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We consider statistical as well as algorithmic aspects of solving large-scale least-squares (LS) problems using randomized sketching algorithms. For a LS problem with input data $(X, Y) \in \mathbb{R}^{n \times p} \times \mathbb{R}^n$,…

Machine Learning · Statistics 2015-08-26 Garvesh Raskutti , Michael Mahoney

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

The unsupervised learning of community structure, in particular the partitioning vertices into clusters or communities, is a canonical and well-studied problem in exploratory graph analysis. However, like most graph analyses the…

Machine Learning · Computer Science 2020-07-27 Benjamin W. Priest , Alec Dunton , Geoffrey Sanders

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

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

In recent years, randomized methods for numerical linear algebra have received growing interest as a general approach to large-scale problems. Typically, the essential ingredient of these methods is some form of randomized dimension…

Machine Learning · Statistics 2019-04-05 Miles E. Lopes , Shusen Wang , Michael W. Mahoney

Randomized algorithms in numerical linear algebra can be fast, scalable and robust. This paper examines the effect of sketching on the right singular vectors corresponding to the smallest singular values of a tall-skinny matrix. We analyze…

Numerical Analysis · Mathematics 2023-05-29 Yuji Nakatsukasa , Taejun Park

Learning-based low rank approximation algorithms can significantly improve the performance of randomized low rank approximation with sketch matrix. With the learned value and fixed non-zero positions for sketch matrices from learning-based…

Machine Learning · Computer Science 2022-12-19 Tiejin Chen , Yicheng Tao

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

Numerical Analysis · Mathematics 2008-06-17 Per-Gunnar Martinsson

Tensor network contraction is a fundamental mathematical operation that generalizes the dot product and matrix multiplication. It finds applications in numerous domains, such as database systems, graph theory, machine learning, probability…

Data Structures and Algorithms · Computer Science 2026-03-10 Mike Heddes , Igor Nunes , Tony Givargis , Alex Nicolau

Matrix sketching is aimed at finding close approximations of a matrix by factors of much smaller dimensions, which has important applications in optimization and machine learning. Given a matrix A of size m by n, state-of-the-art randomized…

Machine Learning · Computer Science 2016-07-28 Kai Zhang , Chuanren Liu , Jie Zhang , Hui Xiong , Eric Xing , Jieping Ye

Matrix sketching is a recently developed data compression technique. An input matrix A is efficiently approximated with a smaller matrix B, so that B preserves most of the properties of A up to some guaranteed approximation ratio. In so…

Machine Learning · Statistics 2019-12-03 Roberta Falcone , Angela Montanari , Laura Anderlucci

We consider sketching algorithms which first quickly 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. In the learning-based…

Machine Learning · Computer Science 2021-06-08 Simin Liu , Tianrui Liu , Ali Vakilian , Yulin Wan , David P. Woodruff

Motivated by the study of matrix elimination orderings in combinatorial scientific computing, we utilize graph sketching and local sampling to give a data structure that provides access to approximate fill degrees of a matrix undergoing…

Data Structures and Algorithms · Computer Science 2023-04-11 Matthew Fahrbach , Gary L. Miller , Richard Peng , Saurabh Sawlani , Junxing Wang , Shen Chen Xu

We improve upon previous oblivious sketching and turnstile streaming results for $\ell_1$ and logistic regression, giving a much smaller sketching dimension achieving $O(1)$-approximation and yielding an efficient optimization problem in…

Data Structures and Algorithms · Computer Science 2023-04-05 Alexander Munteanu , Simon Omlor , David Woodruff

We take a random matrix theory approach to random sketching and show an asymptotic first-order equivalence of the regularized sketched pseudoinverse of a positive semidefinite matrix to a certain evaluation of the resolvent of the same…

Numerical Analysis · Mathematics 2023-10-09 Daniel LeJeune , Pratik Patil , Hamid Javadi , Richard G. Baraniuk , Ryan J. Tibshirani

Spectral clustering has been one of the widely used methods for community detection in networks. However, large-scale networks bring computational challenges to the eigenvalue decomposition therein. In this paper, we study the spectral…

Social and Information Networks · Computer Science 2022-01-07 Hai Zhang , Xiao Guo , Xiangyu Chang

It is often desirable to reduce the dimensionality of a large dataset by projecting it onto a low-dimensional subspace. Matrix sketching has emerged as a powerful technique for performing such dimensionality reduction very efficiently. Even…

Machine Learning · Computer Science 2022-06-15 Michał Dereziński , Feynman Liang , Zhenyu Liao , Michael W. Mahoney

Learning sketching matrices for fast and accurate low-rank approximation (LRA) has gained increasing attention. Recently, Bartlett, Indyk, and Wagner (COLT 2022) presented a generalization bound for the learning-based LRA. Specifically, for…

Machine Learning · Computer Science 2022-10-14 Shinsaku Sakaue , Taihei Oki

Constrained least squares problems arise in many applications. Their memory and computation costs are expensive in practice involving high-dimensional input data. We employ the so-called "sketching" strategy to project the least squares…

Optimization and Control · Mathematics 2021-09-07 Ke Chen , Ruhui Jin