Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

4896143191 · May 202619922001200920172026
48 results for sketching operators

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.

New method speeds up learning of complex dynamical systems.

problem Efficiently learning large-scale dynamical systems from finite data.
method Random projections (sketching) to boost kernel-based Koopman operator estimators.
result The proposed estimators maintain accuracy while significantly reducing computation time.

Matrix sketching is a recently developed data compression technique. An input matrix A is efficiently approximated with a smaller matrix B, so that B preserves most of the properties of A up to some guaranteed approximation ratio. In so doing numerical operations on big data sets become faster. Sketching algorithms gen…

2019-12-02abs ↗pdf ↗

Randomized algorithm solves vector-valued regression problems with low-rank operators.

problem Vector-valued regression problems involving infinite-dimensional spaces.
method Randomized Reduced Rank Regression (R4) using Gaussian sketching for optimization.
result R4 estimators are efficient and accurate, with empirical risk close to optimal.

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 ↗

The main contribution of the paper is to show that Gaussian sketching of a kernel-Gram matrix K\boldsymbol K yields an operator whose counterpart in an RKHS H\mathcal H, is a \emph{random projection} operator---in the spirit of Johnson-Lindenstrauss (J-L) lemma. To be precise, given a random matrix ZZ with i.i.d. Ga…

2019-08-16abs ↗pdf ↗

We consider the problem of finding anomalies in high-dimensional data using popular PCA based anomaly scores. The naive algorithms for computing these scores explicitly compute the PCA of the covariance matrix which uses space quadratic in the dimensionality of the data. We give the first streaming algorithms that use …

2018-04-09abs ↗pdf ↗

We provide a deterministic space-efficient algorithm for estimating ridge regression. For nn data points with dd features and a large enough regularization parameter, we provide a solution within ε\varepsilon L2_2 error using only O(d/ε)O(d/\varepsilon) space. This is the first o(d2)o(d^2) space deterministic streaming al…

2020-02-05abs ↗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.

Deep neural networks are powerful learning models that achieve state-of-the-art performance on many computer vision, speech, and language processing tasks. In this paper, we study a fundamental question that arises when designing deep network architectures: Given a target network architecture can we design a smaller ne…

2017-10-21abs ↗pdf ↗

In this largely expository paper we give a self-contained treatment of the Dirac operator. Emphasizing the algebraic point of view we first sketch the necessary prerequisites from Clifford algebras and their representations and then define (and characterize) spin structures and the corresponding Spin-Dirac operator pur…

2000-05-24abs ↗pdf ↗

We sketch out a new geometric framework to construct Hamiltonian operators for generic, non-evolutionary partial differential equations. Examples on how the formalism works are provided for the KdV equation, Camassa-Holm equation, and Kupershmidt's deformation of a bi-Hamiltonian system.

2008-12-29abs ↗pdf ↗

T-EMDE bridges the heterogeneity gap between image and text modalities.

problem Finding similarities between image and text modalities with non-related feature spaces.
method Inspired by EMDE, T-EMDE uses sketches for multimodal operations, avoiding self-attention's quadratic complexity.
result T-EMDE achieves state-of-the-art results and reduces model latency.

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.

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.

Learning parameters from voluminous data can be prohibitive in terms of memory and computational requirements. We propose a "compressive learning" framework where we estimate model parameters from a sketch of the training data. This sketch is a collection of generalized moments of the underlying probability distributio…

2016-06-09abs ↗pdf ↗

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.

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.

Paper advances sparse regularisation theory for measures with new kernel insights.

problem Estimating sparse measures from noisy observations using continuous sparse regularisation.
method Develops new continuous sparse regularisation theory on measures with Beurling-LASSO, introduces kernel switch analysis.
result Proves the ``sinc-4'' kernel satisfies a technical LPC assumption for error bounds.

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.

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.

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 ↗