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We describe a general framework -- compressive statistical learning -- for resource-efficient large-scale learning: the training collection is compressed in one pass into a low-dimensional sketch (a vector of random empirical generalized…

Machine Learning · Statistics 2021-06-23 Rémi Gribonval , Gilles Blanchard , Nicolas Keriven , Yann Traonmilin

In the compressive learning theory, instead of solving a statistical learning problem from the input data, a so-called sketch is computed from the data prior to learning. The sketch has to capture enough information to solve the problem…

Machine Learning · Statistics 2019-10-23 Michael P. Sheehan , Antoine Gonon , Mike E. Davies

This article considers "compressive learning," an approach to large-scale machine learning where datasets are massively compressed before learning (e.g., clustering, classification, or regression) is performed. In particular, a "sketch" is…

We provide statistical learning guarantees for two unsupervised learning tasks in the context of compressive statistical learning, a general framework for resource-efficient large-scale learning that we introduced in a companion paper.The…

Machine Learning · Computer Science 2021-08-18 Rémi Gribonval , Gilles Blanchard , Nicolas Keriven , Yann Traonmilin

The compressive learning framework reduces the computational cost of training on large-scale datasets. In a sketching phase, the data is first compressed to a lightweight sketch vector, obtained by mapping the data samples through a…

Machine Learning · Statistics 2022-04-20 Vincent Schellekens , Laurent Jacques

Compressive learning is an approach to efficient large scale learning based on sketching an entire dataset to a single mean embedding (the sketch), i.e. a vector of generalized moments. The learning task is then approximately solved as an…

Machine Learning · Statistics 2022-02-11 Antoine Chatalic , Luigi Carratino , Ernesto De Vito , Lorenzo Rosasco

Sketching is a probabilistic data compression technique that has been largely developed in the computer science community. Numerical operations on big datasets can be intolerably slow; sketching algorithms address this issue by generating a…

Methodology · Statistics 2019-04-04 Daniel Ahfock , William J. Astle , Sylvia Richardson

Generative networks implicitly approximate complex densities from their sampling with impressive accuracy. However, because of the enormous scale of modern datasets, this training process is often computationally expensive. We cast…

Machine Learning · Computer Science 2020-03-03 Vincent Schellekens , Laurent Jacques

We introduce a new sub-linear space sketch---the Weight-Median Sketch---for learning compressed linear classifiers over data streams while supporting the efficient recovery of large-magnitude weights in the model. This enables…

Machine Learning · Computer Science 2018-04-10 Kai Sheng Tai , Vatsal Sharan , Peter Bailis , Gregory Valiant

Bayesian computation of high dimensional linear regression models with a popular Gaussian scale mixture prior distribution using Markov Chain Monte Carlo (MCMC) or its variants can be extremely slow or completely prohibitive due to the…

Methodology · Statistics 2021-05-12 Rajarshi Guhaniyogi , Aaron Scheffler

Sketching and stochastic gradient methods are arguably the most common techniques to derive efficient large scale learning algorithms. In this paper, we investigate their application in the context of nonparametric statistical learning.…

Machine Learning · Statistics 2019-01-25 Luigi Carratino , Alessandro Rudi , Lorenzo Rosasco

Graph Neural Networks (GNNs) are widely applied to graph learning problems such as node classification. When scaling up the underlying graphs of GNNs to a larger size, we are forced to either train on the complete graph and keep the full…

Machine Learning · Computer Science 2024-06-25 Mucong Ding , Tahseen Rabbani , Bang An , Evan Z Wang , Furong Huang

This article focuses on drawing computationally-efficient predictive inference from Gaussian process (GP) regressions with a large number of features when the response is conditionally independent of the features given the projection to a…

Methodology · Statistics 2024-09-27 Samuel Gailliot , Rajarshi Guhaniyogi , Roger D. Peng

We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves…

Machine Learning · Computer Science 2023-09-07 Weiguo Lu , Xuan Wu , Deng Ding , Gangnan Yuan

Linear sketching and recovery of sparse vectors with randomly constructed sparse matrices has numerous applications in several areas, including compressive sensing, data stream computing, graph sketching, and combinatorial group testing.…

Numerical Analysis · Mathematics 2014-02-07 Bubacarr Bah , Luca Baldassarre , Volkan Cevher

Sketching is one of the most fundamental tools in large-scale machine learning. It enables runtime and memory saving via randomly compressing the original large problem into lower dimensions. In this paper, we propose a novel sketching…

Machine Learning · Computer Science 2023-06-08 Zhao Song , Yitan Wang , Zheng Yu , Lichen Zhang

Existing approaches to federated learning suffer from a communication bottleneck as well as convergence issues due to sparse client participation. In this paper we introduce a novel algorithm, called FetchSGD, to overcome these challenges.…

Matrix sketching is a recently developed data compression technique. An input matrix A is efficiently approximated with a smaller matrix B, so that B preserves most of the properties of A up to some guaranteed approximation ratio. In so…

Machine Learning · Statistics 2019-12-03 Roberta Falcone , Angela Montanari , Laura Anderlucci

Compressed sensing is a signal processing method that acquires data directly in a compressed form. This allows one to make less measurements than what was considered necessary to record a signal, enabling faster or more precise measurement…

Statistical Mechanics · Physics 2012-08-20 Florent Krzakala , Marc Mézard , François Sausset , Yifan Sun , Lenka Zdeborová

Large-sample data became prevalent as data acquisition became cheaper and easier. While a large sample size has theoretical advantages for many statistical methods, it presents computational challenges. Sketching, or compression, is a…

Machine Learning · Statistics 2020-05-11 Alexander F. Lapanowski , Irina Gaynanova
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