相关论文: A Nearly-Optimal Bound for Fast Regression with $\…
Sketch-and-project is a framework which unifies many known iterative methods for solving linear systems and their variants, as well as further extensions to non-linear optimization problems. It includes popular methods such as randomized…
Many learning tasks, such as cross-validation, parameter search, or leave-one-out analysis, involve multiple instances of similar problems, each instance sharing a large part of learning data with the others. We introduce a robust framework…
We propose a fast algorithm for computing the entire ridge regression regularization path in nearly linear time. Our method constructs a basis on which the solution of ridge regression can be computed instantly for any value of the…
We consider the problem of sketching the $p$-th frequency moment of a vector, $p>2$, with multiplicative error at most $1\pm \epsilon$ and \emph{with high confidence} $1-\delta$. Despite the long sequence of work on this problem, tight…
In this paper we consider regression problems subject to arbitrary noise in the operator or design matrix. This characterization appropriately models many physical phenomena with uncertainty in the regressors. Although the problem has been…
We study randomized sketching methods for approximately solving least-squares problem with a general convex constraint. The quality of a least-squares approximation can be assessed in different ways: either in terms of the value of the…
The matrix $A:\mathbb{R}^n \to \mathbb{R}^m$ is $(\delta,k)$-regular if for any $k$-sparse vector $x$, $$ \left| \|Ax\|_2^2-\|x\|_2^2\right| \leq \delta \sqrt{k} \|x\|_2^2. $$ We show that if $A$ is $(\delta,k)$-regular for $1 \leq k \leq…
Sketching is a stochastic dimension reduction method that preserves geometric structures of data and has applications in high-dimensional regression, low rank approximation and graph sparsification. In this work, we show that sketching can…
Low-distortion embeddings are critical building blocks for developing random sampling and random projection algorithms for linear algebra problems. We show that, given a matrix $A \in \R^{n \times d}$ with $n \gg d$ and a $p \in [1, 2)$,…
In order to compute fast approximations to the singular value decompositions (SVD) of very large matrices, randomized sketching algorithms have become a leading approach. However, a key practical difficulty of sketching an SVD is that the…
In the $k$-edge-connected spanning subgraph ($k$ECSS) problem, our goal is to compute a minimum-cost sub-network that is resilient against up to $k$ link failures: Given an $n$-node $m$-edge graph with a cost function on the edges, our goal…
In this paper, we study a fast approximation method for {\it large-scale high-dimensional} sparse least-squares regression problem by exploiting the Johnson-Lindenstrauss (JL) transforms, which embed a set of high-dimensional vectors into a…
We consider the problem of linear regression where the $\ell_2^n$ norm loss (i.e., the usual least squares loss) is replaced by the $\ell_p^n$ norm. We show how to solve such problems up to machine precision in $O^*(n^{|1/2 - 1/p|})$…
Randomized algorithms in numerical linear algebra can be fast, scalable and robust. This paper examines the effect of sketching on the right singular vectors corresponding to the smallest singular values of a tall-skinny matrix. We analyze…
Graph sketching is a powerful paradigm for analyzing graph structure via linear measurements introduced by Ahn, Guha, and McGregor (SODA'12) that has since found numerous applications in streaming, distributed computing, and massively…
We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse…
The Lasso is one of the most important approaches for parameter estimation and variable selection in high dimensional linear regression. At the heart of its success is the attractive rate of convergence result even when $p$, the dimension…
A common technique for compressing a neural network is to compute the $k$-rank $\ell_2$ approximation $A_{k,2}$ of the matrix $A\in\mathbb{R}^{n\times d}$ that corresponds to a fully connected layer (or embedding layer). Here, $d$ is the…
In this work, we study distributed sketching methods for large scale regression problems. We leverage multiple randomized sketches for reducing the problem dimensions as well as preserving privacy and improving straggler resilience in…
We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…