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In this paper we present a new algorithm for computing a low rank approximation of the product $A^TB$ by taking only a single pass of the two matrices $A$ and $B$. The straightforward way to do this is to (a) first sketch $A$ and $B$…

Machine Learning · Statistics 2016-10-27 Shanshan Wu , Srinadh Bhojanapalli , Sujay Sanghavi , Alexandros G. Dimakis

We study one of the key tools in data approximation and optimization: low-discrepancy colorings. Formally, given a finite set system $(X,\mathcal S)$, the \emph{discrepancy} of a two-coloring $\chi:X\to\{-1,1\}$ is defined as $\max_{S \in…

Data Structures and Algorithms · Computer Science 2022-09-05 Mónika Csikós , Nabil H. Mustafa

In this paper we construct quantum algorithms for matrix products over several algebraic structures called semirings, including the (max,min)-matrix product, the distance matrix product and the Boolean matrix product. In particular, we…

Quantum Physics · Physics 2021-10-05 François Le Gall , Harumichi Nishimura

Kronecker PCA involves the use of a space vs. time Kronecker product decomposition to estimate spatio-temporal covariances. In this work the addition of a sparse correction factor is considered, which corresponds to a model of the…

Methodology · Statistics 2016-11-17 Kristjan Greenewald , Alfred Hero

Low-rank Tucker and CP tensor decompositions are powerful tools in data analytics. The widely used alternating least squares (ALS) method, which solves a sequence of over-determined least squares subproblems, is costly for large and sparse…

Numerical Analysis · Mathematics 2021-08-26 Linjian Ma , Edgar Solomonik

Cutwidth of a digraph is a width measure introduced by Chudnovsky, Fradkin, and Seymour [4] in connection with development of a structural theory for tournaments, or more generally, for semi-complete digraphs. In this paper we provide an…

Data Structures and Algorithms · Computer Science 2013-01-31 Fedor V. Fomin , Michał Pilipczuk

The statistical leverage scores of a matrix $A$ are the squared row-norms of the matrix containing its (top) left singular vectors and the coherence is the largest leverage score. These quantities are of interest in recently-popular…

Data Structures and Algorithms · Computer Science 2012-12-06 Petros Drineas , Malik Magdon-Ismail , Michael W. Mahoney , David P. Woodruff

An influential result by Dor, Halperin, and Zwick (FOCS 1996, SICOMP 2000) implies an algorithm that can compute approximate shortest paths for all vertex pairs in $\tilde{O}(n^{2+O\left(\frac{1}{k}\right )})$ time, ensuring that the output…

Data Structures and Algorithms · Computer Science 2025-07-29 Manoj Gupta

Allen's interval algebra is one of the most well-known calculi in qualitative temporal reasoning with numerous applications in artificial intelligence. Recently, there has been a surge of improvements in the fine-grained complexity of…

Computational Complexity · Computer Science 2023-05-26 Leif Eriksson , Victor Lagerkvist

Shampoo, a second-order optimization algorithm which uses a Kronecker product preconditioner, has recently garnered increasing attention from the machine learning community. The preconditioner used by Shampoo can be viewed either as an…

Machine Learning · Computer Science 2024-06-26 Depen Morwani , Itai Shapira , Nikhil Vyas , Eran Malach , Sham Kakade , Lucas Janson

Motivated by the philosophy and phenomenal success of compressed sensing, the problem of reconstructing a matrix from a sampling of its entries has attracted much attention recently. Such a problem can be viewed as an information-theoretic…

Information Theory · Computer Science 2009-05-15 Zhisu Zhu , Anthony Man-Cho So , Yinyu Ye

We consider online statistical inference of constrained stochastic nonlinear optimization problems. We apply the Stochastic Sequential Quadratic Programming (StoSQP) method to solve these problems, which can be regarded as applying…

Optimization and Control · Mathematics 2025-02-19 Sen Na , Michael W. Mahoney

Matrix sketching is a powerful tool for reducing the size of large data matrices. Yet there are fundamental limitations to this size reduction when we want to recover an accurate estimator for a task such as least square regression. We show…

Data Structures and Algorithms · Computer Science 2024-05-10 Sachin Garg , Kevin Tan , Michał Dereziński

Adaptive regularization methods that exploit more than the diagonal entries exhibit state of the art performance for many tasks, but can be prohibitive in terms of memory and running time. We find the spectra of the Kronecker-factored…

Machine Learning · Statistics 2023-10-18 Vladimir Feinberg , Xinyi Chen , Y. Jennifer Sun , Rohan Anil , Elad Hazan

In the minimum planarization problem, given some $n$-vertex graph, the goal is to find a set of vertices of minimum cardinality whose removal leaves a planar graph. This is a fundamental problem in topological graph theory. We present a…

Data Structures and Algorithms · Computer Science 2017-08-17 Ken-ichi Kawarabayashi , Anastasios Sidiropoulos

Count-sketch is a popular matrix sketching algorithm that can produce a sketch of an input data matrix X in O(nnz(X))time where nnz(X) denotes the number of non-zero entries in X. The sketched matrix will be much smaller than X while…

Machine Learning · Computer Science 2020-11-30 Yuhan Wang , Zijian Lei , Liang Lan

We explore algorithms and limitations for sparse optimization problems such as sparse linear regression and robust linear regression. The goal of the sparse linear regression problem is to identify a small number of key features, while the…

Machine Learning · Computer Science 2022-06-30 Eric Price , Sandeep Silwal , Samson Zhou

We study how well one can recover sparse principal components of a data matrix using a sketch formed from a few of its elements. We show that for a wide class of optimization problems, if the sketch is close (in the spectral norm) to the…

Machine Learning · Computer Science 2015-03-16 Abhisek Kundu , Petros Drineas , Malik Magdon-Ismail

In this paper we develop algorithms for approximating matrix multiplication with respect to the spectral norm. Let A\in{\RR^{n\times m}} and B\in\RR^{n \times p} be two matrices and \eps>0. We approximate the product A^\top B using two…

Data Structures and Algorithms · Computer Science 2010-10-28 Avner Magen , Anastasios Zouzias

Graph-based nearest neighbor search methods have seen a surge of popularity in recent years, offering state-of-the-art performance across a wide variety of applications. Central to these methods is the task of constructing a sparse…

Data Structures and Algorithms · Computer Science 2025-10-24 Alex Conway , Laxman Dhulipala , Martin Farach-Colton , Rob Johnson , Ben Landrum , Christopher Musco , Yarin Shechter , Torsten Suel , Richard Wen