Related papers: Streaming Kernel PCA with $\tilde{O}(\sqrt{n})$ Ra…
We present semi-streaming algorithms for basic graph problems that have optimal per-edge processing times and therefore surpass all previous semi-streaming algorithms for these tasks. The semi-streaming model, which is appropriate when…
We consider streaming algorithms for approximating a product of input probabilities up to multiplicative error of $1-\epsilon$. It is shown that every randomized streaming algorithm for this problem needs space $\Omega(\log n + \log b -…
We provide the first streaming algorithm for computing a provable approximation to the $k$-means of sparse Big data. Here, sparse Big Data is a set of $n$ vectors in $\mathbb{R}^d$, where each vector has $O(1)$ non-zeroes entries, and…
We present a federated, asynchronous, and $(\varepsilon, \delta)$-differentially private algorithm for PCA in the memory-limited setting. Our algorithm incrementally computes local model updates using a streaming procedure and adaptively…
When facing a very large stream of data, it is often desirable to extract most important statistics online in a short time and using small memory. For example, one may want to quickly find the most influential users generating posts online…
We consider unidirectional data streams with restricted access, such as read-only and write-only streams. For read-write streams, we also introduce a new complexity measure called expansion, the ratio between the space used on the stream…
For many modern applications in science and engineering, data are collected in a streaming fashion carrying time-varying information, and practitioners need to process them with a limited amount of memory and computational resources in a…
In this paper, we propose a fast surrogate leverage weighted sampling strategy to generate refined random Fourier features for kernel approximation. Compared to the current state-of-the-art method that uses the leverage weighted scheme…
We study the problem of recovering the subspace spanned by the first $k$ principal components of $d$-dimensional data under the streaming setting, with a memory bound of $O(kd)$. Two families of algorithms are known for this problem. The…
This article studies the problem of online non-parametric change point detection in multivariate data streams. We approach the problem through the lens of kernel-based two-sample testing and introduce a sequential testing procedure based on…
Estimating ranks, quantiles, and distributions over streaming data is a central task in data analysis and monitoring. Given a stream of $n$ items from a data universe equipped with a total order, the task is to compute a sketch (data…
Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…
We consider the problem of computing the k-sparse approximation to the discrete Fourier transform of an n-dimensional signal. We show: * An O(k log n)-time randomized algorithm for the case where the input signal has at most k non-zero…
Principal component analysis (PCA) is one of the most powerful tools in machine learning. The simplest method for PCA, the power iteration, requires $\mathcal O(1/\Delta)$ full-data passes to recover the principal component of a matrix with…
Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…
Kernel principal component analysis (kPCA) is a widely studied method to construct a low-dimensional data representation after a nonlinear transformation. The prevailing method to reconstruct the original input signal from kPCA -- an…
Principal component regression (PCR) is a useful method for regularizing linear regression. Although conceptually simple, straightforward implementations of PCR have high computational costs and so are inappropriate when learning with large…
This paper studies the complexity of the stochastic gradient algorithm for PCA when the data are observed in a streaming setting. We also propose an online approach for selecting the learning rate. Simulation experiments confirm the…
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…
In the current context of data explosion, online techniques that do not require storing all data in memory are indispensable to routinely perform tasks like principal component analysis (PCA). Recursive algorithms that update the PCA with…