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Random sketching is a dimensionality reduction technique that approximately preserves norms and singular values up to some $O(1)$ distortion factor with high probability. The most popular sketches in literature are the Gaussian sketch and…

Numerical Analysis · Mathematics 2025-08-21 Andrew J. Higgins , Erik G. Boman , Ichitaro Yamazaki

We introduce a new sub-linear space sketch---the Weight-Median Sketch---for learning compressed linear classifiers over data streams while supporting the efficient recovery of large-magnitude weights in the model. This enables…

Machine Learning · Computer Science 2018-04-10 Kai Sheng Tai , Vatsal Sharan , Peter Bailis , Gregory Valiant

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…

Machine Learning · Statistics 2019-11-05 Yang Shi , Animashree Anandkumar

The sliding window model of computation captures scenarios in which data are continually arriving in the form of a stream, and only the most recent $w$ items are used for analysis. In this setting, an algorithm needs to accurately track…

Cryptography and Security · Computer Science 2024-06-13 Yiping Wang , Yanhao Wang , Cen Chen

Monitoring streams of packets at 100~Gb/s and beyond requires using compact and efficient hashing-techniques like HyperLogLog (HLL) or Count-Min Sketch (CMS). In this work, we evaluate the uses and applications of Count-Min Sketch for Metro…

Networking and Internet Architecture · Computer Science 2024-06-24 José A. Hernández , Davide Scano , Filippo Cugini , Gonzalo Martínez , Natalia Koneva , Alvaro Sánchez-Macián , Óscar González de Dios

The count-min sketch (CMS) is a time and memory efficient randomized data structure that provides estimates of tokens' frequencies in a data stream of tokens, i.e. point queries, based on random hashed data. A learning-augmented version of…

Machine Learning · Statistics 2022-09-14 Emanuele Dolera , Stefano Favaro , Stefano Peluchetti

Anomaly detection in dynamic graphs is essential for identifying malicious activities, fraud, and unexpected behaviors in real-world systems such as cybersecurity and power grids. However, existing approaches struggle with scalability,…

Machine Learning · Computer Science 2025-09-16 Ocheme Anthony Ekle , William Eberle

Estimating frequencies of elements appearing in a data stream is a key task in large-scale data analysis. Popular sketching approaches to this problem (e.g., CountMin and CountSketch) come with worst-case guarantees that probabilistically…

Data Structures and Algorithms · Computer Science 2023-12-13 Anders Aamand , Justin Y. Chen , Huy Lê Nguyen , Sandeep Silwal , Ali Vakilian

Count-sketch is a popular matrix sketching algorithm that can produce a sketch of an input data matrix X in O(nnz(X))time where nnz(X) denotes the number of non-zero entries in X. The sketched matrix will be much smaller than X while…

Machine Learning · Computer Science 2020-11-30 Yuhan Wang , Zijian Lei , Liang Lan

In rapid and massive data streams, it is often not possible to estimate the frequency of items with complete accuracy. To perform the operation in a reasonable amount of space and with sufficiently low latency, approximated methods are…

Databases · Computer Science 2019-04-18 Arijit Khan , Sixing Yan

Sketching is a probabilistic data compression technique that has been largely developed in the computer science community. Numerical operations on big datasets can be intolerably slow; sketching algorithms address this issue by generating a…

Methodology · Statistics 2019-04-04 Daniel Ahfock , William J. Astle , Sylvia Richardson

Recent work has explored transforming data sets into smaller, approximate summaries in order to scale Bayesian inference. We examine a related problem in which the parameters of a Bayesian model are very large and expensive to store in…

Machine Learning · Computer Science 2018-10-03 Joseph Tassarotti , Jean-Baptiste Tristan , Michael Wick

Compressive learning is an emerging approach to drastically reduce the memory footprint of large-scale learning, by first summarizing a large dataset into a low-dimensional sketch vector, and then decoding from this sketch the latent…

Machine Learning · Computer Science 2024-06-18 Ayoub Belhadji , Rémi Gribonval

With the exponentially growing Internet traffic, sketch data structure with a probabilistic algorithm has been expected to be an alternative solution for non-compromised (non-selective) security monitoring. While facilitating counting…

Cryptography and Security · Computer Science 2025-03-18 Seungsam Yang , Seyed Mohammad Mehdi Mirnajafizadeh , Sian Kim , Rhongho Jang , DaeHun Nyang

Sketch-based streaming algorithms allow efficient processing of big data. These algorithms use small fixed-size storage to store a summary ("sketch") of the input data, and use probabilistic algorithms to estimate the desired quantity.…

Databases · Computer Science 2016-11-08 Reuven Cohen , Liran Katzir , Aviv Yehezkel

Online change detection involves monitoring a stream of data for changes in the statistical properties of incoming observations. A good change detector will detect any changes shortly after they occur, while raising few false alarms.…

Statistics Theory · Mathematics 2020-03-03 Thomas Flynn , Shinjae Yoo

Modern stream processing systems often need to track the frequency of distinct keys in a data stream in real-time. Since maintaining exact counts can require a prohibitive amount of memory, many applications rely on compact, probabilistic…

Data Structures and Algorithms · Computer Science 2026-04-29 Navid Eslami , Ioana O. Bercea , Rasmus Pagh , Niv Dayan

In this paper, we revisit the classic CountSketch method, which is a sparse, random projection that transforms a (high-dimensional) Euclidean vector $v$ to a vector of dimension $(2t-1) s$, where $t, s > 0$ are integer parameters. It is…

Data Structures and Algorithms · Computer Science 2021-02-04 Kasper Green Larsen , Rasmus Pagh , Jakub Tětek

This paper develops conformal inference methods to construct a confidence interval for the frequency of a queried object in a very large discrete data set, based on a sketch with a lower memory footprint. This approach requires no knowledge…

Methodology · Statistics 2023-08-17 Matteo Sesia , Stefano Favaro , Edgar Dobriban

The Min-Hashing approach to sketching has become an important tool in data analysis, information retrial, and classification. To apply it to real-valued datasets, the ICWS algorithm has become a seminal approach that is widely used, and…

Machine Learning · Statistics 2018-10-24 Edward Raff , Jared Sylvester , Charles Nicholas