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Weighted sampling is a fundamental tool in data analysis and machine learning pipelines. Samples are used for efficient estimation of statistics or as sparse representations of the data. When weight distributions are skewed, as is often the…

Machine Learning · Computer Science 2020-08-18 Edith Cohen , Rasmus Pagh , David P. Woodruff

The immense amount of daily generated and communicated data presents unique challenges in their processing. Clustering, the grouping of data without the presence of ground-truth labels, is an important tool for drawing inferences from data.…

Machine Learning · Statistics 2018-02-08 Panagiotis A. Traganitis , Georgios B. Giannakis

With appropriately chosen sampling probabilities, sampling-based random projection can be used to implement large-scale statistical methods, substantially reducing computational cost while maintaining low statistical error. However,…

Machine Learning · Statistics 2026-01-13 Yifan Chen , Yun Yang

Accounting for the uncertainty in the predictions of modern neural networks is a challenging and important task in many domains. Existing algorithms for uncertainty estimation require modifying the model architecture and training procedure…

Machine Learning · Statistics 2022-05-09 Alexander Fishkov , Maxim Panov

In this work, we study distributed sketching methods for large scale regression problems. We leverage multiple randomized sketches for reducing the problem dimensions as well as preserving privacy and improving straggler resilience in…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-06-23 Burak Bartan , Mert Pilanci

Many recent prompting strategies for large language models (LLMs) query the model multiple times sequentially -- first to produce intermediate results and then the final answer. However, using these methods, both decoder and model are…

Computation and Language · Computer Science 2023-11-10 Luca Beurer-Kellner , Mark Niklas Müller , Marc Fischer , Martin Vechev

Sketching algorithms use random projections to generate a smaller sketched data set, often for the purposes of modelling. Complete and partial sketch regression estimates can be constructed using information from only the sketched data set…

Methodology · Statistics 2023-06-07 R. P. Browne , J. L. Andrews

Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…

Optimization and Control · Mathematics 2026-05-26 Nataša Krejić , Nataša Krklec Jerinkić , Sanja Rapajić , Luka Rutešić

This article focuses on drawing computationally-efficient predictive inference from Gaussian process (GP) regressions with a large number of features when the response is conditionally independent of the features given the projection to a…

Methodology · Statistics 2024-09-27 Samuel Gailliot , Rajarshi Guhaniyogi , Roger D. Peng

Randomized algorithms, such as randomized sketching or stochastic optimization, are a promising approach to ease the computational burden in analyzing large datasets. However, randomized algorithms also produce non-deterministic outputs,…

Methodology · Statistics 2025-05-13 Zhixiang Zhang , Sokbae Lee , Edgar Dobriban

Sketches have shown high accuracy in multi-way join cardinality estimation, a critical problem in cost-based query optimization. Accurately estimating the cardinality of a join operation -- analogous to its computational cost -- allows the…

Databases · Computer Science 2025-06-18 Brian Tsan , Abylay Amanbayev , Asoke Datta , Florin Rusu

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…

Data Structures and Algorithms · Computer Science 2021-07-13 Michał Dereziński , Zhenyu Liao , Edgar Dobriban , Michael W. Mahoney

In this paper, combining count sketch and maximal weighted residual Kaczmarz method, we propose a fast randomized algorithm for large overdetermined linear systems. Convergence analysis of the new algorithm is provided. Numerical…

Numerical Analysis · Mathematics 2020-04-07 Yanjun Zhang , Hanyu Li

Provenance sketches, light-weight indexes that record what data is needed (is relevant) for answering a query, can significantly improve performance of important classes of queries (e.g., HAVING and top-k queries). Given a horizontal…

Databases · Computer Science 2025-04-29 Ziyu Liu , Boris Glavic

Sketching algorithms or sketches have emerged as a promising alternative to the traditional packet sampling-based network telemetry solutions. At a high level, they are attractive because of their high resource efficiency and accuracy…

Networking and Internet Architecture · Computer Science 2020-12-14 Zaoxing Liu , Hun Namkung , Anup Agarwal , Antonis Manousis , Peter Steenkiste , Srinivasan Seshan , Vyas Sekar

We propose new variants of the sketch-and-project method for solving large scale ridge regression problems. Firstly, we propose a new momentum alternative and provide a theorem showing it can speed up the convergence of sketch-and-project,…

Optimization and Control · Mathematics 2021-05-27 Nidham Gazagnadou , Mark Ibrahim , Robert M. Gower

In data mining, estimating the number of distinct values (NDV) is a fundamental problem with various applications. Existing methods for estimating NDV can be broadly classified into two categories: i) scanning-based methods, which scan the…

Databases · Computer Science 2022-06-14 Jiajun Li , Zhewei Wei , Bolin Ding , Xiening Dai , Lu Lu , Jingren Zhou

Constrained least squares problems arise in many applications. Their memory and computation costs are expensive in practice involving high-dimensional input data. We employ the so-called "sketching" strategy to project the least squares…

Optimization and Control · Mathematics 2021-09-07 Ke Chen , Ruhui Jin

We introduce a new approach for applying sampling-based sketches to two and three mode tensors. We illustrate our technique to construct sketches for the classical problems of $\ell_0$ sampling and producing $\ell_1$ embeddings. In both…

Data Structures and Algorithms · Computer Science 2024-06-12 William Swartworth , David P. Woodruff

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…

Information Retrieval · Computer Science 2019-10-11 Rameshwar Pratap , Debajyoti Bera , Karthik Revanuru