Related papers: Spectral Guarantees for Adversarial Streaming PCA
Multi-pass streaming algorithm for Maximum Matching have been studied since more than 15 years and various algorithmic results are known today, including $2$-pass streaming algorithms that break the $1/2$-approximation barrier, and…
We propose a stable version of Principal Component Analysis (PCA) in the general framework of a separable Hilbert space. It consists in interpreting the projection on the first eigenvectors as a step function applied to the spectrum of the…
In this paper, we study the problems of principal Generalized Eigenvector computation and Canonical Correlation Analysis in the stochastic setting. We propose a simple and efficient algorithm, Gen-Oja, for these problems. We prove the…
We revisit the online bipartite matching problem on $d$-regular graphs, for which Cohen and Wajc (SODA 2018) proposed an algorithm with a competitive ratio of $1-2\sqrt{H_d/d} = 1-O(\sqrt{(\log d)/d})$ and showed that it is asymptotically…
We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…
In this paper, we study the spectrum and the eigenvectors of radial kernels for mixtures of distributions in $\mathbb{R}^n$. Our approach focuses on high dimensions and relies solely on the concentration properties of the components in the…
Sparse Principal Component Analysis (PCA) is a prevalent tool across a plethora of subfields of applied statistics. While several results have characterized the recovery error of the principal eigenvectors, these are typically in spectral…
Spectral embedding of graphs uses the top k non-trivial eigenvectors of the random walk matrix to embed the graph into R^k. The primary use of this embedding has been for practical spectral clustering algorithms [SM00,NJW02]. Recently,…
Online principal component analysis (PCA) has been an efficient tool in practice to reduce dimension. However, convergence properties of the corresponding ODE are still unknown, including global convergence, stable manifolds, and…
We study the $k$-connectivity augmentation problem ($k$-CAP) in the single-pass streaming model. Given a $(k-1)$-edge connected graph $G=(V,E)$ that is stored in memory, and a stream of weighted edges $L$ with weights in $\{0,1,\dots,W\}$,…
We improve the space bound for streaming approximation of Diameter but also of Farthest Neighbor queries, Minimum Enclosing Ball and its Coreset, in high-dimensional Euclidean spaces. In particular, our deterministic streaming algorithms…
An important challenge in the streaming model is to maintain small-space approximations of entrywise functions performed on a matrix that is generated by the outer product of two vectors given as a stream. In other works, streams typically…
We study which property testing and sublinear time algorithms can be transformed into graph streaming algorithms for random order streams. Our main result is that for bounded degree graphs, any property that is constant-query testable in…
We introduce a new computational model for data streams: asymptotically exact streaming algorithms. These algorithms have an approximation ratio that tends to one as the length of the stream goes to infinity while the memory used by the…
We consider constrained optimization problems with a nonsmooth objective function in the form of mathematical expectation. The Sample Average Approximation (SAA) is used to estimate the objective function and variable sample size strategy…
In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension $n\times p$ and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal…
Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…
We study the problem of sparse tensor principal component analysis: given a tensor $\pmb Y = \pmb W + \lambda x^{\otimes p}$ with $\pmb W \in \otimes^p\mathbb{R}^n$ having i.i.d. Gaussian entries, the goal is to recover the $k$-sparse unit…
Distributed computing is a standard way to scale up machine learning and data science algorithms to process large amounts of data. In such settings, avoiding communication amongst machines is paramount for achieving high performance. Rather…
We present parameterized streaming algorithms for the graph matching problem in both the dynamic and the insert-only models. For the dynamic streaming model, we present a one-pass algorithm that, with high probability, computes a…