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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

Approximation of non-linear kernels using random feature maps has become a powerful technique for scaling kernel methods to large datasets. We propose $\textit{Tensor Sketch}$, an efficient random feature map for approximating polynomial…

Data Structures and Algorithms · Computer Science 2025-05-20 Ninh Pham , Rasmus Pagh

In recent years, randomized algorithms have established themselves as fundamental tools in computational linear algebra, with applications in scientific computing, machine learning, and quantum information science. Many randomized matrix…

Numerical Analysis · Mathematics 2025-12-19 Ethan N. Epperly

Matrix trace estimation is ubiquitous in machine learning applications and has traditionally relied on Hutchinson's method, which requires $O(\log(1/\delta)/\epsilon^2)$ matrix-vector product queries to achieve a $(1 \pm…

Data Structures and Algorithms · Computer Science 2021-11-02 Shuli Jiang , Hai Pham , David P. Woodruff , Qiuyi , Zhang

Sketch-an-Anchor is a novel method to train state-of-the-art Zero-shot Sketch-based Image Retrieval (ZSSBIR) models in under an epoch. Most studies break down the problem of ZSSBIR into two parts: domain alignment between images and…

Computer Vision and Pattern Recognition · Computer Science 2023-03-30 Leo Sampaio Ferraz Ribeiro , Moacir Antonelli Ponti

Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…

Numerical Analysis · Computer Science 2016-05-02 Quanming Yao , James T. Kwok , Wenliang Zhong

Sketching algorithms use random projections to generate a smaller sketched data set, often for the purposes of modelling. Complete and partial sketch regression estimates can be constructed using information from only the sketched data set…

Methodology · Statistics 2023-06-07 R. P. Browne , J. L. Andrews

CountSketch is a popular dimensionality reduction technique that maps vectors to a lower dimension using randomized linear measurements. The sketch supports recovering $\ell_2$-heavy hitters of a vector (entries with $v[i]^2 \geq…

Data Structures and Algorithms · Computer Science 2022-03-01 Edith Cohen , Xin Lyu , Jelani Nelson , Tamás Sarlós , Moshe Shechner , Uri Stemmer

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 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

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

Machine Learning · Computer Science 2018-07-25 Quanming Yao , James T. Kwok , Taifeng Wang , Tie-Yan Liu

The Nystrom method has been popular for generating the low-rank approximation of kernel matrices that arise in many machine learning problems. The approximation quality of the Nystrom method depends crucially on the number of selected…

Machine Learning · Statistics 2016-12-21 Farhad Pourkamali-Anaraki , Stephen Becker

Matrix rank minimizing subject to affine constraints arises in many application areas, ranging from signal processing to machine learning. Nuclear norm is a convex relaxation for this problem which can recover the rank exactly under some…

Computer Vision and Pattern Recognition · Computer Science 2015-08-20 Zhao Kang , Chong Peng , Qiang Cheng

We present a new approach for computing compact sketches that can be used to approximate the inner product between pairs of high-dimensional vectors. Based on the Weighted MinHash algorithm, our approach admits strong accuracy guarantees…

Despite being a key bottleneck in many machine learning tasks, the cost of solving large linear systems has proven challenging to quantify due to problem-dependent quantities such as condition numbers. To tackle this, we consider a…

Data Structures and Algorithms · Computer Science 2025-06-18 Michał Dereziński , Daniel LeJeune , Deanna Needell , Elizaveta Rebrova

This paper develops the sketching (i.e., randomized dimension reduction) theory for real algebraic varieties and images of polynomial maps, including, e.g., the set of low rank tensors and tensor networks. Through the lens of norming sets,…

Numerical Analysis · Mathematics 2025-06-06 Yifan Zhang , Joe Kileel

We propose a new framework for analyzing zeroth-order optimization (ZOO) from the perspective of \emph{oblivious randomized sketching}.In this framework, commonly used gradient estimators in ZOO-such as finite difference (FD) and random…

Optimization and Control · Mathematics 2025-10-14 Haishan Ye , Xiangyu Chang , Xi Chen

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

This paper describes a new algorithm for computing a low-Tucker-rank approximation of a tensor. The method applies a randomized linear map to the tensor to obtain a sketch that captures the important directions within each mode, as well as…

Numerical Analysis · Mathematics 2021-05-04 Yiming Sun , Yang Guo , Charlene Luo , Joel Tropp , Madeleine Udell

Focusing on implicit neural representations, we present a novel in situ training protocol that employs limited memory buffers of full and sketched data samples, where the sketched data are leveraged to prevent catastrophic forgetting. The…

Machine Learning · Computer Science 2026-04-21 Cooper Simpson , Stephen Becker , Alireza Doostan