known that approximating the minimum distortion with a factor better…

Computational Geometry · Computer Science 2009-09-29 Jiri Matousek , Anastasios Sidiropoulos

A recent work by [Larsen, SODA 2023] introduced a faster combinatorial alternative to Bansal's SDP algorithm for finding a coloring $x \in \{-1, 1\}^n$ that approximately minimizes the discrepancy $\mathrm{disc}(A, x) := | A x |_{\infty}$…

Data Structures and Algorithms · Computer Science 2025-05-27 Yichuan Deng , Xiaoyu Li , Zhao Song , Omri Weinstein

Given a data matrix $X \in R^{n\times d}$ and a response vector $y \in R^{n}$, suppose $n>d$, it costs $O(n d^2)$ time and $O(n d)$ space to solve the least squares regression (LSR) problem. When $n$ and $d$ are both large, exactly solving…

Machine Learning · Computer Science 2014-04-08 Shusen Wang

A number of recent works have studied algorithms for entrywise $\ell_p$-low rank approximation, namely, algorithms which given an $n \times d$ matrix $A$ (with $n \geq d$), output a rank-$k$ matrix $B$ minimizing…

Data Structures and Algorithms · Computer Science 2021-02-09 Frank Ban , Vijay Bhattiprolu , Karl Bringmann , Pavel Kolev , Euiwoong Lee , David P. Woodruff

It has been shown by Indyk and Sidiropoulos [IS07] that any graph of genus g>0 can be stochastically embedded into a distribution over planar graphs with distortion 2^O(g). This bound was later improved to O(g^2) by Borradaile, Lee and…

Computational Geometry · Computer Science 2010-05-24 Anastasios Sidiropoulos

We study first-order optimization algorithms under the constraint that the descent direction is quantized using a pre-specified budget of $R$-bits per dimension, where $R \in (0 ,\infty)$. We propose computationally efficient optimization…

Machine Learning · Computer Science 2022-08-17 Rajarshi Saha , Mert Pilanci , Andrea J. Goldsmith

This note is concerned with deterministic constructions of $m \times N$ matrices satisfying a restricted isometry property from $\ell_2$ to $\ell_1$ on $s$-sparse vectors. Similarly to the standard ($\ell_2$ to $\ell_2$) restricted isometry…

Functional Analysis · Mathematics 2023-10-31 Simon Foucart

In this paper, we obtain improved running times for regression and top eigenvector computation for numerically sparse matrices. Given a data matrix $A \in \mathbb{R}^{n \times d}$ where every row $a \in \mathbb{R}^d$ has $\|a\|_2^2 \leq L$…

Data Structures and Algorithms · Computer Science 2018-11-28 Neha Gupta , Aaron Sidford

An "oblivious subspace embedding (OSE)" given some parameters eps,d is a distribution D over matrices B in R^{m x n} such that for any linear subspace W in R^n with dim(W) = d it holds that Pr_{B ~ D}(forall x in W ||B x||_2 in (1 +/-…

Data Structures and Algorithms · Computer Science 2012-11-07 Jelani Nelson , Huy L. Nguyen

An oblivious subspace embedding (OSE), characterized by parameters $m,n,d,\epsilon,\delta$, is a random matrix $\Pi\in \mathbb{R}^{m\times n}$ such that for any $d$-dimensional subspace $T\subseteq \mathbb{R}^n$, $\Pr_\Pi[\forall x\in T,…

Data Structures and Algorithms · Computer Science 2021-12-22 Yi Li , Mingmou Liu

Recently (Elkin, Filtser, Neiman 2017) introduced the concept of a {\it terminal embedding} from one metric space $(X,d_X)$ to another $(Y,d_Y)$ with a set of designated terminals $T\subset X$. Such an embedding $f$ is said to have…

Data Structures and Algorithms · Computer Science 2024-08-07 Yeshwanth Cherapanamjeri , Jelani Nelson

We show how to compute a relative-error low-rank approximation to any positive semidefinite (PSD) matrix in sublinear time, i.e., for any $n \times n$ PSD matrix $A$, in $\tilde O(n \cdot poly(k/\epsilon))$ time we output a rank-$k$ matrix…

Data Structures and Algorithms · Computer Science 2019-01-04 Cameron Musco , David P. Woodruff

In the total least squares problem, one is given an $m \times n$ matrix $A$, and an $m \times d$ matrix $B$, and one seeks to "correct" both $A$ and $B$, obtaining matrices $\hat{A}$ and $\hat{B}$, so that there exists an $X$ satisfying the…

Data Structures and Algorithms · Computer Science 2019-09-30 Huaian Diao , Zhao Song , David P. Woodruff , Xin Yang

Efficiently computing accurate representations of high-dimensional data is essential for data analysis and unsupervised learning. Dendrograms, also known as ultrametrics, are widely used representations that preserve hierarchical…

Data Structures and Algorithms · Computer Science 2025-03-18 Gabriel Bathie , Guillaume Lagarde

We initiate the study of metric embeddings with \emph{outliers}. Given some metric space $(X,\rho)$ we wish to find a small set of outlier points $K \subset X$ and either an isometric or a low-distortion embedding of $(X\setminus K,\rho)$…

Data Structures and Algorithms · Computer Science 2015-08-17 Anastasios Sidiropoulos , Yusu Wang

We present an optimal O*(n^2) time algorithm for deciding if a metric space (X,d) on n points can be isometrically embedded into the plane endowed with the l_1-metric. It improves the O*(n^2 log^2 n) time algorithm of J. Edmonds (2008).…

Computational Geometry · Computer Science 2011-07-08 Nicolas Catusse , Victor Chepoi , Yann Vaxès

Dimension reduction is a key algorithmic tool with many applications including nearest-neighbor search, compressed sensing and linear algebra in the streaming model. In this work we obtain a {\em sparse} version of the fundamental tool in…

Data Structures and Algorithms · Computer Science 2015-03-14 Anirban Dasgupta , Ravi Kumar , Tamás Sarlós

We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…

Data Structures and Algorithms · Computer Science 2016-10-10 Michael B. Cohen , Cameron Musco , Christopher Musco

In this paper we provide an $\tilde{O}(nd+d^{3})$ time randomized algorithm for solving linear programs with $d$ variables and $n$ constraints with high probability. To obtain this result we provide a robust, primal-dual…

Data Structures and Algorithms · Computer Science 2021-08-24 Jan van den Brand , Yin Tat Lee , Aaron Sidford , Zhao Song

This paper develops a new method for recovering m-sparse signals that is simultaneously uniform and quick. We present a reconstruction algorithm whose run time, O(m log^2(m) log^2(d)), is sublinear in the length d of the signal. The…

Data Structures and Algorithms · Computer Science 2007-05-23 A. C. Gilbert , M. J. Strauss , J. A. Tropp , R. Vershynin