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In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…

Optimization and Control · Mathematics 2018-08-09 Ion Necoara , Martin Takac

Sketches are probabilistic data structures that can provide approximate results within mathematically proven error bounds while using orders of magnitude less memory than traditional approaches. They are tailored for streaming data analysis…

Data Structures and Algorithms · Computer Science 2019-03-05 Fatih Taşyaran , Kerem Yıldırır , Kamer Kaya , Mustafa Kemal Taş

This paper develops conformal inference methods to construct a confidence interval for the frequency of a queried object in a very large discrete data set, based on a sketch with a lower memory footprint. This approach requires no knowledge…

Methodology · Statistics 2023-08-17 Matteo Sesia , Stefano Favaro , Edgar Dobriban

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…

Machine Learning · Statistics 2024-05-07 Tamim El Ahmad , Luc Brogat-Motte , Pierre Laforgue , Florence d'Alché-Buc

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

Data reduction in storage systems is becoming increasingly important as an effective solution to minimize the management cost of a data center. To maximize data-reduction efficiency, existing post-deduplication delta-compression techniques…

Machine Learning · Computer Science 2022-02-23 Jisung Park , Jeoggyun Kim , Yeseong Kim , Sungjin Lee , Onur Mutlu

Sparse embeddings of data form an attractive class due to their inherent interpretability: Every dimension is tied to a term in some vocabulary, making it easy to visually decipher the latent space. Sparsity, however, poses unique…

Data Structures and Algorithms · Computer Science 2025-09-30 Sebastian Bruch , Franco Maria Nardini , Cosimo Rulli , Rossano Venturini

Maintaining the pair similarity relationship among originally high-dimensional data into a low-dimensional binary space is a popular strategy to learn binary codes. One simiple and intutive method is to utilize two identical code matrices…

Information Retrieval · Computer Science 2018-11-28 Xiaoshuang Shi , Fuyong Xing , Zizhao Zhang , Manish Sapkota , Zhenhua Guo , Lin Yang

We present a method for extracting depth information from a rectified image pair. Our approach focuses on the first stage of many stereo algorithms: the matching cost computation. We approach the problem by learning a similarity measure on…

Computer Vision and Pattern Recognition · Computer Science 2016-05-19 Jure Žbontar , Yann LeCun

Sketched gradient algorithms have been recently introduced for efficiently solving the large-scale constrained Least-squares regressions. In this paper we provide novel convergence analysis for the basic method {\it Gradient Projection…

Optimization and Control · Mathematics 2017-06-05 Junqi Tang , Mohammad Golbabaee , Mike Davies

Detecting emergence of a low-rank signal from high-dimensional data is an important problem arising from many applications such as camera surveillance and swarm monitoring using sensors. We consider a procedure based on the largest…

Machine Learning · Statistics 2016-10-10 Yao Xie , Lee Seversky

In rapid and massive data streams, it is often not possible to estimate the frequency of items with complete accuracy. To perform the operation in a reasonable amount of space and with sufficiently low latency, approximated methods are…

Databases · Computer Science 2019-04-18 Arijit Khan , Sixing Yan

We propose a new randomized algorithm for solving L2-regularized least-squares problems based on sketching. We consider two of the most popular random embeddings, namely, Gaussian embeddings and the Subsampled Randomized Hadamard Transform…

Machine Learning · Computer Science 2020-10-26 Jonathan Lacotte , Mert Pilanci

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

Matrix sketching, aimed at approximating a matrix $\boldsymbol{A} \in \mathbb{R}^{N\times d}$ consisting of vector streams of length $N$ with a smaller sketching matrix $\boldsymbol{B} \in \mathbb{R}^{\ell\times d}, \ell \ll N$, has…

Databases · Computer Science 2024-11-06 Hanyan Yin , Dongxie Wen , Jiajun Li , Zhewei Wei , Xiao Zhang , Zengfeng Huang , Feifei Li

Sketching algorithms use random projections to generate a smaller sketched data set, often for the purposes of modelling. Complete and partial sketch regression estimates can be constructed using information from only the sketched data set…

Methodology · Statistics 2023-06-07 R. P. Browne , J. L. Andrews

We consider least-squares problems with quadratic regularization and propose novel sketching-based iterative methods with an adaptive sketch size. The sketch size can be as small as the effective dimension of the data matrix to guarantee…

Machine Learning · Computer Science 2021-04-30 Jonathan Lacotte , Mert Pilanci

Weighted minwise hashing is a standard dimensionality reduction technique with applications to similarity search and large-scale kernel machines. We introduce a simple algorithm that takes a weighted set $x \in \mathbb{R}_{\geq 0}^{d}$ and…

Data Structures and Algorithms · Computer Science 2020-05-26 Tobias Christiani

Categorical attributes are those that can take a discrete set of values, e.g., colours. This work is about compressing vectors over categorical attributes to low-dimension discrete vectors. The current hash-based methods compressing vectors…

Machine Learning · Computer Science 2021-12-08 Debajyoti Bera , Rameshwar Pratap , Bhisham Dev Verma

Sketching has emerged as a powerful technique for speeding up problems in numerical linear algebra, such as regression. In the overconstrained regression problem, one is given an $n \times d$ matrix $A$, with $n \gg d$, as well as an $n…

Data Structures and Algorithms · Computer Science 2017-05-31 Eric Price , Zhao Song , David P. Woodruff
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