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Random sketching is a dimensionality reduction technique that approximately preserves norms and singular values up to some $O(1)$ distortion factor with high probability. The most popular sketches in literature are the Gaussian sketch and…

Numerical Analysis · Mathematics 2025-08-21 Andrew J. Higgins , Erik G. Boman , Ichitaro Yamazaki

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…

Machine Learning · Computer Science 2023-07-28 Michał Dereziński

We study the two-player communication problem of determining whether two vertices $x, y$ are nearby in a graph $G$, with the goal of determining the graph structures that allow the problem to be solved with a constant-cost randomized…

Data Structures and Algorithms · Computer Science 2023-12-18 Louis Esperet , Nathaniel Harms , Andrey Kupavskii

We consider statistical as well as algorithmic aspects of solving large-scale least-squares (LS) problems using randomized sketching algorithms. For a LS problem with input data $(X, Y) \in \mathbb{R}^{n \times p} \times \mathbb{R}^n$,…

Machine Learning · Statistics 2015-08-26 Garvesh Raskutti , Michael Mahoney

This paper provides a one-line proof of Frequent Directions (FD) for sketching streams of matrices. The simpler proof arises from sketching the covariance of the stream of matrices rather than the stream itself.

Data Structures and Algorithms · Computer Science 2022-02-07 Edo Liberty

Matrix sketching, aimed at approximating a matrix $\boldsymbol{A} \in \mathbb{R}^{N\times d}$ consisting of vector streams of length $N$ with a smaller sketching matrix $\boldsymbol{B} \in \mathbb{R}^{\ell\times d}, \ell \ll N$, has…

Databases · Computer Science 2024-11-06 Hanyan Yin , Dongxie Wen , Jiajun Li , Zhewei Wei , Xiao Zhang , Zengfeng Huang , Feifei Li

We present a refined analysis of the classic Count-Sketch streaming heavy hitters algorithm [CCF02]. Count-Sketch uses O(k log n) linear measurements of a vector x in R^n to give an estimate x' of x. The standard analysis shows that this…

Data Structures and Algorithms · Computer Science 2013-10-22 Gregory T. Minton , Eric Price

A longstanding observation, which was partially proven in \cite{LNW14,AHLW16}, is that any turnstile streaming algorithm can be implemented as a linear sketch (the reverse is trivially true). We study the relationship between turnstile…

Data Structures and Algorithms · Computer Science 2021-01-06 John Kallaugher , Eric Price

We propose OverSketch, an approximate algorithm for distributed matrix multiplication in serverless computing. OverSketch leverages ideas from matrix sketching and high-performance computing to enable cost-efficient multiplication that is…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-25 Vipul Gupta , Shusen Wang , Thomas Courtade , Kannan Ramchandran

We describe a new algorithm called Frequent Directions for deterministic matrix sketching in the row-updates model. The algorithm is presented an arbitrary input matrix $A \in R^{n \times d}$ one row at a time. It performed $O(d \times…

Data Structures and Algorithms · Computer Science 2015-04-22 Mina Ghashami , Edo Liberty , Jeff M. Phillips , David P. Woodruff

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…

Optimization and Control · Mathematics 2015-05-12 Mert Pilanci , Martin J. Wainwright

In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…

Optimization and Control · Mathematics 2018-08-09 Ion Necoara , Martin Takac

Constrained least squares problems arise in many applications. Their memory and computation costs are expensive in practice involving high-dimensional input data. We employ the so-called "sketching" strategy to project the least squares…

Optimization and Control · Mathematics 2021-09-07 Ke Chen , Ruhui Jin

Many real-world matrix datasets arrive as high-throughput vector streams, making it impractical to store or process them in their entirety. To enable real-time analytics under limited computational, memory, and communication resources,…

Databases · Computer Science 2026-01-12 Hanyan Yin , Dongxie Wen , Jiajun Li , Zhewei Wei , Xiao Zhang , Peng Zhao , Zhi-Hua Zhou

Projection-based iterative methods for solving large over-determined linear systems are well-known for their simplicity and computational efficiency. It is also known that the correct choice of a sketching procedure (i.e., preprocessing…

Numerical Analysis · Mathematics 2019-12-03 Elizaveta Rebrova , Deanna Needell

An XOR function is a function of the form g(x,y) = f(x + y), for some boolean function f on n bits. We study the quantum and classical communication complexity of XOR functions. In the case of exact protocols, we completely characterise…

Computational Complexity · Computer Science 2010-02-10 Ashley Montanaro , Tobias Osborne

We study the communication complexity and streaming complexity of approximating unweighted semi-matchings. A semi-matching in a bipartite graph G = (A, B, E), with n = |A|, is a subset of edges S that matches all A vertices to B vertices…

Data Structures and Algorithms · Computer Science 2013-04-26 Christian Konrad , Adi Rosén

We improve upon previous oblivious sketching and turnstile streaming results for $\ell_1$ and logistic regression, giving a much smaller sketching dimension achieving $O(1)$-approximation and yielding an efficient optimization problem in…

Data Structures and Algorithms · Computer Science 2023-04-05 Alexander Munteanu , Simon Omlor , David Woodruff

Estimating the number of distinct elements in a data stream is well understood when repeated elements are identical. In modern settings, however, observations are high-dimensional and noisy, so repeated instances of the same object are only…

Machine Learning · Statistics 2026-05-18 Nikos Tsikouras , Constantine Caramanis , Christos Tzamos

For linear systems $Ax=b$ we develop iterative algorithms based on a sketch-and-project approach. By using judicious choices for the sketch, such as the history of residuals, we develop weighting strategies that enable short recursive…

Numerical Analysis · Mathematics 2024-07-02 Johannes J Brust , Michael A Saunders