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Randomized algorithms can be used to speed up the analysis of large datasets. In this paper, we develop a unified methodology for statistical inference via randomized sketching or projections in two of the most fundamental problems in…

Statistics Theory · Mathematics 2024-04-02 Leda Wang , Zhixiang Zhang , Edgar Dobriban

Dense subgraphs of sparse graphs (communities), which appear in most real-world complex networks, play an important role in many contexts. Computing them however is generally expensive. We propose here a measure of similarities between…

Disordered Systems and Neural Networks · Physics 2014-10-13 Matthieu Latapy , Pascal Pons

We present a novel distributed computing framework that is robust to slow compute nodes, and is capable of both approximate and exact computation of linear operations. The proposed mechanism integrates the concepts of randomized sketching…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-09-06 Burak Bartan , Mert Pilanci

We provide a simple new randomized contraction approach to the global minimum cut problem for simple undirected graphs. The contractions exploit 2-out edge sampling from each vertex rather than the standard uniform edge sampling. We…

Data Structures and Algorithms · Computer Science 2019-09-04 Mohsen Ghaffari , Krzysztof Nowicki , Mikkel Thorup

We provide a randomized linear time approximation scheme for a generic problem about clustering of binary vectors subject to additional constrains. The new constrained clustering problem encompasses a number of problems and by solving it,…

Data Structures and Algorithms · Computer Science 2018-07-20 Fedor V. Fomin , Petr A. Golovach , Daniel Lokshtanov , Fahad Panolan , Saket Saurabh

Sparse embeddings of data form an attractive class due to their inherent interpretability: Every dimension is tied to a term in some vocabulary, making it easy to visually decipher the latent space. Sparsity, however, poses unique…

Data Structures and Algorithms · Computer Science 2025-09-30 Sebastian Bruch , Franco Maria Nardini , Cosimo Rulli , Rossano Venturini

Estimating ranks, quantiles, and distributions over streaming data is a central task in data analysis and monitoring. Given a stream of $n$ items from a data universe equipped with a total order, the task is to compute a sketch (data…

Data Structures and Algorithms · Computer Science 2023-08-25 Graham Cormode , Zohar Karnin , Edo Liberty , Justin Thaler , Pavel Veselý

We consider the singular vectors of any $m \times n$ submatrix of a rectangular $M \times N$ Gaussian matrix and study their asymptotic overlaps with those of the full matrix, in the macroscopic regime where $N \,/\, M\,$, $m \,/\, M$ as…

Probability · Mathematics 2025-01-16 Elie Attal , Romain Allez

We present an algorithm that, with high probability, generates a random spanning tree from an edge-weighted undirected graph in $\tilde{O}(n^{4/3}m^{1/2}+n^{2})$ time (The $\tilde{O}(\cdot)$ notation hides $\operatorname{polylog}(n)$…

Data Structures and Algorithms · Computer Science 2017-06-22 David Durfee , Rasmus Kyng , John Peebles , Anup B. Rao , Sushant Sachdeva

Sketched gradient algorithms have been recently introduced for efficiently solving the large-scale constrained Least-squares regressions. In this paper we provide novel convergence analysis for the basic method {\it Gradient Projection…

Optimization and Control · Mathematics 2017-06-05 Junqi Tang , Mohammad Golbabaee , Mike Davies

We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…

Numerical Analysis · Mathematics 2021-12-24 Jennifer Scott , Miroslav Tuma

In sketched clustering, a dataset of $T$ samples is first sketched down to a vector of modest size, from which the centroids are subsequently extracted. Advantages include i) reduced storage complexity and ii) centroid extraction complexity…

Information Theory · Computer Science 2019-05-21 Evan Byrne , Antoine Chatalic , Remi Gribonval , Philip Schniter

We integrate random sketching techniques into block orthogonalization schemes needed for s-step GMRES. The resulting block orthogonalization schemes generate the basis vectors whose overall orthogonality error is bounded by machine…

Numerical Analysis · Mathematics 2025-10-01 Ichitaro Yamazaki , Andrew J. Higgins , Erik G. Boman , Daniel B. Szyld

One approach to improving the running time of kernel-based machine learning methods is to build a small sketch of the input and use it in lieu of the full kernel matrix in the machine learning task of interest. Here, we describe a version…

Machine Learning · Statistics 2015-11-10 Ahmed El Alaoui , Michael W. Mahoney

We investigate numerically efficient approximations of eigenspaces associated to symmetric and general matrices. The eigenspaces are factored into a fixed number of fundamental components that can be efficiently manipulated (we consider…

Machine Learning · Computer Science 2021-09-29 Cristian Rusu , Lorenzo Rosasco

Given an $n$-vertex $m$-edge graph $G$ with non negative edge-weights, the girth of $G$ is the weight of a shortest cycle in $G$. For any graph $G$ with polynomially bounded integer weights, we present a deterministic algorithm that…

Data Structures and Algorithms · Computer Science 2018-10-25 Guillaume Ducoffe

We propose a new type of approximate counting algorithms for the problems of enumerating the number of independent sets and proper colorings in low degree graphs with large girth. Our algorithms are not based on a commonly used Markov chain…

Probability · Mathematics 2007-05-23 Antar Bandyopadhyay , David Gamarnik

This paper gives simple distributed algorithms for the fundamental problem of computing graph distances in the Congested Clique model. One of the main components of our algorithms is fast matrix multiplication, for which we show an…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-03-24 Keren Censor-Hillel , Ami Paz

Low-rank Tucker and CP tensor decompositions are powerful tools in data analytics. The widely used alternating least squares (ALS) method, which solves a sequence of over-determined least squares subproblems, is costly for large and sparse…

Numerical Analysis · Mathematics 2021-08-26 Linjian Ma , Edgar Solomonik

We describe two algorithms to efficiently solve regularized linear least squares systems based on sketching. The algorithms compute preconditioners for $\min \|Ax-b\|^2_2 + \lambda \|x\|^2_2$, where $A\in\mathbb{R}^{m\times n}$ and…

Numerical Analysis · Mathematics 2022-03-15 Maike Meier , Yuji Nakatsukasa