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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…

In this paper we discuss and address the challenges of predicting extreme atmospheric events like intense rainfall, hail, and strong winds. These events can cause significant damage and have become more frequent due to climate change.…

Atmospheric and Oceanic Physics · Physics 2023-10-06 Mikhail Mozikov , Ilya Makarov , Alexandr Bulkin , Daria Taniushkina , Roland Grinis , Yury Maximov

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

Probabilistic mixture models have been widely used for different machine learning and pattern recognition tasks such as clustering, dimensionality reduction, and classification. In this paper, we focus on trying to solve the most common…

Machine Learning · Computer Science 2020-04-08 Gustavo A Valencia-Zapata , Daniel Mejia , Gerhard Klimeck , Michael Zentner , Okan Ersoy

Estimating frequency moments of data streams is a very well studied problem and tight bounds are known on the amount of space that is necessary and sufficient when the stream is adversarially ordered. Recently, motivated by various…

Data Structures and Algorithms · Computer Science 2008-08-19 Alexandr Andoni , Andrew McGregor , Krzysztof Onak , Rina Panigrahy

Despite its impressive theory \& practical performance, Frequent Directions (\acrshort{fd}) has not been widely adopted for large-scale regression tasks. Prior work has shown randomized sketches (i) perform worse in estimating the…

Machine Learning · Computer Science 2020-11-10 Charlie Dickens

Smoothed analysis is a framework for analyzing the complexity of an algorithm, acting as a bridge between average and worst-case behaviour. For example, Quicksort and the Simplex algorithm are widely used in practical applications, despite…

Machine Learning · Computer Science 2015-03-29 Bichen Shi , Michel Schellekens , Georgiana Ifrim

Count-Min Sketch with Conservative Updates (CMS-CU) is a memory-efficient hash-based data structure used to estimate the occurrences of items within a data stream. CMS-CU stores $m$ counters and employs $d$ hash functions to map items to…

Data Structures and Algorithms · Computer Science 2024-05-22 Younes Ben Mazziane , Othmane Marfoq

Low-rank approximation in data streams is a fundamental and significant task in computing science, machine learning and statistics. Multiple streaming algorithms have emerged over years and most of them are inspired by randomized…

Data Structures and Algorithms · Computer Science 2022-09-30 Cuiyu Liu , Chuanfu Xiao , Mingshuo Ding , Chao Yang

We introduce a framework for statistical estimation that leverages knowledge of how samples are collected but makes no distributional assumptions on the data values. Specifically, we consider a population of elements $[n]={1,\ldots,n}$ with…

Data Structures and Algorithms · Computer Science 2020-10-27 Justin Y. Chen , Gregory Valiant , Paul Valiant

Automated event detection has emerged as one of the fundamental practices to monitor the behavior of technical systems by means of sensor data. In the automotive industry, these methods are in high demand for tracing events in time series…

Machine Learning · Computer Science 2023-10-18 Bahareh Medghalchi , Andreas Vogel

Demands are increasing to measure per-flow statistics in the data plane of high-speed switches. Measuring flows with exact counting is infeasible due to processing and memory constraints, but a sketch is a promising candidate for collecting…

Networking and Internet Architecture · Computer Science 2021-11-05 SunYoung Kim , Changhun Jung , RhongHo Jang , David Mohaisen , DaeHun Nyang

Scalable quantum technologies will present challenges for characterizing and tuning quantum devices. This is a time-consuming activity, and as the size of quantum systems increases, this task will become intractable without the aid of…

Detecting rare events, those defined to give rise to high impact but have a low probability of occurring, is a challenge in a number of domains including meteorological, environmental, financial and economic. The use of machine learning to…

Applications · Statistics 2022-09-13 Santhosh Narayanan , Carsten Maple , Mark Hooper

Assessing sampling uncertainty in extremum estimation can be challenging when the asymptotic variance is not analytically tractable. Bootstrap inference offers a feasible solution but can be computationally costly especially when the model…

Econometrics · Economics 2020-09-15 Jean-Jacques Forneron , Serena Ng

Given data stream $D = \{p_1,p_2,...,p_m\}$ of size $m$ of numbers from $\{1,..., n\}$, the frequency of $i$ is defined as $f_i = |\{j: p_j = i\}|$. The $k$-th \emph{frequency moment} of $D$ is defined as $F_k = \sum_{i=1}^n f_i^k$. We…

Data Structures and Algorithms · Computer Science 2012-12-05 Vladimir Braverman , Rafail Ostrovsky

We consider statistical and algorithmic aspects of solving large-scale least-squares (LS) problems using randomized sketching algorithms. Prior results show that, from an \emph{algorithmic perspective}, when using sketching matrices…

Machine Learning · Statistics 2015-05-26 Garvesh Raskutti , Michael Mahoney

The blooming availability of traces for social, biological, and communication networks opens up unprecedented opportunities in analyzing diffusion processes in networks. However, the sheer sizes of the nowadays networks raise serious…

Data Structures and Algorithms · Computer Science 2017-09-13 Hung T. Nguyen , Tri P. Nguyen , NhatHai Phan , Thang N. Dinh

We consider the problem of detecting a few targets among a large number of hierarchical data streams. The data streams are modeled as random processes with unknown and potentially heavy-tailed distributions. The objective is an active…

Machine Learning · Computer Science 2017-09-13 Sattar Vakili , Qing Zhao , Chang Liu , Chen-Nee Chuah

To ensure the performance of online service systems, their status is closely monitored with various software and system metrics. Performance anomalies represent the performance degradation issues (e.g., slow response) of the service…

Software Engineering · Computer Science 2022-05-10 Zhuangbin Chen , Jinyang Liu , Yuxin Su , Hongyu Zhang , Xiao Ling , Yongqiang Yang , Michael R. Lyu