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We consider sketching algorithms which first quickly 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. In the learning-based…

Machine Learning · Computer Science 2021-06-08 Simin Liu , Tianrui Liu , Ali Vakilian , Yulin Wan , David P. Woodruff

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…

Machine Learning · Statistics 2019-11-05 Yang Shi , Animashree Anandkumar

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…

Machine Learning · Computer Science 2024-04-12 Yi Li , Honghao Lin , Simin Liu , Ali Vakilian , David P. Woodruff

Recent advancement of the WWW, IOT, social network, e-commerce, etc. have generated a large volume of data. These datasets are mostly represented by high dimensional and sparse datasets. Many fundamental subroutines of common data analytic…

Information Retrieval · Computer Science 2019-10-11 Rameshwar Pratap , Debajyoti Bera , Karthik Revanuru

The immense amount of daily generated and communicated data presents unique challenges in their processing. Clustering, the grouping of data without the presence of ground-truth labels, is an important tool for drawing inferences from data.…

Machine Learning · Statistics 2018-02-08 Panagiotis A. Traganitis , Georgios B. Giannakis

Random sketching is a dimensionality reduction technique that approximately preserves norms and singular values up to some $O(1)$ distortion factor with high probability. The most popular sketches in literature are the Gaussian sketch and…

Numerical Analysis · Mathematics 2025-08-21 Andrew J. Higgins , Erik G. Boman , Ichitaro Yamazaki

Sketching algorithms have recently proven to be a powerful approach both for designing low-space streaming algorithms as well as fast polynomial time approximation schemes (PTAS). In this work, we develop new techniques to extend the…

Data Structures and Algorithms · Computer Science 2023-10-31 Gregory Dexter , Petros Drineas , David P. Woodruff , Taisuke Yasuda

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…

Data Structures and Algorithms · Computer Science 2024-05-10 Sachin Garg , Kevin Tan , Michał Dereziński

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

Scalable algorithms to solve optimization and regression tasks even approximately, are needed to work with large datasets. In this paper we study efficient techniques from matrix sketching to solve a variety of convex constrained regression…

Machine Learning · Computer Science 2019-11-01 Graham Cormode , Charlie Dickens

Two important optimization problems in the analysis of geometric data sets are clustering and sketching. Here, clustering refers to the problem of partitioning some input metric measure space (mm-space) into k clusters, minimizing some…

Computational Geometry · Computer Science 2018-10-19 Facundo Mémoli , Anastasios Sidiropoulos , Kritika Singhal

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…

Machine Learning · Computer Science 2018-10-03 Joseph Tassarotti , Jean-Baptiste Tristan , Michael Wick

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…

Methodology · Statistics 2019-04-04 Daniel Ahfock , William J. Astle , Sylvia Richardson

Sketching is widely used in randomized linear algebra for low-rank matrix approximation, column subset selection, and many other problems, and it has gained significant traction in machine learning applications. However, sketching large…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-24 Hussam Al Daas , Grey Ballard , Laura Grigori , Md Taufique Hussain , Suraj Kumar , Mohammad Marufur Rahman , Kathryn Rouse

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…

Numerical Analysis · Mathematics 2021-05-05 Alec Michael Dunton , Alireza Doostan

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…

Machine Learning · Computer Science 2021-10-07 Yi Li , Honghao Lin , David P. Woodruff

The Count-Min sketch is an important and well-studied data summarization method. It allows one to estimate the count of any item in a stream using a small, fixed size data sketch. However, the accuracy of the sketch depends on…

Data Structures and Algorithms · Computer Science 2018-11-13 Daniel Ting

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…

Machine Learning · Statistics 2019-12-03 Roberta Falcone , Angela Montanari , Laura Anderlucci

In sketched clustering, a dataset of $T$ samples is first sketched down to a vector of modest size, from which the centroids are subsequently extracted. Advantages include i) reduced storage complexity and ii) centroid extraction complexity…

Information Theory · Computer Science 2019-05-21 Evan Byrne , Antoine Chatalic , Remi Gribonval , Philip Schniter

Sketch-and-project is a framework which unifies many known iterative methods for solving linear systems and their variants, as well as further extensions to non-linear optimization problems. It includes popular methods such as randomized…

Optimization and Control · Mathematics 2023-09-20 Michał Dereziński , Elizaveta Rebrova
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