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In large scale machine learning, random sampling is a popular way to approximate datasets by a small representative subset of examples. In particular, sensitivity sampling is an intensely studied technique which provides provable guarantees…

Data Structures and Algorithms · Computer Science 2024-01-04 David P. Woodruff , Taisuke Yasuda

Recent works in dimensionality reduction for regression tasks have introduced the notion of sensitivity, an estimate of the importance of a specific datapoint in a dataset, offering provable guarantees on the quality of the approximation…

Machine Learning · Computer Science 2023-11-22 Swati Padmanabhan , David P. Woodruff , Qiuyi Zhang

In this paper we obtain improved iteration complexities for solving $\ell_p$ regression. We provide methods which given any full-rank $\mathbf{A} \in \mathbb{R}^{n \times d}$ with $n \geq d$, $b \in \mathbb{R}^n$, and $p \geq 2$ solve…

Data Structures and Algorithms · Computer Science 2021-11-11 Arun Jambulapati , Yang P. Liu , Aaron Sidford

We study active sampling algorithms for linear regression, which aim to query only a few entries of a target vector $b\in\mathbb R^n$ and output a near minimizer to $\min_{x\in\mathbb R^d} \|Ax-b\|$, for a design matrix $A\in\mathbb R^{n…

Machine Learning · Computer Science 2022-09-28 Cameron Musco , Christopher Musco , David P. Woodruff , Taisuke Yasuda

Despite many applications, dimensionality reduction in the $\ell_1$-norm is much less understood than in the Euclidean norm. We give two new oblivious dimensionality reduction techniques for the $\ell_1$-norm which improve exponentially…

Data Structures and Algorithms · Computer Science 2021-08-09 Yi Li , David P. Woodruff , Taisuke Yasuda

A coreset of a dataset with $n$ examples and $d$ features is a weighted subset of examples that is sufficient for solving downstream data analytic tasks. Nearly optimal constructions of coresets for least squares and $\ell_p$ linear…

Data Structures and Algorithms · Computer Science 2024-06-05 David P. Woodruff , Taisuke Yasuda

The seminal work of Cohen and Peng introduced Lewis weight sampling to the theoretical computer science community, yielding fast row sampling algorithms for approximating $d$-dimensional subspaces of $\ell_p$ up to $(1+\epsilon)$ error.…

Data Structures and Algorithms · Computer Science 2022-12-20 David P. Woodruff , Taisuke Yasuda

Oblivious low-distortion subspace embeddings are a crucial building block for numerical linear algebra problems. We show for any real $p, 1 \leq p < \infty$, given a matrix $M \in \mathbb{R}^{n \times d}$ with $n \gg d$, with constant…

Data Structures and Algorithms · Computer Science 2014-03-19 David P. Woodruff , Qin Zhang

For Euclidean space ($\ell_2$), there exists the powerful dimension reduction transform of Johnson and Lindenstrauss, with a host of known applications. Here, we consider the problem of dimension reduction for all $\ell_p$ spaces $1 \le p…

Computational Geometry · Computer Science 2015-12-08 Yair Bartal , Lee-Ad Gottlieb

The classic problems of testing uniformity of and learning a discrete distribution, given access to independent samples from it, are examined under general $\ell_p$ metrics. The intuitions and results often contrast with the classic…

Data Structures and Algorithms · Computer Science 2015-03-24 Bo Waggoner

In this paper, we consider the related problems of multicalibration -- a multigroup fairness notion and omniprediction -- a simultaneous loss minimization paradigm, both in the distributional and online settings. The recent work of Garg et…

Machine Learning · Computer Science 2025-05-29 Haipeng Luo , Spandan Senapati , Vatsal Sharan

We study the $\ell_p$ regression problem, which requires finding $\mathbf{x}\in\mathbb R^{d}$ that minimizes $\|\mathbf{A}\mathbf{x}-\mathbf{b}\|_p$ for a matrix $\mathbf{A}\in\mathbb R^{n \times d}$ and response vector…

Data Structures and Algorithms · Computer Science 2022-03-16 Raphael A. Meyer , Cameron Musco , Christopher Musco , David P. Woodruff , Samson Zhou

We prove optimal sampling bounds achieving $(1\pm\varepsilon)$-relative error for a broad class of Lipschitz continuous classification loss functions under various regularization terms. This includes important functions such as logistic and…

Machine Learning · Computer Science 2026-05-25 Meysam Alishahi , Alexander Munteanu , Simon Omlor , Jeff M. Phillips

The Johnson-Lindenstrauss (JL) lemma is a fundamental result in dimensionality reduction, ensuring that any finite set $X \subseteq \mathbb{R}^d$ can be embedded into a lower-dimensional space $\mathbb{R}^k$ while approximately preserving…

Probability · Mathematics 2025-10-30 Rafael Chiclana , Mark Iwen

We study $\ell_p$ sampling and frequency moment estimation in a single-pass insertion-only data stream. For $p \in (0,2)$, we present a nearly space-optimal approximate $\ell_p$ sampler that uses $\widetilde{O}(\log n \log(1/\delta))$ bits…

Data Structures and Algorithms · Computer Science 2026-04-07 Honghao Lin , Hoai-An Nguyen , William Swartworth , David P. Woodruff

In recent years, there have been significant advances in efficiently solving $\ell_s$-regression using linear system solvers and $\ell_2$-regression [Adil-Kyng-Peng-Sachdeva, J. ACM'24]. Would efficient smoothed $\ell_p$-norm solvers lead…

Optimization and Control · Mathematics 2026-01-16 Deeksha Adil , Brian Bullins , Arun Jambulapati , Aaron Sidford

This paper studies the expected $L_p$-discrepancy ($2 \leq p < \infty$) for stratified sampling schemes under importance sampling. We introduce a parametric family of equivolume partitions $\Omega_{\theta,\sim}$ and leverage recent exact…

Numerical Analysis · Mathematics 2026-01-09 Xiaoda Xu

This work proposes and analyzes a compressed sensing approach to polynomial approximation of complex-valued functions in high dimensions. Of particular interest is the setting where the target function is smooth, characterized by a rapidly…

Numerical Analysis · Mathematics 2020-01-22 Abdellah Chkifa , Nick Dexter , Hoang Tran , Clayton G. Webster

We resolve several fundamental questions in the area of distributed functional monitoring, initiated by Cormode, Muthukrishnan, and Yi (SODA, 2008). In this model there are $k$ sites each tracking their input and communicating with a…

Data Structures and Algorithms · Computer Science 2013-06-13 David P. Woodruff , Qin Zhang

The $\ell_p$ linear regression problem is to minimize $f(x)=||Ax-b||_p$ over $x\in\mathbb{R}^d$, where $A\in\mathbb{R}^{n\times d}$, $b\in \mathbb{R}^n$, and $p>0$. To avoid overfitting and bound $||x||_2$, the constrained $\ell_p$…

Machine Learning · Computer Science 2019-02-28 Ibrahim Jubran , David Cohn , Dan Feldman
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