Related papers: Spectral estimation from simulations via sketching
Sketching is a probabilistic data compression technique that has been largely developed in the computer science community. Numerical operations on big datasets can be intolerably slow; sketching algorithms address this issue by generating a…
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…
Linear regression is a classic method of data analysis. In recent years, sketching -- a method of dimension reduction using random sampling, random projections, or both -- has gained popularity as an effective computational approximation…
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 introduce Density sketches (DS): a succinct online summary of the data distribution. DS can accurately estimate point wise probability density. Interestingly, DS also provides a capability to sample unseen novel data from the underlying…
Kernel density estimation is a simple and effective method that lies at the heart of many important machine learning applications. Unfortunately, kernel methods scale poorly for large, high dimensional datasets. Approximate kernel density…
Sketching, a dimensionality reduction technique, has received much attention in the statistics community. In this paper, we study sketching in the context of Newton's method for solving finite-sum optimization problems in which the number…
Leveraging the kernel trick in both the input and output spaces, surrogate kernel methods are a flexible and theoretically grounded solution to structured output prediction. If they provide state-of-the-art performance on complex data sets…
We introduce a new sub-linear space sketch---the Weight-Median Sketch---for learning compressed linear classifiers over data streams while supporting the efficient recovery of large-magnitude weights in the model. This enables…
This paper argues that randomized linear sketching is a natural tool for on-the-fly compression of data matrices that arise from large-scale scientific simulations and data collection. The technical contribution consists in a new algorithm…
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…
Sketching is a randomized dimensionality-reduction method that aims to preserve relevant information in large-scale datasets. Count sketch is a simple popular sketch which uses a randomized hash function to achieve compression. In this…
Sketching is a dimensionality reduction technique where one compresses a matrix by linear combinations that are chosen at random. A line of work has shown how to sketch the Hessian to speed up each iteration in a second order method, but…
Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…
Single-photon lidar has become a prominent tool for depth imaging in recent years. At the core of the technique, the depth of a target is measured by constructing a histogram of time delays between emitted light pulses and detected photon…
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…
Low-rank approximation of tensors has been widely used in high-dimensional data analysis. It usually involves singular value decomposition (SVD) of large-scale matrices with high computational complexity. Sketching is an effective data…
Low-rank approximation in data streams is a fundamental and significant task in computing science, machine learning and statistics. Multiple streaming algorithms have emerged over years and most of them are inspired by randomized…
Researchers may perform regressions using a sketch of data of size $m$ instead of the full sample of size $n$ for a variety of reasons. This paper considers the case when the regression errors do not have constant variance and…
Sketching techniques have become popular for scaling up machine learning algorithms by reducing the sample size or dimensionality of massive data sets, while still maintaining the statistical power of big data. In this paper, we study…