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We propose a randomized second-order method for optimization known as the Newton Sketch: it is based on performing an approximate Newton step using a randomly projected or sub-sampled Hessian. For self-concordant functions, we prove that…

Optimization and Control · Mathematics 2015-05-12 Mert Pilanci , Martin J. Wainwright

In this paper, we propose {\it \underline{R}ecursive} {\it \underline{I}mportance} {\it \underline{S}ketching} algorithm for {\it \underline{R}ank} constrained least squares {\it \underline{O}ptimization} (RISRO). The key step of RISRO is…

Optimization and Control · Mathematics 2022-12-06 Yuetian Luo , Wen Huang , Xudong Li , Anru R. Zhang

Quantization can be used to form new vectors/matrices with shared values close to the original. In recent years, the popularity of scalar quantization for value-sharing applications has been soaring as it has been found huge utilities in…

Machine Learning · Computer Science 2019-12-11 Chen Wang , Xiaomei Yang , Shaomin Fei , Kai Zhou , Xiaofeng Gong , Miao Du , Ruisen Luo

In this paper, combining count sketch and maximal weighted residual Kaczmarz method, we propose a fast randomized algorithm for large overdetermined linear systems. Convergence analysis of the new algorithm is provided. Numerical…

Numerical Analysis · Mathematics 2020-04-07 Yanjun Zhang , Hanyu Li

Sketches have shown high accuracy in multi-way join cardinality estimation, a critical problem in cost-based query optimization. Accurately estimating the cardinality of a join operation -- analogous to its computational cost -- allows the…

Databases · Computer Science 2025-06-18 Brian Tsan , Abylay Amanbayev , Asoke Datta , Florin Rusu

The count-min sketch (CMS) is a randomized data structure that provides estimates of tokens' frequencies in a large data stream using a compressed representation of the data by random hashing. In this paper, we rely on a recent Bayesian…

Machine Learning · Statistics 2021-02-12 Emanuele Dolera , Stefano Favaro , Stefano Peluchetti

Understanding the nature of human sketches is challenging because of the wide variation in how they are created. Recognizing complex structural patterns improves both the accuracy in recognizing sketches and the fidelity of the generated…

Computer Vision and Pattern Recognition · Computer Science 2025-03-31 Giulio Federico , Giuseppe Amato , Fabio Carrara , Claudio Gennaro , Marco Di Benedetto

We adapt a well known streaming algorithm for approximating item frequencies to the matrix sketching setting. The algorithm receives the rows of a large matrix $A \in \R^{n \times m}$ one after the other in a streaming fashion. It maintains…

Data Structures and Algorithms · Computer Science 2012-07-12 Edo Liberty

To approximate sums of values in key-value data streams, sketches are widely used in databases and networking systems. They offer high-confidence approximations for any given key while ensuring low time and space overhead. While existing…

Data Structures and Algorithms · Computer Science 2024-06-04 Yuhan Wu , Hanbo Wu , Xilai Liu , Yikai Zhao , Tong Yang , Kaicheng Yang , Sha Wang , Lihua Miao , Gaogang Xie

K-Means algorithm is a popular clustering method. However, it has two limitations: 1) it gets stuck easily in spurious local minima, and 2) the number of clusters k has to be given a priori. To solve these two issues, a multi-prototypes…

Machine Learning · Computer Science 2023-02-15 Dong Li , Shuisheng Zhou , Tieyong Zeng , Raymond H. Chan

Power iteration can improve the accuracy of randomized SVD, but requires multiple data passes, making it impractical in streaming or memory-constrained settings. We introduce a lightweight yet effective sketch-power iteration, allowing…

Numerical Analysis · Mathematics 2026-03-30 Chao Chang , Yuning Yang

We propose a novel randomized framework for the estimation problem of large-scale linear statistical models, namely Sequential Least-Squares Estimators with Fast Randomized Sketching (SLSE-FRS), which integrates Sketch-and-Solve and…

Machine Learning · Statistics 2025-09-09 Guan-Yu Chen , Xi Yang

For a tall $n\times d$ matrix $A$ and a random $m\times n$ sketching matrix $S$, the sketched estimate of the inverse covariance matrix $(A^\top A)^{-1}$ is typically biased: $E[(\tilde A^\top\tilde A)^{-1}]\ne(A^\top A)^{-1}$, where…

Data Structures and Algorithms · Computer Science 2021-07-13 Michał Dereziński , Zhenyu Liao , Edgar Dobriban , Michael W. Mahoney

We consider the problem of sketching set valuation functions, defined as the expectation of a valuation function applied to independent random item values. For valuation functions that are monotone and either subadditive or submodular, and…

Statistics Theory · Mathematics 2026-03-11 Milan Vojnović , Yiliu Wang

Sketching is an important activity in any design process. Designers and stakeholders share their ideas through hand-drawn sketches. These sketches are further used to create 3D models. Current methods to generate 3D models from sketches are…

Computer Vision and Pattern Recognition · Computer Science 2022-04-12 Nitish Bhardwaj , Dhornala Bharadwaj , Alpana Dubey

Sketch is an important media for human to communicate ideas, which reflects the superiority of human intelligence. Studies on sketch can be roughly summarized into recognition and generation. Existing models on image recognition failed to…

Computer Vision and Pattern Recognition · Computer Science 2017-09-14 Yajing Chen , Shikui Tu , Yuqi Yi , Lei Xu

Sketching and stochastic gradient methods are arguably the most common techniques to derive efficient large scale learning algorithms. In this paper, we investigate their application in the context of nonparametric statistical learning.…

Machine Learning · Statistics 2019-01-25 Luigi Carratino , Alessandro Rudi , Lorenzo Rosasco

Distance computation is one of the most fundamental primitives used in communication networks. The cost of effectively and accurately computing pairwise network distances can become prohibitive in large-scale networks such as the Internet…

Data Structures and Algorithms · Computer Science 2011-12-07 Atish Das Sarma , Michael Dinitz , Gopal Pandurangan

Sparse sketches such as the sparse Johnson-Lindenstrauss transform are a core primitive in randomized numerical linear algebra because they leverage random sparsity to reduce the arithmetic cost of sketching, while still offering strong…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-09 Rajat Vadiraj Dwaraknath , Sungyoon Kim , Mert Pilanci

Most sequence sketching methods work by selecting specific $k$-mers from sequences so that the similarity between two sequences can be estimated using only the sketches. Estimating sequence similarity is much faster using sketches than…

Data Structures and Algorithms · Computer Science 2023-11-08 Guillaume Marçais , Dan DeBlasio , Carl Kingsford