Related papers: Optimal Eigenvalue Approximation via Sketching

Sketching has emerged as a powerful technique for speeding up problems in numerical linear algebra, such as regression. In the overconstrained regression problem, one is given an $n \times d$ matrix $A$, with $n \gg d$, as well as an $n…

Let $G$ be an intersection graph of $n$ geometric objects in the plane. We show that a maximum matching in $G$ can be found in $O(\rho^{3\omega/2}n^{\omega/2})$ time with high probability, where $\rho$ is the density of the geometric…

The minimum number of distinct eigenvalues, taken over all real symmetric matrices compatible with a given graph $G$, is denoted by $q(G)$. Using other parameters related to $G$, bounds for $q(G)$ are proven and then applied to deduce…

The matrix $A:\mathbb{R}^n \to \mathbb{R}^m$ is $(\delta,k)$-regular if for any $k$-sparse vector $x$, $$ \left| \|Ax\|_2^2-\|x\|_2^2\right| \leq \delta \sqrt{k} \|x\|_2^2. $$ We show that if $A$ is $(\delta,k)$-regular for $1 \leq k \leq…

Eigenmaps are important in analysis, geometry, and machine learning, especially in nonlinear dimension reduction. Approximation of the eigenmaps of a Laplace operator depends crucially on the scaling parameter $\epsilon$. If $\epsilon$ is…

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…

Geometric matching is an important topic in computational geometry and has been extensively studied over decades. In this paper, we study a geometric-matching problem, known as geometric many-to-many matching. In this problem, the input is…

Symmetric submodular maximization is an important class of combinatorial optimization problems, including MAX-CUT on graphs and hyper-graphs. The state-of-the-art algorithm for the problem over general constraints has an approximation ratio…

The metric sketching problem is defined as follows. Given a metric on $n$ points, and $\epsilon>0$, we wish to produce a small size data structure (sketch) that, given any pair of point indices, recovers the distance between the points up…

Let $\mathscr{G}_{n,\beta}$ be the set of graphs of order $n$ with given matching number $\beta$. Let $D(G)$ be the diagonal matrix of the degrees of the graph $G$ and $A(G)$ be the adjacency matrix of the graph $G$. The largest eigenvalue…

Estimating quantiles is one of the foundational problems of data sketching. Given $n$ elements $x_1, x_2, \dots, x_n$ from some universe of size $U$ arriving in a data stream, a quantile sketch estimates the rank of any element with…

The recently emerged spectral clustering surpasses conventional clustering methods by detecting clusters of any shape without the convexity assumption. Unfortunately, with a computational complexity of $O(n^3)$, it was infeasible for…

Computing the top eigenvectors of a matrix is a problem of fundamental interest to various fields. While the majority of the literature has focused on analyzing the reconstruction error of low-rank matrices associated with the retrieved…

We consider distributed optimization methods for problems where forming the Hessian is computationally challenging and communication is a significant bottleneck. We leverage randomized sketches for reducing the problem dimensions as well as…

For a tall $n\times d$ matrix $A$ and a random $m\times n$ sketching matrix $S$, the sketched estimate of the inverse covariance matrix $(A^\top A)^{-1}$ is typically biased: $E[(\tilde A^\top\tilde A)^{-1}]\ne(A^\top A)^{-1}$, where…

Approximate Nearest Neighbor (ANN) search and Approximate Kernel Density Estimation (A-KDE) are fundamental problems at the core of modern machine learning, with broad applications in data analysis, information systems, and large-scale…

Let $X$ be a set of $n$ points of norm at most $1$ in the Euclidean space $R^k$, and suppose $\varepsilon>0$. An $\varepsilon$-distance sketch for $X$ is a data structure that, given any two points of $X$ enables one to recover the square…

This paper concerns a fundamental class of convex matrix optimization problems. It presents the first algorithm that uses optimal storage and provably computes a low-rank approximation of a solution. In particular, when all solutions have…

We show that given an estimate $\widehat{A}$ that is close to a general high-rank positive semi-definite (PSD) matrix $A$ in spectral norm (i.e., $\|\widehat{A}-A\|_2 \leq \delta$), the simple truncated SVD of $\widehat{A}$ produces a…

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…