Related papers: A sketch-and-select Arnoldi process

We present a novel Krylov subspace method for approximating $L_f(A, E) \vc{b}$, the matrix-vector product of the Fr\'echet derivative $L_f(A, E)$ of a large-scale matrix function $f(A)$ in direction $E$, a task that arises naturally in the…

We introduce a technique for estimating a structured covariance matrix from observations of a random vector which have been sketched. Each observed random vector $\boldsymbol{x}_t$ is reduced to a single number by taking its inner product…

Random projection is often used to project higher-dimensional vectors onto a lower-dimensional space, while approximately preserving their pairwise distances. It has emerged as a powerful tool in various data processing tasks and has…

We introduce a very general method for high-dimensional classification, based on careful combination of the results of applying an arbitrary base classifier to random projections of the feature vectors into a lower-dimensional space. In one…

Sketched gradient algorithms have been recently introduced for efficiently solving the large-scale constrained Least-squares regressions. In this paper we provide novel convergence analysis for the basic method {\it Gradient Projection…

Sketching is one of the most fundamental tools in large-scale machine learning. It enables runtime and memory saving via randomly compressing the original large problem into lower dimensions. In this paper, we propose a novel sketching…

This paper argues that randomized linear sketching is a natural tool for on-the-fly compression of data matrices that arise from large-scale scientific simulations and data collection. The technical contribution consists in a new algorithm…

We propose a randomized algorithm with quadratic convergence rate for convex optimization problems with a self-concordant, composite, strongly convex objective function. Our method is based on performing an approximate Newton step using a…

Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…

Motivated by recent developments in serverless systems for large-scale computation as well as improvements in scalable randomized matrix algorithms, we develop OverSketched Newton, a randomized Hessian-based optimization algorithm to solve…

We propose a simple, projection-based algorithm for clustering mixtures of discrete (Bernoulli) distributions. Unlike previous approaches that rely on coordinate-specific ``combinatorial projections,'' our algorithm is rotationally…

In this work, we present a randomized coreset construction for projective clustering, which involves computing a set of $k$ closest $j$-dimensional linear (affine) subspaces of a given set of $n$ vectors in $d$ dimensions. Let $A \in…

Clustering is a fundamental problem in unsupervised machine learning with many applications in data analysis. Popular clustering algorithms such as Lloyd's algorithm and $k$-means++ can take $\Omega(ndk)$ time when clustering $n$ points in…

We propose a novel image-to-pencil translation method that could not only generate high-quality pencil sketches but also offer the drawing process. Existing pencil sketch algorithms are based on texture rendering rather than the direct…

We present randomized algorithms based on block Krylov space method for estimating the trace and log-determinant of Hermitian positive semi-definite matrices. Using the properties of Chebyshev polynomial and Gaussian random matrix, we…

In the numerical treatment of large-scale Sylvester and Lyapunov equations, projection methods require solving a reduced problem to check convergence. As the approximation space expands, this solution takes an increasing portion of the…

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…

Human free-hand sketches have been studied in various contexts including sketch recognition, synthesis and fine-grained sketch-based image retrieval (FG-SBIR). A fundamental challenge for sketch analysis is to deal with drastically…

Krylov complexity provides a powerful framework for characterizing the dynamical evolution of quantum systems through the spreading of states in Krylov space. The motivation for this is rooted in the optimality of the Krylov basis for the…

Rational Krylov subspaces have become a reference tool in dimension reduction procedures for several application problems. When data matrices are symmetric, a short-term recurrence can be used to generate an associated orthonormal basis. In…