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Tensor CANDECOMP/PARAFAC (CP) decomposition has wide applications in statistical learning of latent variable models and in data mining. In this paper, we propose fast and randomized tensor CP decomposition algorithms based on sketching. We…

Machine Learning · Statistics 2015-10-21 Yining Wang , Hsiao-Yu Tung , Alexander Smola , Animashree Anandkumar

In this paper, we introduce a sketching algorithm for constructing a tensor train representation of a probability density from its samples. Our method deviates from the standard recursive SVD-based procedure for constructing a tensor train.…

Numerical Analysis · Mathematics 2023-06-27 YH. Hur , J. G. Hoskins , M. Lindsey , E. M. Stoudenmire , Y. Khoo

Creating the photo-realistic version of people sketched portraits is useful to various entertainment purposes. Existing studies only generate portraits in the 2D plane with fixed views, making the results less vivid. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2023-10-03 Yasheng Sun , Qianyi Wu , Hang Zhou , Kaisiyuan Wang , Tianshu Hu , Chen-Chieh Liao , Shio Miyafuji , Ziwei Liu , Hideki Koike

Random projection (RP) have recently emerged as popular techniques in the machine learning community for their ability in reducing the dimension of very high-dimensional tensors. Following the work in [30], we consider a tensorized random…

Machine Learning · Computer Science 2022-02-04 Beheshteh T. Rakhshan , Guillaume Rabusseau

We present a new approach for computing compact sketches that can be used to approximate the inner product between pairs of high-dimensional vectors. Based on the Weighted MinHash algorithm, our approach admits strong accuracy guarantees…

Kernel methods are fundamental tools in machine learning that allow detection of non-linear dependencies between data without explicitly constructing feature vectors in high dimensional spaces. A major disadvantage of kernel methods is…

Data Structures and Algorithms · Computer Science 2020-12-23 Thomas D. Ahle , Michael Kapralov , Jakob B. T. Knudsen , Rasmus Pagh , Ameya Velingker , David Woodruff , Amir Zandieh

Approximating non-linear kernels using feature maps has gained a lot of interest in recent years due to applications in reducing training and testing times of SVM classifiers and other kernel based learning algorithms. We extend this line…

Machine Learning · Computer Science 2015-03-20 Purushottam Kar , Harish Karnick

High-dimensional sparse data present computational and statistical challenges for supervised learning. We propose compact linear sketches for reducing the dimensionality of the input, followed by a single layer neural network. We show that…

Machine Learning · Computer Science 2016-04-21 Amit Daniely , Nevena Lazic , Yoram Singer , Kunal Talwar

There is a significant expansion in both volume and range of applications along with the concomitant increase in the variety of data sources. These ever-expanding trends have highlighted the necessity for more versatile analysis tools that…

Numerical Analysis · Mathematics 2021-09-09 Ilya Kisil , Giuseppe G. Calvi , Kriton Konstantinidis , Yao Lei Xu , Danilo P. Mandic

In recent years, randomized methods for numerical linear algebra have received growing interest as a general approach to large-scale problems. Typically, the essential ingredient of these methods is some form of randomized dimension…

Machine Learning · Statistics 2019-04-05 Miles E. Lopes , Shusen Wang , Michael W. Mahoney

We propose a hierarchical tensor-network approach for approximating high-dimensional probability density via empirical distribution. This leverages randomized singular value decomposition (SVD) techniques and involves solving linear…

Numerical Analysis · Mathematics 2026-01-13 Yifan Peng , Yian Chen , E. Miles Stoudenmire , Yuehaw Khoo

CountSketch is a popular dimensionality reduction technique that maps vectors to a lower dimension using randomized linear measurements. The sketch supports recovering $\ell_2$-heavy hitters of a vector (entries with $v[i]^2 \geq…

Data Structures and Algorithms · Computer Science 2022-03-01 Edith Cohen , Xin Lyu , Jelani Nelson , Tamás Sarlós , Moshe Shechner , Uri Stemmer

This work discusses tensor network embeddings, which are random matrices ($S$) with tensor network structure. These embeddings have been used to perform dimensionality reduction of tensor network structured inputs $x$ and accelerate…

Numerical Analysis · Mathematics 2022-05-27 Linjian Ma , Edgar Solomonik

Random projection (RP) is a classical technique for reducing storage and computational costs. We analyze RP-based approximations of convex programs, in which the original optimization problem is approximated by the solution of a…

Information Theory · Computer Science 2014-04-30 Mert Pilanci , Martin J. Wainwright

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

In this paper, we investigate effective sketching schemes via sparsification for high dimensional multilinear arrays or tensors. More specifically, we propose a novel tensor sparsification algorithm that retains a subset of the entries of a…

Methodology · Statistics 2017-11-17 Dong Xia , Ming Yuan

Kernel methods are learning algorithms that enjoy solid theoretical foundations while suffering from important computational limitations. Sketching, which consists in looking for solutions among a subspace of reduced dimension, is a well…

Machine Learning · Statistics 2023-11-07 Tamim El Ahmad , Pierre Laforgue , Florence d'Alché-Buc

We first propose the regular sketch-and-project method for solving tensor equations with respect to the popular t-product. Then, three adaptive sampling strategies and three corresponding adaptive sketch-and-project methods are derived. We…

Numerical Analysis · Mathematics 2022-10-18 Ling Tang , Yanjun Zhang , Hanyu Li

A randomized Gram-Schmidt algorithm is developed for orthonormalization of high-dimensional vectors or QR factorization. The proposed process can be less computationally expensive than the classical Gram-Schmidt process while being at least…

Numerical Analysis · Mathematics 2022-01-20 Oleg Balabanov , Laura Grigori

Kernel ridge regression (KRR) is a standard method for performing non-parametric regression over reproducing kernel Hilbert spaces. Given $n$ samples, the time and space complexity of computing the KRR estimate scale as $\mathcal{O}(n^3)$…

Machine Learning · Statistics 2015-01-27 Yun Yang , Mert Pilanci , Martin J. Wainwright