Single Pass Entrywise-Transformed Low Rank Approximation
- URL: http://arxiv.org/abs/2107.07889v1
- Date: Fri, 16 Jul 2021 13:22:29 GMT
- Title: Single Pass Entrywise-Transformed Low Rank Approximation
- Authors: Yifei Jiang, Yi Li, Yiming Sun, Jiaxin Wang, David P. Woodruff
- Abstract summary: Liang et al. shows how to find a rank-$k$ factorization to $f(A)$ for an $n times n$ matrix $A$ using only $n cdot operatornamepoly(epsilon-1klog n)$ words of memory, with overall error $10|f(A)-[f(A)]_k|_1,22$, where $[f(A)]_k$ is the best rank-$k$ approximation to $f(A)$ and $
- Score: 44.14819869788393
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: In applications such as natural language processing or computer vision, one
is given a large $n \times d$ matrix $A = (a_{i,j})$ and would like to compute
a matrix decomposition, e.g., a low rank approximation, of a function $f(A) =
(f(a_{i,j}))$ applied entrywise to $A$. A very important special case is the
likelihood function $f\left( A \right ) = \log{\left( \left| a_{ij}\right|
+1\right)}$. A natural way to do this would be to simply apply $f$ to each
entry of $A$, and then compute the matrix decomposition, but this requires
storing all of $A$ as well as multiple passes over its entries. Recent work of
Liang et al.\ shows how to find a rank-$k$ factorization to $f(A)$ for an $n
\times n$ matrix $A$ using only $n \cdot \operatorname{poly}(\epsilon^{-1}k\log
n)$ words of memory, with overall error $10\|f(A)-[f(A)]_k\|_F^2 +
\operatorname{poly}(\epsilon/k) \|f(A)\|_{1,2}^2$, where $[f(A)]_k$ is the best
rank-$k$ approximation to $f(A)$ and $\|f(A)\|_{1,2}^2$ is the square of the
sum of Euclidean lengths of rows of $f(A)$. Their algorithm uses three passes
over the entries of $A$. The authors pose the open question of obtaining an
algorithm with $n \cdot \operatorname{poly}(\epsilon^{-1}k\log n)$ words of
memory using only a single pass over the entries of $A$. In this paper we
resolve this open question, obtaining the first single-pass algorithm for this
problem and for the same class of functions $f$ studied by Liang et al.
Moreover, our error is $\|f(A)-[f(A)]_k\|_F^2 + \operatorname{poly}(\epsilon/k)
\|f(A)\|_F^2$, where $\|f(A)\|_F^2$ is the sum of squares of Euclidean lengths
of rows of $f(A)$. Thus our error is significantly smaller, as it removes the
factor of $10$ and also $\|f(A)\|_F^2 \leq \|f(A)\|_{1,2}^2$. We also give an
algorithm for regression, pointing out an error in previous work, and
empirically validate our results.
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