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.
Sketching is a randomized dimensionality-reduction method that aims to preserve relevant information in large-scale datasets. Count sketch is a simple popular sketch which uses a randomized hash function to achieve compression. In this paper, we propose a novel extension known as Higher-order Count Sketch (HCS). While …
Tensor CANDECOMP/PARAFAC (CP) decomposition has wide applications in statistical learning of latent variable models and in data mining. In this paper, we propose fast and randomized tensor CP decomposition algorithms based on sketching. We build on the idea of count sketches, but introduce many novel ideas which are un…
In this paper, we propose a general framework for sparse and low-rank tensor estimation from cubic sketchings. A two-stage non-convex implementation is developed based on sparse tensor decomposition and thresholded gradient descent, which ensures exact recovery in the noiseless case and stable recovery in the noisy cas…
We construct a matrix M∈Rm⊗dc with just m=O(cλε−2polylog1/εδ) rows, which preserves the norm ∥Mx∥2=(1±ε)∥x∥2 of all x in any given λ dimensional subspace of Rd with probability at least 1−δ. This matrix can be applied to tensors $x^{(1)}…
In this paper, we develop a novel procedure for low-rank tensor regression, namely \emph{\underline{I}mportance \underline{S}ketching \underline{L}ow-rank \underline{E}stimation for \underline{T}ensors} (ISLET). The central idea behind ISLET is \emph{importance sketching}, i.e., carefully designed sketches based on bot…
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…
In this paper, we investigate effective sketching schemes via sparsification for high dimensional multilinear arrays or tensors. More specifically, we propose a novel tensor sparsification algorithm that retains a subset of the entries of a tensor in a judicious way, and prove that it can attain a given level of approx…
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…
The paper develops concentration inequalities for structured random data, extending beyond independent terms.
problem Developing concentration inequalities for structured weighted sums of random data, including tensors and matrix-valued data.
method The paper develops Hoeffding and Bernstein bounds for structured weighted sums under exchangeability, extending beyond the classical framework of independent terms.
result The paper develops a sharper concentration bound for combinatorial sums of matrix arrays.
Paper tackles tensor decomposition for unaligned observations using RKHS and novel loss functions.
problem Tackles tensor decomposition for unaligned observations.
method Uses functions in RKHS to represent mode with unaligned observations, introduces versatile loss function, proposes optimization algorithm and stochastic gradient method.
result Demonstrates improved tensor decomposition efficiency and effectiveness with synthetic and real data.
Given a matrix A∈Rn×d and a vector b∈Rn, we consider the regression problem with ℓ∞ guarantees: finding a vector x′∈Rd such that ∥x′−x∗∥∞≤dε⋅∥Ax∗−b∥2⋅∥A†∥ where $x^*=\arg\min_{x\in \mathbb{R}^d}\|Ax-b\|…
We address the statistical and optimization impacts of the classical sketch and Hessian sketch used to approximately solve the Matrix Ridge Regression (MRR) problem. Prior research has quantified the effects of classical sketch on the strictly simpler least squares regression (LSR) problem. We establish that classical …
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…
A conformal description of Poincare-Einstein manifolds is developed: these structures are seen to be a special case of a natural weakening of the Einstein condition termed an almost Einstein structure. This is used for two purposes: to shed light on the relationship between the scattering construction of Graham-Zworski…
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…
For the multiple differential algebra of iterated differential forms (see math.DG/0605113 and math.DG/0609287) on a diffiety (O,C) an analogue of C-spectral sequence is constructed. The first term of it is naturally interpreted as the algebra of secondary iterated differential forms on (O,C). This allows to develop sec…
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 brief history of the investigation of the Weil-Petersson curvature and a summary of Teichmüller theory are provided. A report is presented on the program to describe an intrinsic geometry with the Weil-Petersson metric and geodesic-length functions. Formulas for the metric, covariant derivative and formulas for the c…
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…
Linear regression is a classic method of data analysis. In recent years, sketching -- a method of dimension reduction using random sampling, random projections, or both -- has gained popularity as an effective computational approximation when the number of observations greatly exceeds the number of variables. In this p…