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We present a new approach for computing compact sketches that can be used to approximate the inner product between pairs of high-dimensional vectors. Based on the Weighted MinHash algorithm, our approach admits strong accuracy guarantees…

In this paper, we use the stochastic approximation method to estimate Sliced Average Variance Estimation (SAVE). This method is known for its efficiency in recursive estimation. Stochastic approximation is particularly effective for…

Statistics Theory · Mathematics 2024-06-25 Emmanuel De Dieu Nkou

Sketches, with their expressive potential, allow humans to convey the essence of an object through even a rough contour. For the first time, we harness this expressive potential to improve segmentation performance in challenging tasks like…

Computer Vision and Pattern Recognition · Computer Science 2025-02-03 Ying Zang , Runlong Cao , Jianqi Zhang , Yidong Han , Ziyue Cao , Wenjun Hu , Didi Zhu , Lanyun Zhu , Zejian Li , Deyi Ji , Tianrun Chen

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…

Data Structures and Algorithms · Computer Science 2024-05-10 Sachin Garg , Kevin Tan , Michał Dereziński

In the framework of reduced basis methods, we recently introduced a new certified hierarchical and adaptive surrogate model, which can be used for efficient approximation of input-output maps that are governed by parametrized partial…

Numerical Analysis · Mathematics 2023-03-01 Tizian Wenzel , Bernard Haasdonk , Hendrik Kleikamp , Mario Ohlberger , Felix Schindler

High-dimensional representations, such as radial basis function networks or tile coding, are common choices for policy evaluation in reinforcement learning. Learning with such high-dimensional representations, however, can be expensive,…

Machine Learning · Computer Science 2017-08-07 Yangchen Pan , Erfan Sadeqi Azer , Martha White

We give a sketching-based iterative algorithm that computes a $1+\varepsilon$ approximate solution for the ridge regression problem $\min_x \|Ax-b\|_2^2 +\lambda\|x\|_2^2$ where $A \in R^{n \times d}$ with $d \ge n$. Our algorithm, for a…

Data Structures and Algorithms · Computer Science 2022-06-20 Praneeth Kacham , David P. Woodruff

We propose a novel randomized framework for the estimation problem of large-scale linear statistical models, namely Sequential Least-Squares Estimators with Fast Randomized Sketching (SLSE-FRS), which integrates Sketch-and-Solve and…

Machine Learning · Statistics 2025-09-09 Guan-Yu Chen , Xi Yang

Despite their immense promise in performing a variety of learning tasks, a theoretical understanding of the limitations of Deep Neural Networks (DNNs) has so far eluded practitioners. This is partly due to the inability to determine the…

Machine Learning · Computer Science 2024-01-25 Saad Qadeer , Andrew Engel , Amanda Howard , Adam Tsou , Max Vargas , Panos Stinis , Tony Chiang

Data sketches are approximate succinct summaries of long streams. They are widely used for processing massive amounts of data and answering statistical queries about it in real-time. Existing libraries producing sketches are very fast, but…

Data Structures and Algorithms · Computer Science 2019-12-06 Arik Rinberg , Alexander Spiegelman , Edward Bortnikov , Eshcar Hillel , Idit Keidar , Lee Rhodes , Hadar Serviansky

We introduce a sketch-and-solve approach to speed up the Peng-Wei semidefinite relaxation of k-means clustering. When the data is appropriately separated we identify the k-means optimal clustering. Otherwise, our approach provides a…

Machine Learning · Computer Science 2022-11-30 Charles Clum , Dustin G. Mixon , Soledad Villar , Kaiying Xie

Many scientific problems require identifying a small set of covariates that are associated with a target response and estimating their effects. Often, these effects are nonlinear and include interactions, so linear and additive methods can…

Computation · Statistics 2022-12-02 Raj Agrawal , Tamara Broderick

The quadratic time and memory complexity inherent to self-attention mechanisms, with respect to sequence length, presents a critical computational bottleneck in the training and deployment of large-scale Transformer-based language models.…

Machine Learning · Computer Science 2024-03-19 Praneeth Kacham , Vahab Mirrokni , Peilin Zhong

The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The…

Machine Learning · Computer Science 2017-03-24 M. Andrecut

Sketch is an important media for human to communicate ideas, which reflects the superiority of human intelligence. Studies on sketch can be roughly summarized into recognition and generation. Existing models on image recognition failed to…

Computer Vision and Pattern Recognition · Computer Science 2017-09-14 Yajing Chen , Shikui Tu , Yuqi Yi , Lei Xu

We consider a least squares regression problem where the data has been generated from a linear model, and we are interested to learn the unknown regression parameters. We consider "sketch-and-solve" methods that randomly project the data…

Statistics Theory · Mathematics 2019-10-08 Edgar Dobriban , Sifan Liu

Deep learning has made profound impacts in the domains of data mining and AI, distinguished by the groundbreaking achievements in numerous real-world applications and the innovative algorithm design philosophy. However, it suffers from the…

Machine Learning · Computer Science 2024-09-24 Di Wang , Shao-Bo Lin , Deyu Meng , Feilong Cao

The power of randomized algorithms in numerical methods have led to fast solutions which use the Singular Value Decomposition (SVD) as a core routine. However, given the large data size of modern and the modest runtime of SVD, most…

Machine Learning · Computer Science 2018-12-20 Hui Han Chin , Paul Pu Liang

The general perception is that kernel methods are not scalable, and neural nets are the methods of choice for nonlinear learning problems. Or have we simply not tried hard enough for kernel methods? Here we propose an approach that scales…

Machine Learning · Computer Science 2015-09-11 Bo Dai , Bo Xie , Niao He , Yingyu Liang , Anant Raj , Maria-Florina Balcan , Le Song

We consider least-squares problems with quadratic regularization and propose novel sketching-based iterative methods with an adaptive sketch size. The sketch size can be as small as the effective dimension of the data matrix to guarantee…

Machine Learning · Computer Science 2021-04-30 Jonathan Lacotte , Mert Pilanci