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This article introduces a novel structured random matrix composed blockwise from subsampled randomized Hadamard transforms (SRHTs). The block SRHT is expected to outperform well-known dimension reduction maps, including SRHT and Gaussian…

Numerical Analysis · Mathematics 2024-03-26 Oleg Balabanov , Matthias Beaupere , Laura Grigori , Victor Lederer

Several recent randomized linear algebra algorithms rely upon fast dimension reduction methods. A popular choice is the Subsampled Randomized Hadamard Transform (SRHT). In this article, we address the efficacy, in the Frobenius and spectral…

Data Structures and Algorithms · Computer Science 2015-03-20 Christos Boutsidis , Alex Gittens

Random projections or sketching are widely used in many algorithmic and learning contexts. Here we study the performance of iterative Hessian sketch for least-squares problems. By leveraging and extending recent results from random matrix…

Optimization and Control · Mathematics 2020-10-26 Jonathan Lacotte , Sifan Liu , Edgar Dobriban , Mert Pilanci

We consider a least squares regression problem where the data has been generated from a linear model, and we are interested to learn the unknown regression parameters. We consider "sketch-and-solve" methods that randomly project the data…

Statistics Theory · Mathematics 2019-10-08 Edgar Dobriban , Sifan Liu

Randomized Hadamard Transforms (RHTs) have emerged as a computationally efficient alternative to the use of dense unstructured random matrices across a range of domains in computer science and machine learning. For several applications such…

Machine Learning · Computer Science 2022-03-04 Yeshwanth Cherapanamjeri , Jelani Nelson

Uniform random rotations (URRs) are a common preprocessing step in modern quantization approaches used for gradient compression, inference acceleration, KV-cache compression, model weight quantization, and approximate nearest-neighbor…

Machine Learning · Computer Science 2026-05-08 Ran Ben-Basat , William Kuszmaul , Michael Mitzenmacher , Amit Portnoy , Shay Vargaftik

We propose a new randomized algorithm for solving L2-regularized least-squares problems based on sketching. We consider two of the most popular random embeddings, namely, Gaussian embeddings and the Subsampled Randomized Hadamard Transform…

Machine Learning · Computer Science 2020-10-26 Jonathan Lacotte , Mert Pilanci

Randomized algorithms can be used to speed up the analysis of large datasets. In this paper, we develop a unified methodology for statistical inference via randomized sketching or projections in two of the most fundamental problems in…

Statistics Theory · Mathematics 2024-04-02 Leda Wang , Zhixiang Zhang , Edgar Dobriban

We provide an exact analysis of a class of randomized algorithms for solving overdetermined least-squares problems. We consider first-order methods, where the gradients are pre-conditioned by an approximation of the Hessian, based on a…

Optimization and Control · Mathematics 2020-02-27 Jonathan Lacotte , Mert Pilanci

New efficient source feature compression solutions are proposed based on a two-stage Walsh-Hadamard Transform (WHT) for Convolutional Neural Network (CNN)-based object classification in underwater robotics. The object images are firstly…

Computer Vision and Pattern Recognition · Computer Science 2021-12-30 Xueyuan Zhao , Mehdi Rahmati , Dario Pompili

The use of M-estimators in generalized linear regression models in high dimensional settings requires risk minimization with hard $L_0$ constraints. Of the known methods, the class of projected gradient descent (also known as iterative hard…

Machine Learning · Computer Science 2014-10-22 Prateek Jain , Ambuj Tewari , Purushottam Kar

Supervised dimensionality reduction strategies have been of great interest. However, current supervised dimensionality reduction approaches are difficult to scale for situations characterized by large datasets given the high computational…

Machine Learning · Computer Science 2018-11-09 Amir-Hossein Karimi , Alexander Wong , Ali Ghodsi

The question of fast convergence in the classical problem of high dimensional linear regression has been extensively studied. Arguably, one of the fastest procedures in practice is Iterative Hard Thresholding (IHT). Still, IHT relies…

Statistics Theory · Mathematics 2020-08-28 Mohamed Ndaoud

As a typical dimensionality reduction technique, random projection can be simply implemented with linear projection, while maintaining the pairwise distances of high-dimensional data with high probability. Considering this technique is…

Machine Learning · Computer Science 2014-10-14 Weizhi Lu , Weiyu Li , Kidiyo Kpalma , Joseph Ronsin

Sliced Wasserstein (SW) distance has been widely used in different application scenarios since it can be scaled to a large number of supports without suffering from the curse of dimensionality. The value of sliced Wasserstein distance is…

Machine Learning · Statistics 2023-02-07 Khai Nguyen , Tongzheng Ren , Huy Nguyen , Litu Rout , Tan Nguyen , Nhat Ho

Vector quantization via random projection followed by scalar quantization is a fundamental primitive in machine learning, with applications ranging from similarity search to federated learning and KV cache compression. While dense random…

Machine Learning · Computer Science 2026-05-14 Ying Feng , Piotr Indyk , Michael Kapralov , Dmitry Krachun , Boris Prokhorov

Iterative hard thresholding (IHT) is a projected gradient descent algorithm, known to achieve state of the art performance for a wide range of structured estimation problems, such as sparse inference. In this work, we consider IHT as a…

Machine Learning · Statistics 2020-02-03 Jacky Y. Zhang , Rajiv Khanna , Anastasios Kyrillidis , Oluwasanmi Koyejo

Spatially resolved transcriptomics (SRT) has evolved rapidly through various technologies, enabling scientists to investigate both morphological contexts and gene expression profiling at single-cell resolution in parallel. SRT data are…

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

Recently, experiments have been reported where researchers were able to perform high dynamic range (HDR) tomography in a heuristic fashion, by fusing multiple tomographic projections. This approach to HDR tomography has been inspired by HDR…

Information Theory · Computer Science 2021-05-11 Matthias Beckmann , Ayush Bhandari , Felix Krahmer
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