Related papers: In-Database Regression in Input Sparsity Time

We study oblivious sketching for $k$-sparse linear regression under various loss functions such as an $\ell_p$ norm, or from a broad class of hinge-like loss functions, which includes the logistic and ReLU losses. We show that for sparse…

TensorSketch is an oblivious linear sketch introduced in Pagh'13 and later used in Pham, Pagh'13 in the context of SVMs for polynomial kernels. It was shown in Avron, Nguyen, Woodruff'14 that TensorSketch provides a subspace embedding, and…

We consider the $\textit{Similarity Sketching}$ problem: Given a universe $[u] = \{0,\ldots, u-1\}$ we want a random function $S$ mapping subsets $A\subseteq [u]$ into vectors $S(A)$ of size $t$, such that the Jaccard similarity $J(A,B) =…

Subgraph counting is a fundamental primitive in graph processing, with applications in social network analysis (e.g., estimating the clustering coefficient of a graph), database processing and other areas. The space complexity of subgraph…

We consider a least squares regression problem where the data has been generated from a linear model, and we are interested to learn the unknown regression parameters. We consider "sketch-and-solve" methods that randomly project the data…

We introduce Density sketches (DS): a succinct online summary of the data distribution. DS can accurately estimate point wise probability density. Interestingly, DS also provides a capability to sample unseen novel data from the underlying…

We introduce a technique for estimating a structured covariance matrix from observations of a random vector which have been sketched. Each observed random vector $\boldsymbol{x}_t$ is reduced to a single number by taking its inner product…

Graph is a ubiquitous representation of data in various research fields, and graph embedding is a prevalent machine learning technique for capturing key features and generating fixed-sized attributes. However, most state-of-the-art graph…

High-dimensional representations, such as radial basis function networks or tile coding, are common choices for policy evaluation in reinforcement learning. Learning with such high-dimensional representations, however, can be expensive,…

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…

Many popular first-order optimization methods (e.g., Momentum, AdaGrad, Adam) accelerate the convergence rate of deep learning models. However, these algorithms require auxiliary parameters, which cost additional memory proportional to the…

Matrix sketching is aimed at finding close approximations of a matrix by factors of much smaller dimensions, which has important applications in optimization and machine learning. Given a matrix A of size m by n, state-of-the-art randomized…

A significant portion of the data today, e.g, social networks, web connections, etc., can be modeled by graphs. A proper analysis of graphs with Machine Learning (ML) algorithms has the potential to yield far-reaching insights into many…

We provide a deterministic space-efficient algorithm for estimating ridge regression. For $n$ data points with $d$ features and a large enough regularization parameter, we provide a solution within $\varepsilon$ L$_2$ error using only…

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…

Sampling of signals belonging to a low-dimensional subspace has well-documented merits for dimensionality reduction, limited memory storage, and online processing of streaming network data. When the subspace is known, these signals can be…

It is often desirable to reduce the dimensionality of a large dataset by projecting it onto a low-dimensional subspace. Matrix sketching has emerged as a powerful technique for performing such dimensionality reduction very efficiently. Even…

Existing approaches to federated learning suffer from a communication bottleneck as well as convergence issues due to sparse client participation. In this paper we introduce a novel algorithm, called FetchSGD, to overcome these challenges.…

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…

We consider feature selection for applications in machine learning where the dimensionality of the data is so large that it exceeds the working memory of the (local) computing machine. Unfortunately, current large-scale sketching algorithms…