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We propose a randomized second-order method for optimization known as the Newton Sketch: it is based on performing an approximate Newton step using a randomly projected or sub-sampled Hessian. For self-concordant functions, we prove that…

最优化与控制 · 数学 2015-05-12 Mert Pilanci , Martin J. Wainwright

In this paper, we propose {\it \underline{R}ecursive} {\it \underline{I}mportance} {\it \underline{S}ketching} algorithm for {\it \underline{R}ank} constrained least squares {\it \underline{O}ptimization} (RISRO). The key step of RISRO is…

最优化与控制 · 数学 2022-12-06 Yuetian Luo , Wen Huang , Xudong Li , Anru R. Zhang

Quantization can be used to form new vectors/matrices with shared values close to the original. In recent years, the popularity of scalar quantization for value-sharing applications has been soaring as it has been found huge utilities in…

机器学习 · 计算机科学 2019-12-11 Chen Wang , Xiaomei Yang , Shaomin Fei , Kai Zhou , Xiaofeng Gong , Miao Du , Ruisen Luo

In this paper, combining count sketch and maximal weighted residual Kaczmarz method, we propose a fast randomized algorithm for large overdetermined linear systems. Convergence analysis of the new algorithm is provided. Numerical…

数值分析 · 数学 2020-04-07 Yanjun Zhang , Hanyu Li

Sketches have shown high accuracy in multi-way join cardinality estimation, a critical problem in cost-based query optimization. Accurately estimating the cardinality of a join operation -- analogous to its computational cost -- allows the…

数据库 · 计算机科学 2025-06-18 Brian Tsan , Abylay Amanbayev , Asoke Datta , Florin Rusu

The count-min sketch (CMS) is a randomized data structure that provides estimates of tokens' frequencies in a large data stream using a compressed representation of the data by random hashing. In this paper, we rely on a recent Bayesian…

机器学习 · 统计学 2021-02-12 Emanuele Dolera , Stefano Favaro , Stefano Peluchetti

Understanding the nature of human sketches is challenging because of the wide variation in how they are created. Recognizing complex structural patterns improves both the accuracy in recognizing sketches and the fidelity of the generated…

计算机视觉与模式识别 · 计算机科学 2025-03-31 Giulio Federico , Giuseppe Amato , Fabio Carrara , Claudio Gennaro , Marco Di Benedetto

We adapt a well known streaming algorithm for approximating item frequencies to the matrix sketching setting. The algorithm receives the rows of a large matrix $A \in \R^{n \times m}$ one after the other in a streaming fashion. It maintains…

数据结构与算法 · 计算机科学 2012-07-12 Edo Liberty

To approximate sums of values in key-value data streams, sketches are widely used in databases and networking systems. They offer high-confidence approximations for any given key while ensuring low time and space overhead. While existing…

数据结构与算法 · 计算机科学 2024-06-04 Yuhan Wu , Hanbo Wu , Xilai Liu , Yikai Zhao , Tong Yang , Kaicheng Yang , Sha Wang , Lihua Miao , Gaogang Xie

K-Means algorithm is a popular clustering method. However, it has two limitations: 1) it gets stuck easily in spurious local minima, and 2) the number of clusters k has to be given a priori. To solve these two issues, a multi-prototypes…

机器学习 · 计算机科学 2023-02-15 Dong Li , Shuisheng Zhou , Tieyong Zeng , Raymond H. Chan

Power iteration can improve the accuracy of randomized SVD, but requires multiple data passes, making it impractical in streaming or memory-constrained settings. We introduce a lightweight yet effective sketch-power iteration, allowing…

数值分析 · 数学 2026-03-30 Chao Chang , Yuning Yang

We propose a novel randomized framework for the estimation problem of large-scale linear statistical models, namely Sequential Least-Squares Estimators with Fast Randomized Sketching (SLSE-FRS), which integrates Sketch-and-Solve and…

机器学习 · 统计学 2025-09-09 Guan-Yu Chen , Xi Yang

For a tall $n\times d$ matrix $A$ and a random $m\times n$ sketching matrix $S$, the sketched estimate of the inverse covariance matrix $(A^\top A)^{-1}$ is typically biased: $E[(\tilde A^\top\tilde A)^{-1}]\ne(A^\top A)^{-1}$, where…

数据结构与算法 · 计算机科学 2021-07-13 Michał Dereziński , Zhenyu Liao , Edgar Dobriban , Michael W. Mahoney

We consider the problem of sketching set valuation functions, defined as the expectation of a valuation function applied to independent random item values. For valuation functions that are monotone and either subadditive or submodular, and…

统计理论 · 数学 2026-03-11 Milan Vojnović , Yiliu Wang

Sketching is an important activity in any design process. Designers and stakeholders share their ideas through hand-drawn sketches. These sketches are further used to create 3D models. Current methods to generate 3D models from sketches are…

计算机视觉与模式识别 · 计算机科学 2022-04-12 Nitish Bhardwaj , Dhornala Bharadwaj , Alpana Dubey

Sketch is an important media for human to communicate ideas, which reflects the superiority of human intelligence. Studies on sketch can be roughly summarized into recognition and generation. Existing models on image recognition failed to…

计算机视觉与模式识别 · 计算机科学 2017-09-14 Yajing Chen , Shikui Tu , Yuqi Yi , Lei Xu

Sketching and stochastic gradient methods are arguably the most common techniques to derive efficient large scale learning algorithms. In this paper, we investigate their application in the context of nonparametric statistical learning.…

机器学习 · 统计学 2019-01-25 Luigi Carratino , Alessandro Rudi , Lorenzo Rosasco

Distance computation is one of the most fundamental primitives used in communication networks. The cost of effectively and accurately computing pairwise network distances can become prohibitive in large-scale networks such as the Internet…

数据结构与算法 · 计算机科学 2011-12-07 Atish Das Sarma , Michael Dinitz , Gopal Pandurangan

Sparse sketches such as the sparse Johnson-Lindenstrauss transform are a core primitive in randomized numerical linear algebra because they leverage random sparsity to reduce the arithmetic cost of sketching, while still offering strong…

分布式、并行与集群计算 · 计算机科学 2026-02-09 Rajat Vadiraj Dwaraknath , Sungyoon Kim , Mert Pilanci

Most sequence sketching methods work by selecting specific $k$-mers from sequences so that the similarity between two sequences can be estimated using only the sketches. Estimating sequence similarity is much faster using sketches than…

数据结构与算法 · 计算机科学 2023-11-08 Guillaume Marçais , Dan DeBlasio , Carl Kingsford