Related papers: Effective Dimension Adaptive Sketching Methods for…

Given a symmetric matrix $A$, we show from the simple sketch $GAG^T$, where $G$ is a Gaussian matrix with $k = O(1/\epsilon^2)$ rows, that there is a procedure for approximating all eigenvalues of $A$ simultaneously to within $\epsilon…

The approximate nearest neighbor problem ($\epsilon$-ANN) in high dimensional Euclidean space has been mainly addressed by Locality Sensitive Hashing (LSH), which has polynomial dependence in the dimension, sublinear query time, but…

We present and analyze an algorithm designed for addressing vector-valued regression problems involving possibly infinite-dimensional input and output spaces. The algorithm is a randomized adaptation of reduced rank regression, a technique…

We consider the problem of embedding a subset of $\mathbb{R}^n$ into a low-dimensional Hamming cube in an almost isometric way. We construct a simple, data-oblivious, and computationally efficient map that achieves this task with high…

We study matrix sketching methods for regularized variants of linear regression, low rank approximation, and canonical correlation analysis. Our main focus is on sketching techniques which preserve the objective function value for…

This paper develops a new class of algorithms for general linear systems and eigenvalue problems. These algorithms apply fast randomized sketching to accelerate subspace projection methods, such as GMRES and Rayleigh--Ritz. This approach…

Large models and enormous data are essential driving forces of the unprecedented successes achieved by modern algorithms, especially in scientific computing and machine learning. Nevertheless, the growing dimensionality and model…

Learning parameters from voluminous data can be prohibitive in terms of memory and computational requirements. We propose a "compressive learning" framework where we estimate model parameters from a sketch of the training data. This sketch…

We propose a randomized first order optimization algorithm Gradient Projection Iterative Sketch (GPIS) and an accelerated variant for efficiently solving large scale constrained Least Squares (LS). We provide theoretical convergence…

We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…

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…

Randomized dimensionality reduction is a widely-used algorithmic technique for speeding up large-scale Euclidean optimization problems. In this paper, we study dimension reduction for a variety of maximization problems, including…

We study first-order optimization algorithms under the constraint that the descent direction is quantized using a pre-specified budget of $R$-bits per dimension, where $R \in (0 ,\infty)$. We propose computationally efficient optimization…

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…

We propose a stochastic variance-reduced cubic regularized Newton algorithm to optimize the finite-sum problem over a Riemannian submanifold of the Euclidean space. The proposed algorithm requires a full gradient and Hessian update at the…

In this paper, we revisit the large-scale constrained linear regression problem and propose faster methods based on some recent developments in sketching and optimization. Our algorithms combine (accelerated) mini-batch SGD with a new…

Randomized dimensionality reduction has been recognized as one of the fundamental techniques in handling high-dimensional data. Starting with the celebrated Johnson-Lindenstrauss Lemma, such reductions have been studied in depth for the…

We propose a new algorithm for minimizing regularized empirical loss: Stochastic Dual Newton Ascent (SDNA). Our method is dual in nature: in each iteration we update a random subset of the dual variables. However, unlike existing methods…

This paper presents novel adaptive space-time reduced-rank interference suppression least squares algorithms based on joint iterative optimization of parameter vectors. The proposed space-time reduced-rank scheme consists of a joint…

We propose novel randomized optimization methods for high-dimensional convex problems based on restrictions of variables to random subspaces. We consider oblivious and data-adaptive subspaces and study their approximation properties via…