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cs.DS updates on arXiv.org

PAC Learning with Bandit Feedback: Sharp Sample Complexity in the Realizable Setting Algorithms with Polynomially-Improved Approximation Factors for the $2 \rightarrow q$ Norm, and Applications A computational phase transition for learning-to-sample from Ising models Covering vertices by sequential stars Fermi-Dirac machines as quantizations of neurons A Comprehensive Evaluation of Vertex Elimination Algorithms for Algorithmic Differentiation A Tight Bound on Localization of Electrical Flows Optimal Dimension-Free Sampling for Regularized Classification Reducing the Randomness in Partition Oracles for Bounded Degree Minor-Free Graphs Beyond the Half-Approximation: Fair and Efficient Online Class Matching Efficient Uniform Sampling of Surjections via their Profiles Tractable Maximization of Budgeted Phylogenetic Diversity on Networks Utilizing Node Scanwidth Fairness in Aggregation: Optimal Top-$k$ and Improved Full Ranking Learning-Augmented Online Scheduling with Parsimonious Preemption Entropy Equivalence Testing Lumberjack: Better Differentially Private Random Forests through Heavy Hitter Detection in Trees The Secretary Problem with a Stochastic Precursor Polynomial-Time Robust Multiclass Linear Classification under Gaussian Marginals Efficient Banzhaf-Based Data Valuation for $k$-Nearest Neighbors Classification Block-Sphere Vector Quantization An Approximation Algorithm for Graph Label Selection Iterative Chow Filtering for Learning with Distribution Shift Complexity of Non-Log-Concave Sampling in Fisher Information Stochastic Matching via Local Sparsification Finite Sample Bounds for Learning with Score Matching What is Learnable in Valiant's Theory of the Learnable? Provable Quantization with Randomized Hadamard Transform Min-Max Optimization Requires Exponentially Many Queries Fast and Compact Graph Cuts for the Boykov-Kolmogorov Algorithm A proximal gradient algorithm for composite log-concave sampling
Online Row Sampling
Michael B. Cohen, Cameron Musco, Jakub Pachocki · 2016-04-19 · via cs.DS updates on arXiv.org

Finding a small spectral approximation for a tall $n \times d$ matrix $A$ is a fundamental numerical primitive. For a number of reasons, one often seeks an approximation whose rows are sampled from those of $A$. Row sampling improves interpretability, saves space when $A$ is sparse, and preserves row structure, which is especially important, for example, when $A$ represents a graph. However, correctly sampling rows from $A$ can be costly when the matrix is large and cannot be stored and processed in memory. Hence, a number of recent publications focus on row sampling in the streaming setting, using little more space than what is required to store the outputted approximation [KL13, KLM+14]. Inspired by a growing body of work on online algorithms for machine learning and data analysis, we extend this work to a more restrictive online setting: we read rows of $A$ one by one and immediately decide whether each row should be kept in the spectral approximation or discarded, without ever retracting these decisions. We present an extremely simple algorithm that approximates $A$ up to multiplicative error $ε$ and additive error $δ$ using $O(d \log d \log(ε||A||_2/δ)/ε^2)$ online samples, with memory overhead proportional to the cost of storing the spectral approximation. We also present an algorithm that uses $O(d^2$) memory but only requires $O(d\log(ε||A||_2/δ)/ε^2)$ samples, which we show is optimal. Our methods are clean and intuitive, allow for lower memory usage than prior work, and expose new theoretical properties of leverage score based matrix approximation.