Hutch++: Optimal stochastic trace estimation

RA Meyer, C Musco, C Musco, DP Woodruff - Symposium on Simplicity in …, 2021 - SIAM
We study the problem of estimating the trace of a matrix A that can only be accessed through
matrix-vector multiplication. We introduce a new randomized algorithm, Hutch++, which …

Multi-pass graph streaming lower bounds for cycle counting, max-cut, matching size, and other problems

S Assadi, G Kol, RR Saxena… - 2020 IEEE 61st Annual …, 2020 - ieeexplore.ieee.org
Consider the following gap cycle counting problem in the streaming model: The edges of a 2-
regular n-vertex graph G are arriving one-by-one in a stream and we are promised that G is …

Low-rank approximation with 1/𝜖1/3 matrix-vector products

A Bakshi, KL Clarkson, DP Woodruff - … of the 54th Annual ACM SIGACT …, 2022 - dl.acm.org
We study iterative methods based on Krylov subspaces for low-rank approximation under
any Schatten-p norm. Here, given access to a matrix A through matrix-vector products, an …

Optimal sketching for trace estimation

S Jiang, H Pham, D Woodruff… - Advances in Neural …, 2021 - proceedings.neurips.cc
Matrix trace estimation is ubiquitous in machine learning applications and has traditionally
relied on Hutchinson's method, which requires $ O (\log (1/\delta)/\epsilon^ 2) $ matrix-vector …

Krylov methods are (nearly) optimal for low-rank approximation

A Bakshi, S Narayanan - 2023 IEEE 64th Annual Symposium …, 2023 - ieeexplore.ieee.org
We consider the problem of rank-1 low-rank approximation (LRA) in the matrix-vector
product model under various Schatten norms: _ ‖ u ‖ _ 2= 1\left ‖ A\left (Iu u …

Streaming facility location in high dimension via geometric hashing

A Czumaj, SHC Jiang, R Krauthgamer… - 2022 IEEE 63rd …, 2022 - ieeexplore.ieee.org
In Euclidean Uniform Facility Location, the input is a set of clients in R^d and the goal is to
place facilities to serve them, so as to minimize the total cost of opening facilities plus …

Stochastic diagonal estimation: probabilistic bounds and an improved algorithm

RA Baston, Y Nakatsukasa - arXiv preprint arXiv:2201.10684, 2022 - arxiv.org
We study the problem of estimating the diagonal of an implicitly given matrix $ A $. For such
a matrix we have access to an oracle that allows us to evaluate the matrix vector product …

Testing positive semi-definiteness via random submatrices

A Bakshi, N Chepurko… - 2020 IEEE 61st Annual …, 2020 - ieeexplore.ieee.org
We study the problem of testing whether a matrix A∈\mathbbR n× n with bounded entries (||
A||∞≤ 1) is positive semidefinite (PSD), or ε-far in Euclidean distance from the PSD cone …

Affine invariant analysis of frank-wolfe on strongly convex sets

T Kerdreux, L Liu, S Lacoste-Julien… - … on Machine Learning, 2021 - proceedings.mlr.press
It is known that the Frank-Wolfe (FW) algorithm, which is affine covariant, enjoys faster
convergence rates than $\mathcal {O}\left (1/K\right) $ when the constraint set is strongly …

On streaming approximation algorithms for constraint satisfaction problems

N Singer - 2022 - search.proquest.com
In this thesis, we explore streaming algorithms for approximating constraint satisfaction
problems (CSPs). The setup is roughly the following: A computer has limited memory space …