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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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22446688 · Jun 202019922001200920172026
48 results for polynomial sketches

A new method reduces the complexity of tensor products from cubic to quadratic, improving both speed and accuracy.

problem Efficiently computing high-dimensional tensor products for polynomial kernels.
method Complex-to-Real (CtR) modification of sketches using complex random projections.
result Achieves state-of-the-art performance in accuracy and speed.

This paper studies how to sketch element-wise functions of low-rank matrices. Formally, given low-rank matrix A = [Aij] and scalar non-linear function f, we aim for finding an approximated low-rank representation of the (possibly high-rank) matrix [f(Aij)]. To this end, we propose an efficient sketching-based algorithm…

2019-05-28abs ↗pdf ↗

Sketch-GNN reduces GNN training time and memory usage to sublinear scales.

problem Training GNNs on large graphs is computationally expensive and memory-intensive.
method Develops a sketch-based algorithm that trains GNNs on compact sketches of graph adjacency and node embeddings.
result Training time and memory usage grow sublinearly with respect to graph size.

We introduce two versions of a new sketch for approximately embedding the Gaussian kernel into Euclidean inner product space. These work by truncating infinite expansions of the Gaussian kernel, and carefully invoking the RecursiveTensorSketch [Ahle et al. SODA 2020]. After providing concentration and approximation pro…

2018-11-09abs ↗pdf ↗

TensorSketch is an oblivious linear sketch introduced in Pagh'13 and later used in Pham, Pagh'13 in the context of SVMs for polynomial kernels. It was shown in Avron, Nguyen, Woodruff'14 that TensorSketch provides a subspace embedding, and therefore can be used for canonical correlation analysis, low rank approximation…

2017-12-27abs ↗pdf ↗

We propose a new, precise integrality conjecture for the colored Kauffman polynomial of knots and links inspired by large N dualities and the structure of topological string theory on orientifolds. According to this conjecture, the natural knot invariant in an unoriented theory involves both the colored Kauffman polyno…

2009-04-07abs ↗pdf ↗

New method improves Gaussian kernel approximations for high-frequency data.

problem Limited scalability of kernel-based models to large data sets.
method Local random feature approximations using Maclaurin expansions and polynomial sketches.
result Significant improvement in kernel approximations and downstream performance for high-frequency data.

We present a constructive approach to surface comparison realizable by a polynomial-time algorithm. We determine the "similarity" of two given surfaces by solving a mass-transportation problem between their conformal densities. This mass transportation problem differs from the standard case in that we require the solut…

2011-03-22abs ↗pdf ↗

Sketch-BERT learns vector sketches using BERT-like self-supervised learning.

problem Lack of effective vector sketch representation for recognition and retrieval tasks.
method Generalized BERT to sketch domain with novel embedding networks and self-supervised sketch gestalt learning.
result Improved performance on sketch recognition, retrieval, and gestalt tasks.

We present a mechanism to compute a sketch (succinct summary) of how a complex modular deep network processes its inputs. The sketch summarizes essential information about the inputs and outputs of the network and can be used to quickly identify key components and summary statistics of the inputs. Furthermore, the sket…

2019-05-29abs ↗pdf ↗

Localized sketching improves matrix multiplication and ridge regression complexity.

problem Efficiently approximate matrix multiplication and ridge regression with limited data availability.
method Localized sketching matrices for block diagonal structure, reducing sample complexity.
result Localized sketching achieves sample complexity matching global sketching methods.

We introduce a new sub-linear space sketch---the Weight-Median Sketch---for learning compressed linear classifiers over data streams while supporting the efficient recovery of large-magnitude weights in the model. This enables memory-limited execution of several statistical analyses over streams, including online featu…

2017-11-07abs ↗pdf ↗

The paper sharpens the analysis of sketch-and-project methods using randomized singular value decomposition.

problem Improving convergence rates of sketch-and-project methods for solving linear systems and non-linear optimization problems.
method Developing a theoretical framework and new spectral bounds for the expected sketched projection matrix.
result The convergence rate improves linearly with sketch size and even faster with certain spectral decays.

New method reduces linear regret in high-dimensional bandit problems.

problem Heavy spectral tails in streaming matrices lead to linear regret in sketch-based linear bandits.
method Dyadic Block Sketching, a multi-scale matrix sketching approach.
result Achieves sublinear regret bounds without prior knowledge of streaming matrix properties.

New guarantees for asymmetric sketching in compressive learning.

problem Statistical guarantees for compressive learning with asymmetric feature maps.
method Proves existing guarantees carry over to asymmetric scheme with LPD property, applies to quantized sketches.
result Existing statistical guarantees for compressive learning extend to asymmetric schemes with controlled error.

New analysis proves sketching operators' RIP guarantees for mixture models without importance sampling.

problem Proving sketching operators' Restricted Isometry Property (RIP) for mixture models without assuming importance sampling.
method Proposed alternative analysis based on new deterministic bounds and concentration inequalities.
result Theoretical guarantees for sketching operators without importance sampling.

A fast sketching algorithm solves regularized least squares problems efficiently.

problem Solving large-scale optimization problems with convex or nonconvex regularization.
method Sketching for Regularized Optimization (SRO) algorithm that generates a sketch of the original data matrix and solves the sketched problem.
result General theoretical results for the approximation error between the original and sketched problems, including minimax rates for sparse signal estimation.

A new method for estimating large-scale linear models with improved precision.

problem Estimating large-scale linear statistical models efficiently.
method Sequential Least-Squares Estimators with Fast Randomized Sketching (SLSE-FRS), integrating Sketch-and-Solve and Iterative-Sketching methods.
result SLSE-FRS produces high-precision estimators, outperforming state-of-the-art methods.

DiPS learns to optimize sketching policies for better recommendation quality.

problem Optimizing sketching policies for long-term user interest prediction in recommender systems.
method Differentiable policy for sketching that learns from training data.
result DiPS requires up to 50% fewer sketch items to achieve the same recommendation quality.

A compact oriented 4-manifold is defined to be of ``superconformal simple type'' if certain polynomials in the basic classes (constructed using the Seiberg-Witten invariants) vanish identically. We show that all known 4-manifolds of b2+>1b_2^+>1 are of superconformal simple type, and that the numerical invariants of 4-man…

1998-12-07abs ↗pdf ↗

Sketching is more fundamental to human cognition than speech. Deep Neural Networks (DNNs) have achieved the state-of-the-art in speech-related tasks but have not made significant development in generating stroke-based sketches a.k.a sketches in vector format. Though there are Variational Auto Encoders (VAEs) for genera…

2019-04-07abs ↗pdf ↗

Improved sketching for logistic and 1\ell_1 regression with near-linear dimensions.

problem Efficiently approximate 1\ell_1 and logistic regression problems.
method New sketching techniques achieving near-linear dimensions for both problems.
result Achieved near-linear sketching dimensions for 1\ell_1 and logistic regression.

Unified bounds for sketched bilinear forms in machine learning and statistics.

problem Uniform bounds on sketched bilinear forms for modern analyses.
method Generic chaining and new techniques for handling suprema over pairs of sets.
result Improved convergence bounds for sketched Federated Learning and bandit algorithms.

We improve prediction risk estimation for large datasets using sketching and ridge regression.

problem Estimating prediction risks for large datasets efficiently and accurately.
method Random matrix theory, generalized cross validation, sketched ridge regression ensembles, and ensemble trick.
result Consistent risk estimation and prediction intervals for large-scale datasets.

We present sketch-rnn, a recurrent neural network (RNN) able to construct stroke-based drawings of common objects. The model is trained on thousands of crude human-drawn images representing hundreds of classes. We outline a framework for conditional and unconditional sketch generation, and describe new robust training …

2017-04-11abs ↗pdf ↗

Downsampling can improve generalization in ridgeless linear regression, especially with optimal sketching size.

problem Improving generalization in ridgeless linear regression with limited data.
method Investigating the effects of downsampling on the sketched ridgeless least square estimator in the proportional regime.
result Optimal sketching size minimizes out-of-sample prediction risks and stabilizes risk curves.

A new data-oblivious sketch for logistic regression reduces data size while maintaining approximation accuracy.

problem Efficiently solving logistic regression in one pass over a data stream.
method Data-oblivious sketching approach that reduces data size to poly(μdlog n) weighted points.
result Sketching reduces data size significantly and provides approximation guarantees.

Recent work has explored transforming data sets into smaller, approximate summaries in order to scale Bayesian inference. We examine a related problem in which the parameters of a Bayesian model are very large and expensive to store in memory, and propose more compact representations of parameter values that can be use…

2018-10-02abs ↗pdf ↗

Recently, randomly mapping vectorial data to strings of discrete symbols (i.e., sketches) for fast and space-efficient similarity searches has become popular. Such random mapping is called similarity-preserving hashing and approximates a similarity metric by using the Hamming distance. Although many efficient similarit…

2019-10-18abs ↗pdf ↗

FetchSGD reduces communication in federated learning with sketching.

problem Communication bottlenecks and convergence issues in federated learning.
method FetchSGD uses Count Sketch to compress and merge model updates efficiently.
result FetchSGD achieves high compression rates and good convergence without sparse client participation.

Iterative Hessian sketch (IHS) is an effective sketching method for modeling large-scale data. It was originally proposed by Pilanci and Wainwright (2016; JMLR) based on randomized sketching matrices. However, it is computationally intensive due to the iterative sketch process. In this paper, we analyze the IHS algorit…

2019-02-20abs ↗pdf ↗