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We adapt a well known streaming algorithm for approximating item frequencies to the matrix sketching setting. The algorithm receives the rows of a large matrix $A \in \R^{n \times m}$ one after the other in a streaming fashion. It maintains…

Data Structures and Algorithms · Computer Science 2012-07-12 Edo Liberty

This survey highlights the recent advances in algorithms for numerical linear algebra that have come from the technique of linear sketching, whereby given a matrix, one first compresses it to a much smaller matrix by multiplying it by a…

Data Structures and Algorithms · Computer Science 2015-02-11 David P. Woodruff

Low-rank approximation in data streams is a fundamental and significant task in computing science, machine learning and statistics. Multiple streaming algorithms have emerged over years and most of them are inspired by randomized…

Data Structures and Algorithms · Computer Science 2022-09-30 Cuiyu Liu , Chuanfu Xiao , Mingshuo Ding , Chao Yang

Many important applications across science, data analytics, and AI workloads depend on distributed matrix multiplication. Prior work has developed a large array of algorithms suitable for different problem sizes and partitionings including…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-13 Benjamin Brock , Renato Golin

Streaming computation plays an important role in large-scale data analysis. The sliding window model is a model of streaming computation which also captures the recency of the data. In this model, data arrives one item at a time, but only…

Data Structures and Algorithms · Computer Science 2021-11-01 Alessandro Epasto , Mohammad Mahdian , Vahab Mirrokni , Peilin Zhong

Recent advancement of the WWW, IOT, social network, e-commerce, etc. have generated a large volume of data. These datasets are mostly represented by high dimensional and sparse datasets. Many fundamental subroutines of common data analytic…

Information Retrieval · Computer Science 2019-10-11 Rameshwar Pratap , Debajyoti Bera , Karthik Revanuru

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…

Machine Learning · Computer Science 2016-10-26 Youssef Mroueh , Etienne Marcheret , Vaibhava Goel

In this work, we study distributed sketching methods for large scale regression problems. We leverage multiple randomized sketches for reducing the problem dimensions as well as preserving privacy and improving straggler resilience in…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-06-23 Burak Bartan , Mert Pilanci

We consider sketching algorithms which first compress data by multiplication with a random sketch matrix, and then apply the sketch to quickly solve an optimization problem, e.g., low-rank approximation and regression. In the learning-based…

Machine Learning · Computer Science 2024-04-12 Yi Li , Honghao Lin , Simin Liu , Ali Vakilian , David P. Woodruff

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

Linear algebraic operations are ubiquitous in engineering applications, and arise often in a variety of fields including statistical signal processing and machine learning. With contemporary large datasets, to perform linear algebraic…

Numerical Analysis · Mathematics 2025-09-24 Neophytos Charalambides , Arya Mazumdar

Running machine learning analytics over geographically distributed datasets is a rapidly arising problem in the world of data management policies ensuring privacy and data security. Visualizing high dimensional data using tools such as…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-13 Viska Wei , Nikita Ivkin , Vladimir Braverman , Alexander Szalay

Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…

Numerical Analysis · Mathematics 2021-05-05 Alec Michael Dunton , Alireza Doostan

The rise of the Internet of Things and edge computing has shifted computing resources closer to end-users, benefiting numerous delay-sensitive, computation-intensive applications. To speed up computation, distributed computing is a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-10 Ke Ma , Junfei Xie

This work focuses on accelerating the multiplication of a dense random matrix with a (fixed) sparse matrix, which is frequently used in sketching algorithms. We develop a novel scheme that takes advantage of blocking and recomputation…

Computational Engineering, Finance, and Science · Computer Science 2024-05-14 Tianyu Liang , Riley Murray , Aydın Buluç , James Demmel

Matrix multiplication is a fundamental building block for large scale computations arising in various applications, including machine learning. There has been significant recent interest in using coding to speed up distributed matrix…

Information Theory · Computer Science 2019-05-17 Wei-Ting Chang , Ravi Tandon

This paper argues that randomized linear sketching is a natural tool for on-the-fly compression of data matrices that arise from large-scale scientific simulations and data collection. The technical contribution consists in a new algorithm…

Numerical Analysis · Computer Science 2019-02-26 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

We introduce EdgeSketch, a compact graph representation for efficient analysis of massive graph streams. EdgeSketch provides unbiased estimators for key graph properties with controllable variance and supports implementing graph algorithms…

Data Structures and Algorithms · Computer Science 2026-02-24 Jakub Lemiesz , Dingqi Yang , Philippe Cudré-Mauroux

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…

Machine Learning · Statistics 2022-05-09 Alexander Fishkov , Maxim Panov

Inexpensive cloud services, such as serverless computing, are often vulnerable to straggling nodes that increase end-to-end latency for distributed computation. We propose and implement simple yet principled approaches for straggler…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-22 Vipul Gupta , Dominic Carrano , Yaoqing Yang , Vaishaal Shankar , Thomas Courtade , Kannan Ramchandran