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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

We study the problem of synthesizing programs that include machine learning components such as deep neural networks (DNNs). We focus on statistical properties, which are properties expected to hold with high probability -- e.g., that an…

Programming Languages · Computer Science 2021-10-12 Osbert Bastani

Sketching is a dimensionality reduction technique where one compresses a matrix by linear combinations that are chosen at random. A line of work has shown how to sketch the Hessian to speed up each iteration in a second order method, but…

Machine Learning · Computer Science 2021-10-07 Yi Li , Honghao Lin , David P. Woodruff

We propose a randomized algorithm with quadratic convergence rate for convex optimization problems with a self-concordant, composite, strongly convex objective function. Our method is based on performing an approximate Newton step using a…

Optimization and Control · Mathematics 2021-05-18 Jonathan Lacotte , Yifei Wang , Mert Pilanci

Motivated by the randomized sketch to solve a variety of problems in scientific computation, we improve both the maximal weighted residual Kaczmarz method and the randomized block average Kaczmarz method using two new randomized sketch…

Numerical Analysis · Mathematics 2025-11-18 Haochen Jiang , Dongdong Liu , Xianping Wu , Xu Yang

Sketching algorithms or sketches have emerged as a promising alternative to the traditional packet sampling-based network telemetry solutions. At a high level, they are attractive because of their high resource efficiency and accuracy…

Networking and Internet Architecture · Computer Science 2020-12-14 Zaoxing Liu , Hun Namkung , Anup Agarwal , Antonis Manousis , Peter Steenkiste , Srinivasan Seshan , Vyas Sekar

Many data sources can be interpreted as time-series, and a key problem is to identify which pairs out of a large collection of signals are highly correlated. We expect that there will be few, large, interesting correlations, while most…

Data Structures and Algorithms · Computer Science 2017-10-06 Graham Cormode , Jacques Dark

Sketching is a randomized dimensionality-reduction method that aims to preserve relevant information in large-scale datasets. Count sketch is a simple popular sketch which uses a randomized hash function to achieve compression. In this…

Machine Learning · Statistics 2019-11-05 Yang Shi , Animashree Anandkumar

Sketching is a powerful artistic technique for capturing essential visual information about real-world objects and has increasingly attracted attention in image synthesis research. However, the field lacks a unified benchmark to evaluate…

Computer Vision and Pattern Recognition · Computer Science 2025-04-10 Xingyue Lin , Xingjian Hu , Shuai Peng , Jianhua Zhu , Liangcai Gao

We consider statistical and algorithmic aspects of solving large-scale least-squares (LS) problems using randomized sketching algorithms. Prior results show that, from an \emph{algorithmic perspective}, when using sketching matrices…

Machine Learning · Statistics 2015-05-26 Garvesh Raskutti , Michael Mahoney

Graph streams represent data interactions in real applications. The mining of graph streams plays an important role in network security, social network analysis, and traffic control, among others. However, the sheer volume and high dynamics…

Databases · Computer Science 2023-04-07 Yiling Zeng , Chunyao Song , Yuhan Li , Tingjian Ge

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

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

In this paper, combining count sketch and maximal weighted residual Kaczmarz method, we propose a fast randomized algorithm for large overdetermined linear systems. Convergence analysis of the new algorithm is provided. Numerical…

Numerical Analysis · Mathematics 2020-04-07 Yanjun Zhang , Hanyu Li

In recent years, many large directed networks such as online social networks are collected with the help of powerful data engineering and data storage techniques. Analyses of such networks attract significant attention from both the…

Social and Information Networks · Computer Science 2025-08-01 Yunxiang Yan , Meng Jiang

Data structures that allow efficient distance estimation (distance oracles, distance sketches, etc.) have been extensively studied, and are particularly well studied in centralized models and classical distributed models such as CONGEST. We…

Data Structures and Algorithms · Computer Science 2019-09-13 Michael Dinitz , Yasamin Nazari

We introduce a new approach for applying sampling-based sketches to two and three mode tensors. We illustrate our technique to construct sketches for the classical problems of $\ell_0$ sampling and producing $\ell_1$ embeddings. In both…

Data Structures and Algorithms · Computer Science 2024-06-12 William Swartworth , David P. Woodruff

Deep learning has made profound impacts in the domains of data mining and AI, distinguished by the groundbreaking achievements in numerous real-world applications and the innovative algorithm design philosophy. However, it suffers from the…

Machine Learning · Computer Science 2024-09-24 Di Wang , Shao-Bo Lin , Deyu Meng , Feilong Cao

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

Sketching is a stochastic dimension reduction method that preserves geometric structures of data and has applications in high-dimensional regression, low rank approximation and graph sparsification. In this work, we show that sketching can…

Machine Learning · Statistics 2021-09-17 Zhishen Huang , Stephen Becker
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