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Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…

Numerical Analysis · Mathematics 2021-05-05 Alec Michael Dunton , Alireza Doostan

In the last decade, tensors have shown their potential as valuable tools for various tasks in numerical linear algebra. While most of the research has been focusing on how to compress a given tensor in order to maintain information as well…

Numerical Analysis · Mathematics 2024-09-17 Alberto Bucci , Davide Palitta , Leonardo Robol

Probabilistic ideas and tools have recently begun to permeate into several fields where they had traditionally not played a major role, including fields such as numerical linear algebra and optimization. One of the key ways in which these…

Numerical Analysis · Mathematics 2016-12-20 Robert M. Gower

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

We propose a new random sketching approach for embedding high-dimensional Hilbert-Schmidt operators, using random input-output pairs. Such operator can then be approximated in a low-dimensional subspace of operators by solving a small…

Numerical Analysis · Mathematics 2026-04-15 Oleg Balabanov , Anthony Nouy , Alexandre Pasco

Random projections or sketching are widely used in many algorithmic and learning contexts. Here we study the performance of iterative Hessian sketch for least-squares problems. By leveraging and extending recent results from random matrix…

Optimization and Control · Mathematics 2020-10-26 Jonathan Lacotte , Sifan Liu , Edgar Dobriban , Mert Pilanci

We first propose the regular sketch-and-project method for solving tensor equations with respect to the popular t-product. Then, three adaptive sampling strategies and three corresponding adaptive sketch-and-project methods are derived. We…

Numerical Analysis · Mathematics 2022-10-18 Ling Tang , Yanjun Zhang , Hanyu Li

The low-rank canonical polyadic tensor decomposition is useful in data analysis and can be computed by solving a sequence of overdetermined least squares subproblems. Motivated by consideration of sparse tensors, we propose sketching each…

Numerical Analysis · Mathematics 2022-01-05 Brett W. Larsen , Tamara G. Kolda

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

This paper argues that randomized linear sketching is a natural tool for on-the-fly compression of data matrices that arise from large-scale scientific simulations and data collection. The technical contribution consists in a new algorithm…

Numerical Analysis · Computer Science 2019-02-26 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

We study the problem of residual error estimation for matrix and vector norms using a linear sketch. Such estimates can be used, for example, to quickly assess how useful a more expensive low-rank approximation computation will be. The…

Data Structures and Algorithms · Computer Science 2024-08-19 Yi Li , Honghao Lin , David P. Woodruff

Random sketching is a dimensionality reduction technique that approximately preserves norms and singular values up to some $O(1)$ distortion factor with high probability. The most popular sketches in literature are the Gaussian sketch and…

Numerical Analysis · Mathematics 2025-08-21 Andrew J. Higgins , Erik G. Boman , Ichitaro Yamazaki

There is an increasing body of work exploring the integration of random projection into algorithms for numerical linear algebra. The primary motivation is to reduce the overall computational cost of processing large datasets. A suitably…

Numerical Analysis · Mathematics 2022-01-04 Daniel Ahfock , William J. Astle , Sylvia Richardson

An outstanding open question posed by Guha and Indyk in 2006 asks to characterize metric spaces in which distances can be estimated using efficient sketches. Specifically, we say that a sketching algorithm is efficient if it achieves…

Data Structures and Algorithms · Computer Science 2017-02-16 Alexandr Andoni , Robert Krauthgamer , Ilya Razenshteyn

We describe a general framework -- compressive statistical learning -- for resource-efficient large-scale learning: the training collection is compressed in one pass into a low-dimensional sketch (a vector of random empirical generalized…

Machine Learning · Statistics 2021-06-23 Rémi Gribonval , Gilles Blanchard , Nicolas Keriven , Yann Traonmilin

Focusing on implicit neural representations, we present a novel in situ training protocol that employs limited memory buffers of full and sketched data samples, where the sketched data are leveraged to prevent catastrophic forgetting. The…

Machine Learning · Computer Science 2026-04-21 Cooper Simpson , Stephen Becker , Alireza Doostan

We propose a hierarchical tensor-network approach for approximating high-dimensional probability density via empirical distribution. This leverages randomized singular value decomposition (SVD) techniques and involves solving linear…

Numerical Analysis · Mathematics 2026-01-13 Yifan Peng , Yian Chen , E. Miles Stoudenmire , Yuehaw Khoo

In this work we propose a new paradigm for designing efficient deep unrolling networks using operator sketching. The deep unrolling networks are currently the state-of-the-art solutions for imaging inverse problems. However, for…

Computer Vision and Pattern Recognition · Computer Science 2022-06-07 Junqi Tang , Subhadip Mukherjee , Carola-Bibiane Schönlieb

Learning distributed representations for nodes in graphs is a crucial primitive in network analysis with a wide spectrum of applications. Linear graph embedding methods learn such representations by optimizing the likelihood of both…

Machine Learning · Computer Science 2018-10-16 Yihan Gao , Chao Zhang , Jian Peng , Aditya Parameswaran

We initiate the study of data dimensionality reduction, or sketching, for the $q\to p$ norms. Given an $n \times d$ matrix $A$, the $q\to p$ norm, denoted $\|A\|_{q \to p} = \sup_{x \in \mathbb{R}^d \backslash \vec{0}}…

Data Structures and Algorithms · Computer Science 2018-06-19 Aditya Krishnan , Sidhanth Mohanty , David P. Woodruff