相关论文: Streaming k-PCA: Efficient guarantees for Oja's al…
Principal component analysis (PCA) is fundamental to statistical machine learning. It extracts latent principal factors that contribute to the most variation of the data. When data are stored across multiple machines, however, communication…
Recent progress in (semi-)streaming algorithms for monotone submodular function maximization has led to tight results for a simple cardinality constraint. However, current techniques fail to give a similar understanding for natural…
We consider the problem of monotone, submodular maximization over a ground set of size $n$ subject to cardinality constraint $k$. For this problem, we introduce the first deterministic algorithms with linear time complexity; these…
We present a novel view on principal component analysis (PCA) as a competitive game in which each approximate eigenvector is controlled by a player whose goal is to maximize their own utility function. We analyze the properties of this PCA…
We provide the first streaming algorithm for computing a provable approximation to the $k$-means of sparse Big data. Here, sparse Big Data is a set of $n$ vectors in $\mathbb{R}^d$, where each vector has $O(1)$ non-zeroes entries, and…
Many online learning algorithms, including classical online PCA methods, enforce explicit normalization steps that discard the evolving norm of the parameter vector. We show that this norm can in fact encode meaningful information about the…
A streaming algorithm to compute the spectral proper orthogonal decomposition (SPOD) of stationary random processes is presented. As new data becomes available, an incremental update of the truncated eigenbasis of the estimated…
In this work, we revisit the fundamental and well-studied problem of approximate pattern matching under edit distance. Given an integer $k$, a pattern $P$ of length $m$, and a text $T$ of length $n \ge m$, the task is to find substrings of…
In this paper, we propose a novel framework that converts streaming algorithms for monotone submodular maximization into streaming algorithms for non-monotone submodular maximization. This reduction readily leads to the currently tightest…
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…
We consider a situation in which we see samples in $\mathbb{R}^d$ drawn i.i.d. from some distribution with mean zero and unknown covariance A. We wish to compute the top eigenvector of A in an incremental fashion - with an algorithm that…
We initiate a broad study of classical problems in the streaming model with insertions and deletions in the setting where we allow the approximation factor $\alpha$ to be much larger than $1$. Such algorithms can use significantly less…
We study the classic NP-Hard problem of finding the maximum $k$-set coverage in the data stream model: given a set system of $m$ sets that are subsets of a universe $\{1,\ldots,n \}$, find the $k$ sets that cover the most number of distinct…
Kernel principal component analysis (KPCA) provides a concise set of basis vectors which capture non-linear structures within large data sets, and is a central tool in data analysis and learning. To allow for non-linear relations, typically…
We explore the use of local algorithms in the design of streaming algorithms for the Maximum Directed Cut problem. Specifically, building on the local algorithm of Buchbinder et al. (FOCS'12) and Censor-Hillel et al. (ALGOSENSORS'17), we…
Streaming principal component analysis (PCA) is an integral tool in large-scale machine learning for rapidly estimating low-dimensional subspaces from very high-dimensional data arriving at a high rate. However, modern datasets increasingly…
This paper studies spectral approximation for a positive semidefinite matrix in the online setting. It is known in [Cohen et al. APPROX 2016] that we can construct a spectral approximation of a given $n \times d$ matrix in the online…
Several important applications, such as streaming PCA and semidefinite programming, involve a large-scale positive-semidefinite (psd) matrix that is presented as a sequence of linear updates. Because of storage limitations, it may only be…
In this paper we give an algorithm for streaming $k$-edit approximate pattern matching which uses space $\widetilde{O}(k^2)$ and time $\widetilde{O}(k^2)$ per arriving symbol. This improves substantially on the recent algorithm of…
In the $k$-mismatch problem we are given a pattern of length $n$ and a text and must find all locations where the Hamming distance between the pattern and the text is at most $k$. A series of recent breakthroughs have resulted in an…