Related papers: Learning the Positions in CountSketch
We investigate iterative methods with randomized preconditioners for solving overdetermined least-squares problems, where the preconditioners are based on a random embedding of the data matrix. We consider two distinct approaches: the…
Parameter reduction has been an important topic in deep learning due to the ever-increasing size of deep neural network models and the need to train and run them on resource limited machines. Despite many efforts in this area, there were no…
We propose a randomized second-order method for optimization known as the Newton Sketch: it is based on performing an approximate Newton step using a randomly projected or sub-sampled Hessian. For self-concordant functions, we prove that…
We present an approximate algorithm for matrix multiplication based on matrix sketching techniques. First one of the matrix is chosen and sparsified using the online matrix sketching algorithm, and then the matrix product is calculated…
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…
Sketching is widely used in randomized linear algebra for low-rank matrix approximation, column subset selection, and many other problems, and it has gained significant traction in machine learning applications. However, sketching large…
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…
Random projections or sketching are widely used in many algorithmic and learning contexts. Here we study the performance of iterative Hessian sketch for least-squares problems. By leveraging and extending recent results from random matrix…
In the numerical linear algebra community, it was suggested that to obtain nearly optimal bounds for various problems such as rank computation, finding a maximal linearly independent subset of columns (a basis), regression, or low-rank…
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…
Low-rank approximation of tensors has been widely used in high-dimensional data analysis. It usually involves singular value decomposition (SVD) of large-scale matrices with high computational complexity. Sketching is an effective data…
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…
Sketching is a randomized dimensionality-reduction method that aims to preserve relevant information in large-scale datasets. Count sketch is a simple popular sketch which uses a randomized hash function to achieve compression. In this…
Graph Neural Networks (GNNs) are widely applied to graph learning problems such as node classification. When scaling up the underlying graphs of GNNs to a larger size, we are forced to either train on the complete graph and keep the full…
We propose a novel method for speeding up stochastic optimization algorithms via sketching methods, which recently became a powerful tool for accelerating algorithms for numerical linear algebra. We revisit the method of conditioning for…
Recently, Bessa et al. (PODS 2023) showed that sketches based on coordinated weighted sampling theoretically and empirically outperform popular linear sketching methods like Johnson-Lindentrauss projection and CountSketch for the ubiquitous…
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…
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…
Recent advancement of the WWW, IOT, social network, e-commerce, etc. have generated a large volume of data. These datasets are mostly represented by high dimensional and sparse datasets. Many fundamental subroutines of common data analytic…
Power iteration can improve the accuracy of randomized SVD, but requires multiple data passes, making it impractical in streaming or memory-constrained settings. We introduce a lightweight yet effective sketch-power iteration, allowing…