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Statistical leverage scores emerged as a fundamental tool for matrix sketching and column sampling with applications to low rank approximation, regression, random feature learning and quadrature. Yet, the very nature of this quantity is…

Machine Learning · Computer Science 2018-11-22 Edouard Pauwels , Francis Bach , Jean-Philippe Vert

Sampling complex free energy surfaces is one of the main challenges of modern atomistic simulation methods. The presence of kinetic bottlenecks in such surfaces often renders a direct approach useless. A popular strategy is to identify a…

Computational Physics · Physics 2019-09-25 Luigi Bonati , Yue-Yu Zhang , Michele Parrinello

Low-rank tensor decomposition generalizes low-rank matrix approximation and is a powerful technique for discovering low-dimensional structure in high-dimensional data. In this paper, we study Tucker decompositions and use tools from…

Data Structures and Algorithms · Computer Science 2021-07-23 Matthew Fahrbach , Mehrdad Ghadiri , Thomas Fu

While leverage score sampling provides powerful tools for approximating solutions to large least squares problems, the cost of computing exact scores and sampling often prohibits practical application. This paper addresses this challenge by…

Numerical Analysis · Mathematics 2025-04-29 Osman Asif Malik , Yiming Xu , Nuojin Cheng , Stephen Becker , Alireza Doostan , Akil Narayan

We study algorithms for estimating the statistical leverage scores of rectangular dense or sparse matrices of arbitrary rank. Our approach is based on combining rank revealing methods with compositions of dense and sparse randomized…

Data Structures and Algorithms · Computer Science 2022-03-08 Aleksandros Sobczyk , Efstratios Gallopoulos

We introduce single-set spectral sparsification as a deterministic sampling based feature selection technique for regularized least squares classification, which is the classification analogue to ridge regression. The method is unsupervised…

Machine Learning · Statistics 2015-12-08 Saurabh Paul , Petros Drineas

The demand of computational resources for the modeling process increases as the scale of the datasets does, since traditional approaches for regression involve inverting huge data matrices. The main problem relies on the large data size,…

Methodology · Statistics 2023-07-06 Vasilis Chasiotis , Dimitris Karlis

Random feature approximation is arguably one of the most widely used techniques for kernel methods in large-scale learning algorithms. In this work, we analyze the generalization properties of random feature methods, extending previous…

Machine Learning · Statistics 2025-06-23 Mike Nguyen , Nicole Mücke

In the context of supervised learning of a function by a neural network, we claim and empirically verify that the neural network yields better results when the distribution of the data set focuses on regions where the function to learn is…

Machine Learning · Statistics 2022-09-28 Paul Novello , Gaël Poëtte , David Lugato , Pietro Congedo

Suppose an $n \times d$ design matrix in a linear regression problem is given, but the response for each point is hidden unless explicitly requested. The goal is to sample only a small number $k \ll n$ of the responses, and then produce a…

Machine Learning · Computer Science 2018-09-06 Michał Dereziński , Manfred K. Warmuth , Daniel Hsu

We prove new explicit upper bounds on the leverage scores of Fourier sparse functions under both the Gaussian and Laplace measures. In particular, we study $s$-sparse functions of the form $f(x) = \sum_{j=1}^s a_j e^{i \lambda_j x}$ for…

Data Structures and Algorithms · Computer Science 2021-07-09 Tamás Erdélyi , Cameron Musco , Christopher Musco

We propose an input sparsity time sampling algorithm that can spectrally approximate the Gram matrix corresponding to the $q$-fold column-wise tensor product of $q$ matrices using a nearly optimal number of samples, improving upon all…

Machine Learning · Computer Science 2022-06-27 David P. Woodruff , Amir Zandieh

We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…

Data Structures and Algorithms · Computer Science 2016-10-10 Michael B. Cohen , Cameron Musco , Christopher Musco

One popular method for dealing with large-scale data sets is sampling. For example, by using the empirical statistical leverage scores as an importance sampling distribution, the method of algorithmic leveraging samples and rescales…

Methodology · Statistics 2013-06-25 Ping Ma , Michael W. Mahoney , Bin Yu

Recent studies in Learning to Rank have shown the possibility to effectively distill a neural network from an ensemble of regression trees. This result leads neural networks to become a natural competitor of tree-based ensembles on the…

Machine Learning · Computer Science 2024-10-28 F. M. Nardini , C. Rulli , S. Trani , R. Venturini

Deep neural network training spends most of the computation on examples that are properly handled, and could be ignored. We propose to mitigate this phenomenon with a principled importance sampling scheme that focuses computation on…

Machine Learning · Computer Science 2019-10-29 Angelos Katharopoulos , François Fleuret

Generative neural samplers are probabilistic models that implement sampling using feedforward neural networks: they take a random input vector and produce a sample from a probability distribution defined by the network weights. These models…

Machine Learning · Statistics 2016-06-03 Sebastian Nowozin , Botond Cseke , Ryota Tomioka

In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…

Machine Learning · Statistics 2024-04-02 Agniva Chowdhury , Pradeep Ramuhalli

Tensor Train~(TT) decomposition is widely used in the machine learning and quantum physics communities as a popular tool to efficiently compress high-dimensional tensor data. In this paper, we propose an efficient algorithm to accelerate…

Data Structures and Algorithms · Computer Science 2024-06-07 Vivek Bharadwaj , Beheshteh T. Rakhshan , Osman Asif Malik , Guillaume Rabusseau

We present a selective sampling method designed to accelerate the training of deep neural networks. To this end, we introduce a novel measurement, the minimal margin score (MMS), which measures the minimal amount of displacement an input…

Machine Learning · Computer Science 2019-11-19 Berry Weinstein , Shai Fine , Yacov Hel-Or