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Discrete Determinantal Point Processes (DPPs) have a wide array of potential applications for subsampling datasets. They are however held back in some cases by the high cost of sampling. In the worst-case scenario, the sampling cost scales…

Machine Learning · Computer Science 2023-02-23 Simon Barthelmé , Nicolas Tremblay , Pierre-Olivier Amblard

Given a fixed $n\times d$ matrix $\mathbf{X}$, where $n\gg d$, we study the complexity of sampling from a distribution over all subsets of rows where the probability of a subset is proportional to the squared volume of the parallelepiped…

Machine Learning · Computer Science 2019-02-25 Michał Dereziński

DPPs were introduced by Macchi as a model in quantum optics the 1970s. Since then, they have been widely used as models and subsampling tools in statistics and computer science. Most applications require sampling from a DPP, and given their…

Computation · Statistics 2023-11-23 Rémi Bardenet , Michaël Fanuel , Alexandre Feller

In this technical report, we discuss several sampling algorithms for Determinantal Point Processes (DPP). DPPs have recently gained a broad interest in the machine learning and statistics literature as random point processes with negative…

Computation · Statistics 2018-02-26 Nicolas Tremblay , Simon Barthelme , Pierre-Olivier Amblard

A determinantal point process (DPP) is an elegant model that assigns a probability to every subset of a collection of $n$ items. While conventionally a DPP is parameterized by a symmetric kernel matrix, removing this symmetry constraint,…

Machine Learning · Computer Science 2022-07-04 Insu Han , Mike Gartrell , Elvis Dohmatob , Amin Karbasi

Stochastic gradient descent (SGD) is a cornerstone of machine learning. When the number N of data items is large, SGD relies on constructing an unbiased estimator of the gradient of the empirical risk using a small subset of the original…

Machine Learning · Statistics 2021-12-14 Remi Bardenet , Subhro Ghosh , Meixia Lin

A determinantal point process (DPP) on a collection of $M$ items is a model, parameterized by a symmetric kernel matrix, that assigns a probability to every subset of those items. Recent work shows that removing the kernel symmetry…

Machine Learning · Computer Science 2022-04-21 Insu Han , Mike Gartrell , Jennifer Gillenwater , Elvis Dohmatob , Amin Karbasi

Determinantal point processes (DPPs) have become a significant tool for recommendation systems, feature selection, or summary extraction, harnessing the intrinsic ability of these probabilistic models to facilitate sample diversity. The…

Machine Learning · Statistics 2020-07-09 Rémi Bardenet , Subhroshekhar Ghosh

Determinantal Point Processes (DPPs) are elegant probabilistic models of repulsion and diversity over discrete sets of items. But their applicability to large sets is hindered by expensive cubic-complexity matrix operations for basic tasks…

Machine Learning · Computer Science 2016-05-31 Chengtao Li , Stefanie Jegelka , Suvrit Sra

Determinantal point processes (DPPs) are a useful probabilistic model for selecting a small diverse subset out of a large collection of items, with applications in summarization, stochastic optimization, active learning and more. Given a…

Machine Learning · Computer Science 2020-07-01 Daniele Calandriello , Michał Dereziński , Michal Valko

Dimensionality reduction is a first step of many machine learning pipelines. Two popular approaches are principal component analysis, which projects onto a small number of well chosen but non-interpretable directions, and feature selection,…

Machine Learning · Statistics 2018-12-27 Ayoub Belhadji , Rémi Bardenet , Pierre Chainais

Determinantal Point Processes (DPPs) provide an elegant and versatile way to sample sets of items that balance the point-wise quality with the set-wise diversity of selected items. For this reason, they have gained prominence in many…

Machine Learning · Statistics 2019-01-09 Zelda Mariet , Yaniv Ovadia , Jasper Snoek

Determinantal Point Processes (DPPs) were introduced by Macchi as a model for repulsive (fermionic) particle distributions. But their recent popularization is largely due to their usefulness for encouraging diversity in the final stage of a…

Numerical Analysis · Mathematics 2021-04-28 Jack Poulson

Determinantal point processes (DPPs) enable the modeling of repulsion: they provide diverse sets of points. The repulsion is encoded in a kernel $K$ that can be seen as a matrix storing the similarity between points. The diversity comes…

Machine Learning · Statistics 2021-02-24 Claire Launay , Bruno Galerne , Agnès Desolneux

The standard Monte Carlo estimator $\widehat{I}_N^{\mathrm{MC}}$ of $\int fd\omega$ relies on independent samples from $\omega$ and has variance of order $1/N$. Replacing the samples with a determinantal point process (DPP), a repulsive…

Machine Learning · Computer Science 2026-04-22 Guillaume Gautier , Rémi Bardenet , Michal Valko

Randomized Numerical Linear Algebra (RandNLA) uses randomness to develop improved algorithms for matrix problems that arise in scientific computing, data science, machine learning, etc. Determinantal Point Processes (DPPs), a seemingly…

Data Structures and Algorithms · Computer Science 2020-05-08 Michał Dereziński , Michael W. Mahoney

Determinantal point processes (DPPs) are distributions over sets of items that model diversity using kernels. Their applications in machine learning include summary extraction and recommendation systems. Yet, the cost of sampling from a DPP…

Machine Learning · Statistics 2022-03-22 Guillaume Gautier , Rémi Bardenet , Michal Valko

Determinantal Point Processes (DPPs) are probabilistic models over all subsets a ground set of $N$ items. They have recently gained prominence in several applications that rely on "diverse" subsets. However, their applicability to large…

Machine Learning · Computer Science 2016-05-27 Zelda Mariet , Suvrit Sra

Determinantal Point Processes (DPPs) are probabilistic models that arise in quantum physics and random matrix theory and have recently found numerous applications in computer science. DPPs define distributions over subsets of a given ground…

Data Structures and Algorithms · Computer Science 2017-04-25 L. Elisa Celis , Amit Deshpande , Tarun Kathuria , Damian Straszak , Nisheeth K. Vishnoi

Determinantal point processes (DPPs) are an important concept in random matrix theory and combinatorics. They have also recently attracted interest in the study of numerical methods for machine learning, as they offer an elegant "missing…

Machine Learning · Computer Science 2018-04-18 Philipp Hennig , Roman Garnett
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