Related papers: Fast Regression with an $\ell_\infty$ Guarantee
We study the problem of compressing a weighted graph $G$ on $n$ vertices, building a "sketch" $H$ of $G$, so that given any vector $x \in \mathbb{R}^n$, the value $x^T L_G x$ can be approximated up to a multiplicative $1+\epsilon$ factor…
The sparse regression problem, also known as best subset selection problem, can be cast as follows: Given a set $S$ of $n$ points in $\mathbb{R}^d$, a point $y\in \mathbb{R}^d$, and an integer $2 \leq k \leq d$, find an affine combination…
Sketching uses randomized Hash functions for dimensionality reduction and acceleration. The existing sketching methods, such as count sketch (CS), tensor sketch (TS), and higher-order count sketch (HCS), either suffer from low accuracy or…
Sketch techniques have been extensively studied in recent years and are especially well-suited to data streaming scenarios, where the sketch summary is updated quickly and compactly. However, it is challenging to recover the current state…
We investigate iterative methods with randomized preconditioners for solving overdetermined least-squares problems, where the preconditioners are based on a random embedding of the data matrix. We consider two distinct approaches: the…
Space-efficient streaming estimation of quantiles in massive datasets is a fundamental problem with numerous applications in data monitoring and analysis. While theoretical research led to optimal algorithms, such as the Greenwald-Khanna…
Accounting for the uncertainty in the predictions of modern neural networks is a challenging and important task in many domains. Existing algorithms for uncertainty estimation require modifying the model architecture and training procedure…
Given a persistence diagram with $n$ points, we give an algorithm that produces a sequence of $n$ persistence diagrams converging in bottleneck distance to the input diagram, the $i$th of which has $i$ distinct (weighted) points and is a…
We develop a sketching algorithm to find the point on the convex hull of a dataset, closest to a query point outside it. Studying the convex hull of datasets can provide useful information about their geometric structure and their…
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…
SKETCHVERIFY is a within-tier cost-performance policy, not a universal accuracy improvement. The operational question: a practitioner stuck with a small, cheap code model (here, Gemini 3.1 Flash Lite) for latency, deployment, or budget…
The power of randomized algorithms in numerical methods have led to fast solutions which use the Singular Value Decomposition (SVD) as a core routine. However, given the large data size of modern and the modest runtime of SVD, most…
Overparametrization often helps improve the generalization performance. This paper presents a dual view of overparametrization suggesting that downsampling may also help generalize. Focusing on the proportional regime $m\asymp n \asymp p$,…
Among randomized numerical linear algebra strategies, so-called sketching procedures are emerging as effective reduction means to accelerate the computation of Krylov subspace methods for, e.g., the solution of linear systems, eigenvalue…
We introduce a "learning-based" algorithm for the low-rank decomposition problem: given an $n \times d$ matrix $A$, and a parameter $k$, compute a rank-$k$ matrix $A'$ that minimizes the approximation loss $\|A-A'\|_F$. The algorithm uses a…
Identifying independence between two random variables or correlated given their samples has been a fundamental problem in Statistics. However, how to do so in a space-efficient way if the number of states is large is not quite well-studied.…
Computer-aided design (CAD) is the most widely used modeling approach for technical design. The typical starting point in these designs is 2D sketches which can later be extruded and combined to obtain complex three-dimensional assemblies.…
In the subspace sketch problem one is given an $n\times d$ matrix $A$ with $O(\log(nd))$ bit entries, and would like to compress it in an arbitrary way to build a small space data structure $Q_p$, so that for any given $x \in \mathbb{R}^d$,…
Linear sketching algorithms have been widely used for processing large-scale distributed and streaming datasets. Their popularity is largely due to the fact that linear sketches can be naturally composed in the distributed model and be…
The unsupervised learning of community structure, in particular the partitioning vertices into clusters or communities, is a canonical and well-studied problem in exploratory graph analysis. However, like most graph analyses the…