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Tensor Train~(TT) decomposition is widely used in the machine learning and quantum physics communities as a popular tool to efficiently compress high-dimensional tensor data. In this paper, we propose an efficient algorithm to accelerate…

Data Structures and Algorithms · Computer Science 2024-06-07 Vivek Bharadwaj , Beheshteh T. Rakhshan , Osman Asif Malik , Guillaume Rabusseau

Quantum-inspired singular value decomposition (SVD) is a technique to perform SVD in logarithmic time with respect to the dimension of a matrix, given access to the matrix embedded in a segment-tree data structure. The speedup is possible…

Quantum Physics · Physics 2022-09-27 Iori Takeda , Souichi Takahira , Kosuke Mitarai , Keisuke Fujii

We focus on \emph{row sampling} based approximations for matrix algorithms, in particular matrix multipication, sparse matrix reconstruction, and \math{\ell_2} regression. For \math{\matA\in\R^{m\times d}} (\math{m} points in \math{d\ll m}…

Data Structures and Algorithms · Computer Science 2011-03-29 Malik Magdon-Ismail

Symmetric Nonnegative Matrix Factorization (SymNMF) is a technique in data analysis and machine learning that approximates a symmetric matrix with a product of a nonnegative, low-rank matrix and its transpose. To design faster and more…

Machine Learning · Computer Science 2024-12-02 Koby Hayashi , Sinan G. Aksoy , Grey Ballard , Haesun Park

We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle…

Data Structures and Algorithms · Computer Science 2018-06-29 Amit Levi , Yuichi Yoshida

Logistic regression (LR) is an important machine learning model for classification, with wide applications in text classification, image analysis and medicine diagnosis, etc. However, training LR generally entails an iterative gradient…

Quantum Physics · Physics 2019-07-12 Hai-Ling Liu , Chao-Hua Yu , Yu-Sen Wu , Shi-Jie Pan , Su-Juan Qin , Fei Gao , Qiao-Yan Wen

The demand of computational resources for the modeling process increases as the scale of the datasets does, since traditional approaches for regression involve inverting huge data matrices. The main problem relies on the large data size,…

Methodology · Statistics 2023-07-06 Vasilis Chasiotis , Dimitris Karlis

We present classical sublinear-time algorithms for solving low-rank linear systems of equations. Our algorithms are inspired by the HHL quantum algorithm for solving linear systems and the recent breakthrough by Tang of dequantizing the…

Data Structures and Algorithms · Computer Science 2018-11-13 Nai-Hui Chia , Han-Hsuan Lin , Chunhao Wang

We study random submatrices of a large matrix A. We show how to approximately compute A from its random submatrix of the smallest possible size O(r log r) with a small error in the spectral norm, where r = ||A||_F^2 / ||A||_2^2 is the…

Functional Analysis · Mathematics 2016-12-23 Mark Rudelson , Roman Vershynin

The power of randomized algorithms in numerical methods have led to fast solutions which use the Singular Value Decomposition (SVD) as a core routine. However, given the large data size of modern and the modest runtime of SVD, most…

Machine Learning · Computer Science 2018-12-20 Hui Han Chin , Paul Pu Liang

Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…

Machine Learning · Computer Science 2023-10-18 Rajarshi Saha , Varun Srivastava , Mert Pilanci

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

The turnstile data stream model offers the most flexible framework where data can be manipulated dynamically, i.e., rows, columns, and even single entries of an input matrix can be added, deleted, or updated multiple times in a data stream.…

Data Structures and Algorithms · Computer Science 2024-06-04 Alexander Munteanu , Simon Omlor

With rapid advances in information technology, massive datasets are collected in all fields of science, such as biology, chemistry, and social science. Useful or meaningful information is extracted from these data often through statistical…

Methodology · Statistics 2021-09-22 Wenxuan Zhong , Yiwen Liu , Peng Zeng

The Minimum Volume Covering Ellipsoid (MVCE) problem, characterised by $n$ observations in $d$ dimensions where $n \gg d$, can be computationally very expensive in the big data regime. We apply methods from randomised numerical linear…

Optimization and Control · Mathematics 2024-11-07 Elizabeth Harris , Ali Eshragh , Bishnu Lamichhane , Jordan Shaw-Carmody , Elizabeth Stojanovski

CUR matrix decomposition is a randomized algorithm that can efficiently compute the low rank approximation for a given rectangle matrix. One limitation with the existing CUR algorithms is that they require an access to the full matrix A for…

Machine Learning · Computer Science 2014-03-25 Rong Jin , Shenghuo Zhu

We give a classical algorithm for linear regression analogous to the quantum matrix inversion algorithm [Harrow, Hassidim, and Lloyd, Physical Review Letters'09, arXiv:0811.3171] for low-rank matrices [Wossnig, Zhao, and Prakash, Physical…

Data Structures and Algorithms · Computer Science 2022-07-06 András Gilyén , Zhao Song , Ewin Tang

Suppose an $n \times d$ design matrix in a linear regression problem is given, but the response for each point is hidden unless explicitly requested. The goal is to sample only a small number $k \ll n$ of the responses, and then produce a…

Machine Learning · Computer Science 2018-09-06 Michał Dereziński , Manfred K. Warmuth , Daniel Hsu

Many data analysis applications deal with large matrices and involve approximating the matrix using a small number of ``components.'' Typically, these components are linear combinations of the rows and columns of the matrix, and are thus…

Data Structures and Algorithms · Computer Science 2007-08-29 Petros Drineas , Michael W. Mahoney , S. Muthukrishnan

For massive data, the family of subsampling algorithms is popular to downsize the data volume and reduce computational burden. Existing studies focus on approximating the ordinary least squares estimate in linear regression, where…

Computation · Statistics 2019-06-27 HaiYing Wang , Rong Zhu , Ping Ma