Related papers: Construction of Hierarchically Semi-Separable matr…
We present a sparse linear system solver that is based on a multifrontal variant of Gaussian elimination, and exploits low-rank approximation of the resulting dense frontal matrices. We use hierarchically semiseparable (HSS) matrices, which…
Sparse sketches such as the sparse Johnson-Lindenstrauss transform are a core primitive in randomized numerical linear algebra because they leverage random sparsity to reduce the arithmetic cost of sketching, while still offering strong…
Matrix trace estimation is ubiquitous in machine learning applications and has traditionally relied on Hutchinson's method, which requires $O(\log(1/\delta)/\epsilon^2)$ matrix-vector product queries to achieve a $(1 \pm…
We study differentially private ordinary least squares (DP-OLS) with bounded data $(X,Y)$ via sketching-based mechanisms. While Gaussian sketching approaches have been explored for DP-OLS \citep{sheffet2017differentially}, they are…
Sketching techniques have gained popularity in numerical linear algebra to accelerate the solution of least squares problems. The so-called $\varepsilon$-subspace embedding property of a sketching matrix $S$ has been largely used to…
We observe that Gaussians exhibit distinct roles and characteristics analogous to traditional artistic techniques -- like how artists first sketch outlines before filling in broader areas with color, some Gaussians capture high-frequency…
Randomized linear system solvers have become popular as they have the potential to reduce floating point complexity while still achieving desirable convergence rates. One particularly promising class of methods, random sketching solvers,…
Modern large language models (LLMs) place extraordinary pressure on memory and compute budgets, making principled compression indispensable for both deployment and continued training. We present Hierarchical Sparse Plus Low-Rank (HSS)…
Subsampled Randomized Hadamard Transform (SRHT), a popular random projection method that can efficiently project a $d$-dimensional data into $r$-dimensional space ($r \ll d$) in $O(dlog(d))$ time, has been widely used to address the…
Matrix sketching is a powerful tool for reducing the size of large data matrices. Yet there are fundamental limitations to this size reduction when we want to recover an accurate estimator for a task such as least square regression. We show…
A substantial body of work in machine learning (ML) and randomized numerical linear algebra (RandNLA) has exploited various sorts of random sketching methodologies, including random sampling and random projection, with much of the analysis…
MinHash and HyperLogLog are sketching algorithms that have become indispensable for set summaries in big data applications. While HyperLogLog allows counting different elements with very little space, MinHash is suitable for the fast…
Approximating partial differential equations for extensive industrial and scientific applications requires leveraging the power of modern high-performance computing. In large-scale parallel computations, the geometrical discretisation…
We present a new paradigm for speeding up randomized computations of several frequently used functions in machine learning. In particular, our paradigm can be applied for improving computations of kernels based on random embeddings. Above…
We consider the hashing mechanism for constructing binary embeddings, that involves pseudo-random projections followed by nonlinear (sign function) mappings. The pseudo-random projection is described by a matrix, where not all entries are…
Projection-based iterative methods for solving large over-determined linear systems are well-known for their simplicity and computational efficiency. It is also known that the correct choice of a sketching procedure (i.e., preprocessing…
We develop two fundamental stochastic sketching techniques; Penalty Sketching (PS) and Augmented Lagrangian Sketching (ALS) for solving consistent linear systems. The proposed PS and ALS techniques extend and generalize the scope of Sketch…
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…
Recent Newton-type federated learning algorithms have demonstrated linear convergence with respect to the communication rounds. However, communicating Hessian matrices is often unfeasible due to their quadratic communication complexity. In…
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…