Related papers: Improved Practical Matrix Sketching with Guarantee…

Model checking undiscounted reachability and expected-reward properties on Markov decision processes (MDPs) is key for the verification of systems that act under uncertainty. Popular algorithms are policy iteration and variants of value…

Thanks to its great potential in reducing both computational cost and memory requirements, combining sketching and Krylov subspace techniques has attracted a lot of attention in the recent literature on projection methods for linear…

Algorithmic Gaussianization is a phenomenon that can arise when using randomized sketching or sampling methods to produce smaller representations of large datasets: For certain tasks, these sketched representations have been observed to…

We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…

We propose a randomized second-order method for optimization known as the Newton Sketch: it is based on performing an approximate Newton step using a randomly projected or sub-sampled Hessian. For self-concordant functions, we prove that…

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…

There has been significant interest and progress recently in algorithms that solve regression problems involving tall and thin matrices in input sparsity time. These algorithms find shorter equivalent of a n*d matrix where n >> d, which…

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…

In this paper, we investigate effective sketching schemes via sparsification for high dimensional multilinear arrays or tensors. More specifically, we propose a novel tensor sparsification algorithm that retains a subset of the entries of a…

We study the problem of residual error estimation for matrix and vector norms using a linear sketch. Such estimates can be used, for example, to quickly assess how useful a more expensive low-rank approximation computation will be. The…

We revisit the problem of sketching using approximate leverage scores for matrix least squares problems of the form $\| AX - B \|_F^2$ where the design matrix $A \in \mathbb{R}^{N \times r}$ is tall and skinny with $N \gg r$. We derive the…

In this work, we propose a method for speeding up linear regression distributively, while ensuring security. We leverage randomized sketching techniques, and improve straggler resilience in asynchronous systems. Specifically, we apply a…

The singular value decomposition (SVD) of large-scale matrices is a key tool in data analytics and scientific computing. The rapid growth in the size of matrices further increases the need for developing efficient large-scale SVD…

We introduce co-occurring directions sketching, a deterministic algorithm for approximate matrix product (AMM), in the streaming model. We show that co-occuring directions achieves a better error bound for AMM than other randomized and…

The implicit trace estimation problem asks for an approximation of the trace of a square matrix, accessed via matrix-vector products (matvecs). This paper designs new randomized algorithms, XTrace and XNysTrace, for the trace estimation…

Cryptographic primitives have been used for various non-cryptographic objectives, such as eliminating or reducing randomness and interaction. We show how to use cryptography to improve the time complexity of solving computational problems.…

In this note we illustrate how common matrix approximation methods, such as random projection and random sampling, yield projection-cost-preserving sketches, as introduced in [FSS13, CEM+15]. A projection-cost-preserving sketch is a matrix…

In this paper, we revisit the large-scale constrained linear regression problem and propose faster methods based on some recent developments in sketching and optimization. Our algorithms combine (accelerated) mini-batch SGD with a new…

Two widely used randomized algorithms are the sketch-and-solve method for least-squares regression and the randomized SVD for low-rank approximation. These algorithms apply a random embedding to compress a target matrix, and they perform…

A methodology for using random sketching in the context of model order reduction for high-dimensional parameter-dependent systems of equations was introduced in [Balabanov and Nouy 2019, Part I]. Following this framework, we here construct…