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In this paper, we revisit the classic CountSketch method, which is a sparse, random projection that transforms a (high-dimensional) Euclidean vector $v$ to a vector of dimension $(2t-1) s$, where $t, s > 0$ are integer parameters. It is…

Data Structures and Algorithms · Computer Science 2021-02-04 Kasper Green Larsen , Rasmus Pagh , Jakub Tětek

In this paper we provide improved running times and oracle complexities for approximately minimizing a submodular function. Our main result is a randomized algorithm, which given any submodular function defined on $n$-elements with range…

Data Structures and Algorithms · Computer Science 2019-09-11 Brian Axelrod , Yang P. Liu , Aaron Sidford

Submodular function minimization is a key problem in a wide variety of applications in machine learning, economics, game theory, computer vision, and many others. The general solver has a complexity of $O(n^3 \log^2 n . E +n^4 {\log}^{O(1)}…

Data Structures and Algorithms · Computer Science 2017-01-25 Srikumar Ramalingam , Chris Russell , Lubor Ladicky , Philip H. S. Torr

It is often desirable to reduce the dimensionality of a large dataset by projecting it onto a low-dimensional subspace. Matrix sketching has emerged as a powerful technique for performing such dimensionality reduction very efficiently. Even…

Machine Learning · Computer Science 2022-06-15 Michał Dereziński , Feynman Liang , Zhenyu Liao , Michael W. Mahoney

We study randomized sketching methods for approximately solving least-squares problem with a general convex constraint. The quality of a least-squares approximation can be assessed in different ways: either in terms of the value of the…

Optimization and Control · Mathematics 2014-11-04 Mert Pilanci , Martin J. Wainwright

Submodular function minimization (SFM) is a fundamental discrete optimization problem which generalizes many well known problems, has applications in various fields, and can be solved in polynomial time. Owing to applications in computer…

Data Structures and Algorithms · Computer Science 2016-11-01 Deeparnab Chakrabarty , Yin Tat Lee , Aaron Sidford , Sam Chiu-wai Wong

Symmetric submodular functions are an important family of submodular functions capturing many interesting cases including cut functions of graphs and hypergraphs. Maximization of such functions subject to various constraints receives little…

Data Structures and Algorithms · Computer Science 2016-04-19 Moran Feldman

Matrix sketching is aimed at finding close approximations of a matrix by factors of much smaller dimensions, which has important applications in optimization and machine learning. Given a matrix A of size m by n, state-of-the-art randomized…

Machine Learning · Computer Science 2016-07-28 Kai Zhang , Chuanren Liu , Jie Zhang , Hui Xiong , Eric Xing , Jieping Ye

A rational approximation by a ratio of polynomial functions is a flexible alternative to polynomial approximation. In particular, rational functions exhibit accurate estimations to nonsmooth and non- Lipschitz functions, where polynomial…

Optimization and Control · Mathematics 2020-02-27 V. Peiris , N. Sharon , N. Sukhorukova J. Ugon

We initiate a broad study of classical problems in the streaming model with insertions and deletions in the setting where we allow the approximation factor $\alpha$ to be much larger than $1$. Such algorithms can use significantly less…

Data Structures and Algorithms · Computer Science 2022-07-19 Yi Li , Honghao Lin , David P. Woodruff , Yuheng Zhang

We construct a matrix $M\in R^{m\otimes d^c}$ with just $m=O(c\,\lambda\,\varepsilon^{-2}\text{poly}\log1/\varepsilon\delta)$ rows, which preserves the norm $\|Mx\|_2=(1\pm\varepsilon)\|x\|_2$ of all $x$ in any given $\lambda$ dimensional…

Data Structures and Algorithms · Computer Science 2019-09-05 Thomas D. Ahle , Jakob B. T. Knudsen

Frequency estimation is one of the most fundamental problems in streaming algorithms. Given a stream $S$ of elements from some universe $U=\{1 \ldots n\}$, the goal is to compute, in a single pass, a short sketch of $S$ so that for any…

Data Structures and Algorithms · Computer Science 2021-11-09 Piotr Indyk , Shyam Narayanan , David P. Woodruff

For many hard computational problems, simple algorithms that run in time $2^n \cdot n^{O(1)}$ arise, say, from enumerating all subsets of a size-$n$ set. Finding (exponentially) faster algorithms is a natural goal that has driven much of…

Data Structures and Algorithms · Computer Science 2025-06-30 László Kozma , Junqi Tan

In this paper we give fast distributed graph algorithms for detecting and listing small subgraphs, and for computing or approximating the girth. Our algorithms improve upon the state of the art by polynomial factors, and for girth, we…

Data Structures and Algorithms · Computer Science 2021-01-20 Keren Censor-Hillel , Orr Fischer , Tzlil Gonen , François Le Gall , Dean Leitersdorf , Rotem Oshman

We introduce a technique for estimating a structured covariance matrix from observations of a random vector which have been sketched. Each observed random vector $\boldsymbol{x}_t$ is reduced to a single number by taking its inner product…

Information Theory · Computer Science 2015-10-09 Sohail Bahmani , Justin Romberg

Functions on a bounded domain in scientific computing are often approximated using piecewise polynomial approximations on meshes that adapt to the shape of the geometry. We study the problem of function approximation using splines on a…

Numerical Analysis · Mathematics 2020-08-27 Vincent Coppé , Daan Huybrechs

We give two approximation algorithms solving the Stochastic Boolean Function Evaluation (SBFE) problem for symmetric Boolean functions. The first is an $O(\log n)$-approximation algorithm, based on the submodular goal-value approach of…

Data Structures and Algorithms · Computer Science 2022-01-05 Dimitrios Gkenosis , Nathaniel Grammel , Lisa Hellerstein , Devorah Kletenik

We consider sketching algorithms which first compress data by multiplication with a random sketch matrix, and then apply the sketch to quickly solve an optimization problem, e.g., low-rank approximation and regression. In the learning-based…

Machine Learning · Computer Science 2024-04-12 Yi Li , Honghao Lin , Simin Liu , Ali Vakilian , David P. Woodruff

We consider fast algorithms for monotone submodular maximization with a general matroid constraint. We present a randomized $(1 - 1/e - \epsilon)$-approximation algorithm that requires $\tilde{O}_{\epsilon}(\sqrt{r} n)$ independence oracle…

Data Structures and Algorithms · Computer Science 2024-05-02 Yusuke Kobayashi , Tatsuya Terao

This paper introduces an efficient algorithm for computing the best approximation of a given matrix onto the intersection of linear equalities, inequalities and the doubly nonnegative cone (the cone of all positive semidefinite matrices…

Optimization and Control · Mathematics 2018-03-20 Ying Cui , Defeng Sun , Kim-Chuan Toh