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Constrained least squares problems arise in many applications. Their memory and computation costs are expensive in practice involving high-dimensional input data. We employ the so-called "sketching" strategy to project the least squares…

Optimization and Control · Mathematics 2021-09-07 Ke Chen , Ruhui Jin

This work discusses tensor network embeddings, which are random matrices ($S$) with tensor network structure. These embeddings have been used to perform dimensionality reduction of tensor network structured inputs $x$ and accelerate…

Numerical Analysis · Mathematics 2022-05-27 Linjian Ma , Edgar Solomonik

Approximation of non-linear kernels using random feature maps has become a powerful technique for scaling kernel methods to large datasets. We propose $\textit{Tensor Sketch}$, an efficient random feature map for approximating polynomial…

Data Structures and Algorithms · Computer Science 2025-05-20 Ninh Pham , Rasmus Pagh

Low-rank approximation of tensors has been widely used in high-dimensional data analysis. It usually involves singular value decomposition (SVD) of large-scale matrices with high computational complexity. Sketching is an effective data…

Numerical Analysis · Mathematics 2023-01-30 Wandi Dong , Gaohang Yu , Liqun Qi , Xiaohao Cai

Deep neural networks are powerful learning models that achieve state-of-the-art performance on many computer vision, speech, and language processing tasks. In this paper, we study a fundamental question that arises when designing deep…

Machine Learning · Statistics 2017-10-24 Shiva Prasad Kasiviswanathan , Nina Narodytska , Hongxia Jin

Tensor network contraction is a fundamental mathematical operation that generalizes the dot product and matrix multiplication. It finds applications in numerous domains, such as database systems, graph theory, machine learning, probability…

Data Structures and Algorithms · Computer Science 2026-03-10 Mike Heddes , Igor Nunes , Tony Givargis , Alex Nicolau

We introduce a new approach for applying sampling-based sketches to two and three mode tensors. We illustrate our technique to construct sketches for the classical problems of $\ell_0$ sampling and producing $\ell_1$ embeddings. In both…

Data Structures and Algorithms · Computer Science 2024-06-12 William Swartworth , David P. Woodruff

Low-rank approximation in data streams is a fundamental and significant task in computing science, machine learning and statistics. Multiple streaming algorithms have emerged over years and most of them are inspired by randomized…

Data Structures and Algorithms · Computer Science 2022-09-30 Cuiyu Liu , Chuanfu Xiao , Mingshuo Ding , Chao Yang

In this paper, we investigate effective sketching schemes via sparsification for high dimensional multilinear arrays or tensors. More specifically, we propose a novel tensor sparsification algorithm that retains a subset of the entries of a…

Methodology · Statistics 2017-11-17 Dong Xia , Ming Yuan

Large tensors are frequently encountered in various fields such as computer vision, scientific simulations, sensor networks, and data mining. However, these tensors are often too large for convenient processing, transfer, or storage.…

Optimization and Control · Mathematics 2024-09-26 Zhiguang Cheng , Gaohang Yu , Xiaohao Cai , Liqun Qi

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

A methodology for using random sketching in the context of model order reduction for high-dimensional parameter-dependent systems of equations was introduced in [Balabanov and Nouy 2019, Part I]. Following this framework, we here construct…

Numerical Analysis · Mathematics 2022-03-25 Oleg Balabanov , Anthony Nouy

Based on sketching techniques, we propose two randomized algorithms for tensor ring (TR) decomposition. Specifically, by defining new tensor products and investigating their properties, we apply the Kronecker sub-sampled randomized Fourier…

Numerical Analysis · Mathematics 2022-09-14 Yajie Yu , Hanyu Li

Sketching, a dimensionality reduction technique, has received much attention in the statistics community. In this paper, we study sketching in the context of Newton's method for solving finite-sum optimization problems in which the number…

Optimization and Control · Mathematics 2019-06-03 Albert S. Berahas , Raghu Bollapragada , Jorge Nocedal

This survey highlights the recent advances in algorithms for numerical linear algebra that have come from the technique of linear sketching, whereby given a matrix, one first compresses it to a much smaller matrix by multiplying it by a…

Data Structures and Algorithms · Computer Science 2015-02-11 David P. Woodruff

Compressive learning is an approach to efficient large scale learning based on sketching an entire dataset to a single mean embedding (the sketch), i.e. a vector of generalized moments. The learning task is then approximately solved as an…

Machine Learning · Statistics 2022-02-11 Antoine Chatalic , Luigi Carratino , Ernesto De Vito , Lorenzo Rosasco

Learning parameters from voluminous data can be prohibitive in terms of memory and computational requirements. We propose a "compressive learning" framework where we estimate model parameters from a sketch of the training data. This sketch…

Machine Learning · Computer Science 2017-05-08 Nicolas Keriven , Anthony Bourrier , Rémi Gribonval , Patrick Pérez

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

High-dimensional sparse data present computational and statistical challenges for supervised learning. We propose compact linear sketches for reducing the dimensionality of the input, followed by a single layer neural network. We show that…

Machine Learning · Computer Science 2016-04-21 Amit Daniely , Nevena Lazic , Yoram Singer , Kunal Talwar

It is often desirable to reduce the dimensionality of a large dataset by projecting it onto a low-dimensional subspace. Matrix sketching has emerged as a powerful technique for performing such dimensionality reduction very efficiently. Even…

Machine Learning · Computer Science 2022-06-15 Michał Dereziński , Feynman Liang , Zhenyu Liao , Michael W. Mahoney
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