Related papers: Uniform Sampling for Matrix Approximation
In this paper, we consider the problem of column subset selection. We present a novel analysis of the spectral norm reconstruction for a simple randomized algorithm and establish a new bound that depends explicitly on the sampling…
Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…
For massive data, the family of subsampling algorithms is popular to downsize the data volume and reduce computational burden. Existing studies focus on approximating the ordinary least squares estimate in linear regression, where…
Motivated by the least squares solver Blendenpik, we investigate three strategies for uniform sampling of rows from m x n matrices Q with orthonormal columns. The goal is to determine, with high probability, how many rows are required so…
We present a matrix-factorization algorithm that scales to input matrices with both huge number of rows and columns. Learned factors may be sparse or dense and/or non-negative, which makes our algorithm suitable for dictionary learning,…
We give a simple algorithm to efficiently sample the rows of a matrix while preserving the p-norms of its product with vectors. Given an $n$-by-$d$ matrix $\boldsymbol{\mathit{A}}$, we find with high probability and in input sparsity time…
The uniform distribution on matrices with specified row and column sums is often a natural choice of null model when testing for structure in two-way tables (binary or nonnegative integer). Due to the difficulty of sampling from this…
Consider the collection of all binary matrices having a specific sequence of row and column sums and consider sampling binary matrices uniformly from this collection. Practical algorithms for exact uniform sampling are not known, but there…
Multiple matrix sampling is a survey methodology technique that randomly chooses a relatively small subset of items to be presented to survey respondents for the purpose of reducing respondent burden. The data produced are missing…
Robust low-rank approximation under row-wise adversarial corruption can be achieved with a single pass, randomized procedure that detects and removes outlier rows by thresholding their projected norms. We propose a scalable, non-iterative…
This paper addresses matrix approximation problems for matrices that are large, sparse and/or that are representations of large graphs. To tackle these problems, we consider algorithms that are based primarily on coarsening techniques,…
The problem of column subset selection asks for a subset of columns from an input matrix such that the matrix can be reconstructed as accurately as possible within the span of the selected columns. A natural extension is to consider a…
With appropriately chosen sampling probabilities, sampling-based random projection can be used to implement large-scale statistical methods, substantially reducing computational cost while maintaining low statistical error. However,…
We study the following basic machine learning task: Given a fixed set of $d$-dimensional input points for a linear regression problem, we wish to predict a hidden response value for each of the points. We can only afford to attain the…
Matrix multiplication is a fundamental building block for large scale computations arising in various applications, including machine learning. There has been significant recent interest in using coding to speed up distributed matrix…
Suppose an $n \times d$ design matrix in a linear regression problem is given, but the response for each point is hidden unless explicitly requested. The goal is to sample only a small number $k \ll n$ of the responses, and then produce a…
The demand of computational resources for the modeling process increases as the scale of the datasets does, since traditional approaches for regression involve inverting huge data matrices. The main problem relies on the large data size,…
We give an algorithm that generates a uniformly random contingency table with specified marginals, i.e. a matrix with non-negative integer values and specified row and column sums. Such algorithms are useful in statistics and combinatorics.…
While leverage score sampling provides powerful tools for approximating solutions to large least squares problems, the cost of computing exact scores and sampling often prohibits practical application. This paper addresses this challenge by…
Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the…