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Related papers: Feature Space Sketching for Logistic Regression

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Coresets are one of the central methods to facilitate the analysis of large data sets. We continue a recent line of research applying the theory of coresets to logistic regression. First, we show a negative result, namely, that no strongly…

Data Structures and Algorithms · Computer Science 2021-03-09 Alexander Munteanu , Chris Schwiegelshohn , Christian Sohler , David P. Woodruff

This survey highlights the recent advances in algorithms for numerical linear algebra that have come from the technique of linear sketching, whereby given a matrix, one first compresses it to a much smaller matrix by multiplying it by a…

Data Structures and Algorithms · Computer Science 2015-02-11 David P. Woodruff

This article considers "compressive learning," an approach to large-scale machine learning where datasets are massively compressed before learning (e.g., clustering, classification, or regression) is performed. In particular, a "sketch" is…

A coreset is a point set containing information about geometric properties of a larger point set. A series of previous works show that in many machine learning problems, especially in clustering problems, coreset could be very useful to…

Data Structures and Algorithms · Computer Science 2022-10-18 Yichuan Deng , Zhao Song , Yitan Wang , Yuanyuan Yang

We improve upon previous oblivious sketching and turnstile streaming results for $\ell_1$ and logistic regression, giving a much smaller sketching dimension achieving $O(1)$-approximation and yielding an efficient optimization problem in…

Data Structures and Algorithms · Computer Science 2023-04-05 Alexander Munteanu , Simon Omlor , David Woodruff

We investigate coresets - succinct, small summaries of large data sets - so that solutions found on the summary are provably competitive with solution found on the full data set. We provide an overview over the state-of-the-art in coreset…

Machine Learning · Statistics 2017-06-06 Olivier Bachem , Mario Lucic , Andreas Krause

A key challenge in machine learning is to design interpretable models that can reduce their inputs to the best subset for making transparent predictions, especially in the clinical domain. In this work, we propose a certifiably optimal…

Artificial Intelligence · Computer Science 2023-10-10 Ricardo Knauer , Erik Rodner

This paper defines the notion of class discrepancy for families of functions. It shows that low discrepancy classes admit small offline and streaming coresets. We provide general techniques for bounding the class discrepancy of machine…

Machine Learning · Computer Science 2019-06-13 Zohar Karnin , Edo Liberty

We develop a formalism for constructing stochastic upper bounds on the expected full sample risk for supervised classification tasks via the Hilbert coresets approach within a transductive framework. We explicitly compute tight and…

Machine Learning · Computer Science 2021-03-30 Spencer Douglas , Piyush Kumar , R. K. Prasanth

A powerful and flexible approach to structured prediction consists in embedding the structured objects to be predicted into a feature space of possibly infinite dimension by means of output kernels, and then, solving a regression problem in…

Machine Learning · Statistics 2020-11-03 Luc Brogat-Motte , Alessandro Rudi , Céline Brouard , Juho Rousu , Florence d'Alché-Buc

For linear systems $Ax=b$ we develop iterative algorithms based on a sketch-and-project approach. By using judicious choices for the sketch, such as the history of residuals, we develop weighting strategies that enable short recursive…

Numerical Analysis · Mathematics 2024-07-02 Johannes J Brust , Michael A Saunders

With the scale of data growing every day, reducing the dimensionality (a.k.a. sketching) of high-dimensional data has emerged as a task of paramount importance. Relevant issues to address in this context include the sheer volume of data…

Machine Learning · Statistics 2017-08-02 Yanning Shen , Morteza Mardani , Georgios B. Giannakis

What guarantees are possible for solving logistic regression in one pass over a data stream? To answer this question, we present the first data oblivious sketch for logistic regression. Our sketch can be computed in input sparsity time over…

Data Structures and Algorithms · Computer Science 2021-07-15 Alexander Munteanu , Simon Omlor , David Woodruff

Sketching is a probabilistic data compression technique that has been largely developed in the computer science community. Numerical operations on big datasets can be intolerably slow; sketching algorithms address this issue by generating a…

Methodology · Statistics 2019-04-04 Daniel Ahfock , William J. Astle , Sylvia Richardson

Many relevant machine learning and scientific computing tasks involve high-dimensional linear operators accessible only via costly matrix-vector products. In this context, recent advances in sketched methods have enabled the construction of…

Machine Learning · Computer Science 2025-10-03 Andres Fernandez , Felix Dangel , Philipp Hennig , Frank Schneider

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

Coresets are small, weighted summaries of larger datasets, aiming at providing provable error bounds for machine learning (ML) tasks while significantly reducing the communication and computation costs. To achieve a better trade-off between…

Machine Learning · Computer Science 2022-04-15 Hanlin Lu , Changchang Liu , Shiqiang Wang , Ting He , Vijay Narayanan , Kevin S. Chan , Stephen Pasteris

In supervised machine learning, feature selection plays a very important role by potentially enhancing explainability and performance as measured by computing time and accuracy-related metrics. In this paper, we investigate a method for…

Machine Learning · Computer Science 2024-02-02 Raisa Islam , Subhasish Mazumdar , Rakibul Islam

Generalized matrix approximation plays a fundamental role in many machine learning problems, such as CUR decomposition, kernel approximation, and matrix low rank approximation. Especially with today's applications involved in larger and…

Numerical Analysis · Computer Science 2016-09-09 Haishan Ye , Qiaoming Ye , Zhihua Zhang

A coreset for a set of points is a small subset of weighted points that approximately preserves important properties of the original set. Specifically, if $P$ is a set of points, $Q$ is a set of queries, and $f:P\times Q\to\mathbb{R}$ is a…

Data Structures and Algorithms · Computer Science 2022-09-20 Vladimir Braverman , Dan Feldman , Harry Lang , Adiel Statman , Samson Zhou
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