Related papers: Leverage Score Sampling for Tensor Product Matrice…
To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…
We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…
Leverage score sampling provides an appealing way to perform approximate computations for large matrices. Indeed, it allows to derive faithful approximations with a complexity adapted to the problem at hand. Yet, performing leverage scores…
While leverage score sampling provides powerful tools for approximating solutions to large least squares problems, the cost of computing exact scores and sampling often prohibits practical application. This paper addresses this challenge by…
We propose a sampling-based method for computing the tensor ring (TR) decomposition of a data tensor. The method uses leverage score sampled alternating least squares to fit the TR cores in an iterative fashion. By taking advantage of the…
We present a data structure to randomly sample rows from the Khatri-Rao product of several matrices according to the exact distribution of its leverage scores. Our proposed sampler draws each row in time logarithmic in the height of the…
Random features provide a practical framework for large-scale kernel approximation and supervised learning. It has been shown that data-dependent sampling of random features using leverage scores can significantly reduce the number of…
Leverage score sampling is crucial to the design of randomized algorithms for large-scale matrix problems, while the computation of leverage scores is a bottleneck of many applications. In this paper, we propose a quantum algorithm to…
We present a polynomial time algorithm to approximately scale tensors of any format to arbitrary prescribed marginals (whenever possible). This unifies and generalizes a sequence of past works on matrix, operator and tensor scaling. Our…
We introduce Wedge Sampling, a new non-adaptive sampling scheme for low-rank tensor completion. We study recovery of an order-$k$ low-rank tensor of dimension $n \times \cdots \times n$ from a subset of its entries. Unlike the standard…
We prove new explicit upper bounds on the leverage scores of Fourier sparse functions under both the Gaussian and Laplace measures. In particular, we study $s$-sparse functions of the form $f(x) = \sum_{j=1}^s a_j e^{i \lambda_j x}$ for…
In this paper, we consider the network latency estimation, which has been an important metric for network performance. However, a large scale of network latency estimation requires a lot of computing time. Therefore, we propose a new method…
We present a simple, general technique for reducing the sample complexity of matrix and tensor decomposition algorithms applied to distributions. We use the technique to give a polynomial-time algorithm for standard ICA with sample…
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…
The low-rank canonical polyadic tensor decomposition is useful in data analysis and can be computed by solving a sequence of overdetermined least squares subproblems. Motivated by consideration of sparse tensors, we propose sketching each…
We propose a new technique for constructing low-rank approximations of matrices that arise in kernel methods for machine learning. Our approach pairs a novel automatically constructed analytic expansion of the underlying kernel function…
There has been significant interest and progress recently in algorithms that solve regression problems involving tall and thin matrices in input sparsity time. These algorithms find shorter equivalent of a n*d matrix where n >> d, which…
Leverage score sampling is a powerful technique that originates from theoretical computer science, which can be used to speed up a large number of fundamental questions, e.g. linear regression, linear programming, semi-definite programming,…
We consider the problem of designing sparse sampling strategies for multidomain signals, which can be represented using tensors that admit a known multilinear decomposition. We leverage the multidomain structure of tensor signals and…
We give the first algorithm for kernel Nystr\"om approximation that runs in *linear time in the number of training points* and is provably accurate for all kernel matrices, without dependence on regularity or incoherence conditions. The…