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Estimating frequencies of elements appearing in a data stream is a key task in large-scale data analysis. Popular sketching approaches to this problem (e.g., CountMin and CountSketch) come with worst-case guarantees that probabilistically…

Data Structures and Algorithms · Computer Science 2023-12-13 Anders Aamand , Justin Y. Chen , Huy Lê Nguyen , Sandeep Silwal , Ali Vakilian

Datasets that are terabytes in size are increasingly common, but computer bottlenecks often frustrate a complete analysis of the data. While more data are better than less, diminishing returns suggest that we may not need terabytes of data…

Econometrics · Economics 2020-05-01 Sokbae Lee , Serena Ng

Sketches are probabilistic data structures that can provide approximate results within mathematically proven error bounds while using orders of magnitude less memory than traditional approaches. They are tailored for streaming data analysis…

Data Structures and Algorithms · Computer Science 2019-03-05 Fatih Taşyaran , Kerem Yıldırır , Kamer Kaya , Mustafa Kemal Taş

We consider the problem of improving kernel approximation via randomized feature maps. These maps arise as Monte Carlo approximation to integral representations of kernel functions and scale up kernel methods for larger datasets. Based on…

Machine Learning · Computer Science 2018-10-31 Marina Munkhoeva , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets

Kernel methods are powerful and flexible approach to solve many problems in machine learning. Due to the pairwise evaluations in kernel methods, the complexity of kernel computation grows as the data size increases; thus the applicability…

Machine Learning · Computer Science 2017-11-28 Bharath Bhushan Damodaran , Nicolas Courty , Philippe-Henri Gosselin

We introduce a scalable method to approximate the kernel of the Linearized Laplace Approximation (LLA). For this, we use a surrogate deep neural network (DNN) that learns a compact feature representation whose inner product replicates the…

Machine Learning · Computer Science 2026-02-04 Luis A. Ortega , Simón Rodríguez-Santana , Daniel Hernández-Lobato

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

Preventing catastrophic forgetting while continually learning new tasks is an essential problem in lifelong learning. Structural regularization (SR) refers to a family of algorithms that mitigate catastrophic forgetting by penalizing the…

Machine Learning · Computer Science 2021-04-20 Haoran Li , Aditya Krishnan , Jingfeng Wu , Soheil Kolouri , Praveen K. Pilly , Vladimir Braverman

Low-rank approximation of tensors has been widely used in high-dimensional data analysis. It usually involves singular value decomposition (SVD) of large-scale matrices with high computational complexity. Sketching is an effective data…

Numerical Analysis · Mathematics 2023-01-30 Wandi Dong , Gaohang Yu , Liqun Qi , Xiaohao Cai

We study the problem of structured prediction under test-time budget constraints. We propose a novel approach applicable to a wide range of structured prediction problems in computer vision and natural language processing. Our approach…

Machine Learning · Statistics 2016-06-09 Tolga Bolukbasi , Kai-Wei Chang , Joseph Wang , Venkatesh Saligrama

We analyze a lightweight simulation-based inference method that infers simulator parameters using only a regression-based projection of the observed data. After fitting a surrogate linear regression once, the procedure simulates small…

Methodology · Statistics 2026-02-04 Arya Farahi , Jonah Rose , Paul Torrey

The sketch-and-project, as a general archetypal algorithm for solving linear systems, unifies a variety of randomized iterative methods such as the randomized Kaczmarz and randomized coordinate descent. However, since it aims to find a…

Numerical Analysis · Mathematics 2022-05-04 Ziyang Yuan , Lu Zhang , Hongxia Wang , Hui Zhang

In distributed second order optimization, a standard strategy is to average many local estimates, each of which is based on a small sketch or batch of the data. However, the local estimates on each machine are typically biased, relative to…

Machine Learning · Computer Science 2020-07-06 Michał Dereziński , Burak Bartan , Mert Pilanci , Michael W. Mahoney

Graph-based methods pervade the inference toolkits of numerous disciplines including sociology, biology, neuroscience, physics, chemistry, and engineering. A challenging problem encountered in this context pertains to determining the…

Machine Learning · Computer Science 2018-09-25 Daniel Romero , Vassilis N. Ioannidis , Georgios B. Giannakis

Overparametrization often helps improve the generalization performance. This paper presents a dual view of overparametrization suggesting that downsampling may also help generalize. Focusing on the proportional regime $m\asymp n \asymp p$,…

Statistics Theory · Mathematics 2023-10-17 Xin Chen , Yicheng Zeng , Siyue Yang , Qiang Sun

We propose a randomized first order optimization method--SEGA (SkEtched GrAdient method)-- which progressively throughout its iterations builds a variance-reduced estimate of the gradient from random linear measurements (sketches) of the…

Optimization and Control · Mathematics 2018-10-19 Filip Hanzely , Konstantin Mishchenko , Peter Richtarik

To investigate a dilemma of statistical and computational efficiency faced by long-run variance estimators, we propose a decomposition of kernel weights in a quadratic form and some online inference principles. These proposals allow us to…

Methodology · Statistics 2024-09-10 Man Fung Leung , Kin Wai Chan

Kernel-based clustering algorithms have the ability to capture the non-linear structure in real world data. Among various kernel-based clustering algorithms, kernel k-means has gained popularity due to its simple iterative nature and ease…

Computer Vision and Pattern Recognition · Computer Science 2014-02-18 Radha Chitta , Rong Jin , Timothy C. Havens , Anil K. Jain

Semidefinite programming is an important tool to tackle several problems in data science and signal processing, including clustering and community detection. However, semidefinite programs are often slow in practice, so speed up techniques…

Optimization and Control · Mathematics 2022-05-11 Pedro Abdalla , Afonso S. Bandeira

Based on sketching techniques, we propose two randomized algorithms for tensor ring (TR) decomposition. Specifically, by defining new tensor products and investigating their properties, we apply the Kronecker sub-sampled randomized Fourier…

Numerical Analysis · Mathematics 2022-09-14 Yajie Yu , Hanyu Li
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