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This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problem instances. The paper…

Numerical Analysis · Mathematics 2021-03-17 Per-Gunnar Martinsson , Joel Tropp

Enumerating simple cycles has important applications in computational biology, network science, and financial crime analysis. In this work, we focus on parallelising the state-of-the-art simple cycle enumeration algorithms by Johnson and…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-06-01 Jovan Blanuša , Paolo Ienne , Kubilay Atasu

Algorithmic Gaussianization is a phenomenon that can arise when using randomized sketching or sampling methods to produce smaller representations of large datasets: For certain tasks, these sketched representations have been observed to…

Machine Learning · Computer Science 2023-07-28 Michał Dereziński

Recent advancement of the WWW, IOT, social network, e-commerce, etc. have generated a large volume of data. These datasets are mostly represented by high dimensional and sparse datasets. Many fundamental subroutines of common data analytic…

Information Retrieval · Computer Science 2019-10-11 Rameshwar Pratap , Debajyoti Bera , Karthik Revanuru

Background: The development, optimization and validation of protein modeling methods require efficient tools for structural comparison. Frequently, a large number of models need to be compared with the target native structure. The main…

Biomolecules · Quantitative Biology 2013-03-04 Jamróz Michał , Koliński Andrzej

We propose OverSketch, an approximate algorithm for distributed matrix multiplication in serverless computing. OverSketch leverages ideas from matrix sketching and high-performance computing to enable cost-efficient multiplication that is…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-25 Vipul Gupta , Shusen Wang , Thomas Courtade , Kannan Ramchandran

We present a distributed-memory library for computations with dense structured matrices. A matrix is considered structured if its off-diagonal blocks can be approximated by a rank-deficient matrix with low numerical rank. Here, we use…

Mathematical Software · Computer Science 2015-06-29 François-Henry Rouet , Xiaoye S. Li , Pieter Ghysels , Artem Napov

We present GenusSink, a new class of approximate generalized Sinkhorn algorithms with shortest-path-distance costs for bounded genus (e.g. planar) graphs, providing near-linear time: (1) pre-processing, (2) iteration step, (3) final…

Data Structures and Algorithms · Computer Science 2026-05-19 Krzysztof Choromanski , Derek Long , Ananya Parashar , Dwaipayan Saha

Generalized sparse matrix-matrix multiplication is a key primitive for many high performance graph algorithms as well as some linear solvers such as multigrid. We present the first parallel algorithms that achieve increasing speedups for an…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-08-09 Aydın Buluç , John R. Gilbert

We consider parallel computation for Gaussian process calculations to overcome computational and memory constraints on the size of datasets that can be analyzed. Using a hybrid parallelization approach that uses both threading (shared…

Sketching is widely used in randomized linear algebra for low-rank matrix approximation, column subset selection, and many other problems, and it has gained significant traction in machine learning applications. However, sketching large…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-24 Hussam Al Daas , Grey Ballard , Laura Grigori , Md Taufique Hussain , Suraj Kumar , Mohammad Marufur Rahman , Kathryn Rouse

In this paper, we propose a new framework for designing fast parallel algorithms for fundamental statistical subset selection tasks that include feature selection and experimental design. Such tasks are known to be weakly submodular and are…

Machine Learning · Computer Science 2021-04-02 Sharon Qian , Yaron Singer

Generalized sparse matrix-matrix multiplication (or SpGEMM) is a key primitive for many high performance graph algorithms as well as for some linear solvers, such as algebraic multigrid. Here we show that SpGEMM also yields efficient…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-03-19 Aydin Buluc , John Gilbert

We present a generic compact computational framework relying on structured random matrices that can be applied to speed up several machine learning algorithms with almost no loss of accuracy. The applications include new fast LSH-based…

Machine Learning · Computer Science 2016-06-07 Krzysztof Choromanski , Francois Fagan , Cedric Gouy-Pailler , Anne Morvan , Tamas Sarlos , Jamal Atif

We consider a sparse matrix-matrix multiplication (SpGEMM) setting where one matrix is square and the other is tall and skinny. This special variant, called TS-SpGEMM, has important applications in multi-source breadth-first search,…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-08-23 Isuru Ranawaka , Md Taufique Hussain , Charles Block , Gerasimos Gerogiannis , Josep Torrellas , Ariful Azad

Nucleus decompositions have been shown to be a useful tool for finding dense subgraphs. The coreness value of a clique represents its density based on the number of other cliques it is adjacent to. One useful output of nucleus decomposition…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-23 Jessica Shi , Laxman Dhulipala , Julian Shun

We present Sketch 'n Solve, an open-source Python package that implements efficient randomized numerical linear algebra (RandNLA) techniques for solving large-scale least squares problems. While sketch-and-solve algorithms have demonstrated…

Machine Learning · Computer Science 2024-11-19 Alex Lavaee

Since their emergence in the 1990's, the support vector machine and the AdaBoost algorithm have spawned a wave of research in statistical machine learning. Much of this new research falls into one of two broad categories: kernel methods and…

Methodology · Statistics 2008-04-15 Mu Zhu

We propose a randomized second-order method for optimization known as the Newton Sketch: it is based on performing an approximate Newton step using a randomly projected or sub-sampled Hessian. For self-concordant functions, we prove that…

Optimization and Control · Mathematics 2015-05-12 Mert Pilanci , Martin J. Wainwright

Scalable algorithms to solve optimization and regression tasks even approximately, are needed to work with large datasets. In this paper we study efficient techniques from matrix sketching to solve a variety of convex constrained regression…

Machine Learning · Computer Science 2019-11-01 Graham Cormode , Charlie Dickens