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This paper resolves one of the longest standing basic problems in the streaming computational model. Namely, optimal construction of quantile sketches. An $\varepsilon$ approximate quantile sketch receives a stream of items $x_1,\ldots,x_n$…

Data Structures and Algorithms · Computer Science 2016-04-07 Zohar Karnin , Kevin Lang , Edo Liberty

Two important optimization problems in the analysis of geometric data sets are clustering and sketching. Here, clustering refers to the problem of partitioning some input metric measure space (mm-space) into k clusters, minimizing some…

Computational Geometry · Computer Science 2018-10-19 Facundo Mémoli , Anastasios Sidiropoulos , Kritika Singhal

We show how to approximate a data matrix $\mathbf{A}$ with a much smaller sketch $\mathbf{\tilde A}$ that can be used to solve a general class of constrained k-rank approximation problems to within $(1+\epsilon)$ error. Importantly, this…

Data Structures and Algorithms · Computer Science 2015-04-06 Michael B. Cohen , Sam Elder , Cameron Musco , Christopher Musco , Madalina Persu

In this work, we present a dimensionality reduction algorithm, aka. sketching, for categorical datasets. Our proposed sketching algorithm Cabin constructs low-dimensional binary sketches from high-dimensional categorical vectors, and our…

Machine Learning · Computer Science 2021-11-16 Bhisham Dev Verma , Rameshwar Pratap , Debajyoti Bera

Consider two remote nodes having binary sequences $X$ and $Y$, respectively. $Y$ is an edited version of ${X}$, where the editing involves random deletions, insertions, and substitutions, possibly in bursts. The goal is for the node with…

Information Theory · Computer Science 2015-09-15 Ramji Venkataramanan , Vasuki Narasimha Swamy , Kannan Ramchandran

We develop a sketching algorithm to find the point on the convex hull of a dataset, closest to a query point outside it. Studying the convex hull of datasets can provide useful information about their geometric structure and their…

Differential Geometry · Mathematics 2022-03-30 Roozbeh Yousefzadeh

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

Sketching is a dimensionality reduction technique where one compresses a matrix by linear combinations that are chosen at random. A line of work has shown how to sketch the Hessian to speed up each iteration in a second order method, but…

Machine Learning · Computer Science 2021-10-07 Yi Li , Honghao Lin , David P. Woodruff

Generating high-performance code for diverse hardware and application domains is challenging. Functional array programming languages with patterns like map and reduce have been successfully combined with term rewriting to define and explore…

Programming Languages · Computer Science 2022-06-06 Thomas Koehler , Phil Trinder , Michel Steuwer

In recent years, randomized methods for numerical linear algebra have received growing interest as a general approach to large-scale problems. Typically, the essential ingredient of these methods is some form of randomized dimension…

Machine Learning · Statistics 2019-04-05 Miles E. Lopes , Shusen Wang , Michael W. Mahoney

We revisit a fundamental problem in string matching: given a pattern of length m and a text of length n, both over an alphabet of size $\sigma$, compute the Hamming distance between the pattern and the text at every location. Several…

Data Structures and Algorithms · Computer Science 2020-01-03 Timothy M. Chan , Shay Golan , Tomasz Kociumaka , Tsvi Kopelowitz , Ely Porat

Many data sources can be interpreted as time-series, and a key problem is to identify which pairs out of a large collection of signals are highly correlated. We expect that there will be few, large, interesting correlations, while most…

Data Structures and Algorithms · Computer Science 2017-10-06 Graham Cormode , Jacques Dark

We consider sketching algorithms which first quickly compress data by multiplication with a random sketch matrix, and then apply the sketch to quickly solve an optimization problem, e.g., low rank approximation. In the learning-based…

Machine Learning · Computer Science 2021-06-08 Simin Liu , Tianrui Liu , Ali Vakilian , Yulin Wan , David P. Woodruff

We give a deterministic, polynomial-time algorithm for approximately counting the number of {0,1}-solutions to any instance of the knapsack problem. On an instance of length n with total weight W and accuracy parameter eps, our algorithm…

Data Structures and Algorithms · Computer Science 2010-08-20 Parikshit Gopalan , Adam Klivans , Raghu Meka

In the decades-old Pattern Matching with Edits problem, given a length-$n$ string $T$ (the text), a length-$m$ string $P$ (the pattern), and a positive integer $k$ (the threshold), the task is to list the $k$-error occurrences of $P$ in…

Data Structures and Algorithms · Computer Science 2026-04-20 Tomasz Kociumaka , Jakob Nogler , Philip Wellnitz

Large-scale distributed training of neural networks is often limited by network bandwidth, wherein the communication time overwhelms the local computation time. Motivated by the success of sketching methods in sub-linear/streaming…

Machine Learning · Computer Science 2020-01-24 Nikita Ivkin , Daniel Rothchild , Enayat Ullah , Vladimir Braverman , Ion Stoica , Raman Arora

We consider sketching algorithms which first compress data by multiplication with a random sketch matrix, and then apply the sketch to quickly solve an optimization problem, e.g., low-rank approximation and regression. In the learning-based…

Machine Learning · Computer Science 2024-04-12 Yi Li , Honghao Lin , Simin Liu , Ali Vakilian , David P. Woodruff

A flexible conformal inference method is developed to construct confidence intervals for the frequencies of queried objects in very large data sets, based on a much smaller sketch of those data. The approach is data-adaptive and requires no…

Methodology · Statistics 2022-11-10 Matteo Sesia , Stefano Favaro

Sketching techniques have become popular for scaling up machine learning algorithms by reducing the sample size or dimensionality of massive data sets, while still maintaining the statistical power of big data. In this paper, we study…

Machine Learning · Computer Science 2016-10-11 Jialei Wang , Jason D. Lee , Mehrdad Mahdavi , Mladen Kolar , Nathan Srebro

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…

Machine Learning · Computer Science 2025-10-03 Andres Fernandez , Felix Dangel , Philipp Hennig , Frank Schneider