Related papers: Tensor-structured sketching for constrained least …
Consider the problem of estimating the mean of a Gaussian random vector when the mean vector is assumed to be in a given convex set. The most natural solution is to take the Euclidean projection of the data vector on to this convex set; in…
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…
In this paper, we propose a general framework for tensor singular value decomposition (tensor SVD), which focuses on the methodology and theory for extracting the hidden low-rank structure from high-dimensional tensor data. Comprehensive…
We study the problem of residual error estimation for matrix and vector norms using a linear sketch. Such estimates can be used, for example, to quickly assess how useful a more expensive low-rank approximation computation will be. The…
Recent work has explored transforming data sets into smaller, approximate summaries in order to scale Bayesian inference. We examine a related problem in which the parameters of a Bayesian model are very large and expensive to store in…
Gaussian mixtures are a powerful and widely used tool to model non-Gaussian estimation problems. They are able to describe measurement errors that follow arbitrary distributions and can represent ambiguity in assignment tasks like point set…
The problem of partitioning a large and sparse tensor is considered, where the tensor consists of a sequence of adjacency matrices. Theory is developed that is a generalization of spectral graph partitioning. A best rank-$(2,2,\lambda)$…
We study the least squares regression problem \begin{align*} \min_{\Theta \in \mathcal{S}_{\odot D,R}} \|A\Theta-b\|_2, \end{align*} where $\mathcal{S}_{\odot D,R}$ is the set of $\Theta$ for which $\Theta = \sum_{r=1}^{R} \theta_1^{(r)}…
We provide a computational framework for approximating a class of structured matrices; here, the term structure is very general, and may refer to a regular sparsity pattern (e.g., block-banded), or be more highly structured (e.g., symmetric…
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…
Randomized sketching accelerates large-scale numerical linear algebra by reducing computational complexity. While the traditional sketch-and-solve approach reduces the problem size directly through sketching, the sketch-and-precondition…
Tensor train (TT) decomposition provides a space-efficient representation for higher-order tensors. Despite its advantage, we face two crucial limitations when we apply the TT decomposition to machine learning problems: the lack of…
We show how to sketch semidefinite programs (SDPs) using positive maps in order to reduce their dimension. More precisely, we use Johnson\hyp{}Lindenstrauss transforms to produce a smaller SDP whose solution preserves feasibility or…
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…
SketchySGD improves upon existing stochastic gradient methods in machine learning by using randomized low-rank approximations to the subsampled Hessian and by introducing an automated stepsize that works well across a wide range of convex…
Contracting tensor networks is often computationally demanding. Well-designed contraction sequences can dramatically reduce the contraction cost. We explore the performance of simulated annealing and genetic algorithms, two common discrete…
Recently, a novel coded compressed sensing (CCS) approach was proposed in [1] for dealing with the scalability problem for large sensing matrices in massive machine-type communications. The approach is to divide the compressed sensing (CS)…
We consider the hashing mechanism for constructing binary embeddings, that involves pseudo-random projections followed by nonlinear (sign function) mappings. The pseudo-random projection is described by a matrix, where not all entries are…
Nowadays, Non-Linear Least-Squares embodies the foundation of many Robotics and Computer Vision systems. The research community deeply investigated this topic in the last years, and this resulted in the development of several open-source…
We develop a randomized Newton method capable of solving learning problems with huge dimensional feature spaces, which is a common setting in applications such as medical imaging, genomics and seismology. Our method leverages randomized…