Related papers: Optimal Eigenvalue Approximation via Sketching

In recent years, randomized methods for numerical linear algebra have received growing interest as a general approach to large-scale problems. Typically, the essential ingredient of these methods is some form of randomized dimension…

A Boolean maximum constraint satisfaction problem, Max-CSP($f$), is specified by a predicate $f:\{-1,1\}^k\to\{0,1\}$. An $n$-variable instance of Max-CSP($f$) consists of a list of constraints, each of which applies $f$ to $k$ distinct…

Given an $n\times n$ symmetric matrix $W\in [0,1]^{[n]\times [n]}$, let $\mathcal{G}(n,W)$ be the random graph obtained by independently including each edge $jk$ with probability $W_{jk}$. Given a degree sequence ${\bf d}=(d_1,\ldots,…

Subspace methods are commonly used for finding approximate eigenvalues and singular values of large-scale matrices. Once a subspace is found, the Rayleigh-Ritz method (for symmetric eigenvalue problems) and Petrov-Galerkin projection (for…

Dimensionality reduction via linear sketching is a powerful and widely used technique, but it is known to be vulnerable to adversarial inputs. We study the black-box adversarial setting, where a fixed, hidden sketching matrix $A \in R^{k…

We introduce and study the problem of consistent low-rank approximation, in which rows of an input matrix $\mathbf{A}\in\mathbb{R}^{n\times d}$ arrive sequentially and the goal is to provide a sequence of subspaces that well-approximate the…

Sketch-and-project is a framework which unifies many known iterative methods for solving linear systems and their variants, as well as further extensions to non-linear optimization problems. It includes popular methods such as randomized…

In order to compute fast approximations to the singular value decompositions (SVD) of very large matrices, randomized sketching algorithms have become a leading approach. However, a key practical difficulty of sketching an SVD is that the…

Matrix sketching is a recently developed data compression technique. An input matrix A is efficiently approximated with a smaller matrix B, so that B preserves most of the properties of A up to some guaranteed approximation ratio. In so…

Let $G=(V, E)$ be a given edge-weighted graph and let its {\em realization} $\mathcal{G}$ be a random subgraph of $G$ that includes each edge $e \in E$ independently with probability $p$. In the {\em stochastic matching} problem, the goal…

This work discusses tensor network embeddings, which are random matrices ($S$) with tensor network structure. These embeddings have been used to perform dimensionality reduction of tensor network structured inputs $x$ and accelerate…

Let $G$ be a graph with adjacency matrix $A(G)$ and let $D(G)$ be a diagonal matrix of the degrees of $G$. In 2017, Nikiforov defined the $A_{\alpha}$-matrix of $G$ as \begin{equation*} A_{\alpha}(G)=\alpha G)+(1-\alpha)A(G),…

We use a rank one Gaussian perturbation to derive a smooth stochastic approximation of the maximum eigenvalue function. We then combine this smoothing result with an optimal smooth stochastic optimization algorithm to produce an efficient…

In this paper, we investigate effective sketching schemes via sparsification for high dimensional multilinear arrays or tensors. More specifically, we propose a novel tensor sparsification algorithm that retains a subset of the entries of a…

We investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions,…

In this work, we study the maximum matching problem from the perspective of sensitivity. The sensitivity of an algorithm $A$ on a graph $G$ is defined as the maximum Wasserstein distance between the output distributions of $A$ on $G$ and on…

We consider sketching algorithms which first quickly compress data by multiplication with a random sketch matrix, and then apply the sketch to quickly solve an optimization problem, e.g., low rank approximation. In the learning-based…

We give faster algorithms and improved sample complexities for estimating the top eigenvector of a matrix $\Sigma$ -- i.e. computing a unit vector $x$ such that $x^T \Sigma x \ge (1-\epsilon)\lambda_1(\Sigma)$: Offline Eigenvector…

The area of parameterized approximation seeks to combine approximation and parameterized algorithms to obtain, e.g., (1+eps)-approximations in f(k,eps)n^{O(1)} time where k is some parameter of the input. We obtain the following results on…

In this paper, we propose {\it \underline{R}ecursive} {\it \underline{I}mportance} {\it \underline{S}ketching} algorithm for {\it \underline{R}ank} constrained least squares {\it \underline{O}ptimization} (RISRO). The key step of RISRO is…