Sparse Dimensionality Reduction Revisited
- URL: http://arxiv.org/abs/2302.06165v1
- Date: Mon, 13 Feb 2023 08:01:25 GMT
- Title: Sparse Dimensionality Reduction Revisited
- Authors: Mikael M{\o}ller H{\o}gsgaard, Lion Kamma, Kasper Green Larsen, Jelani
Nelson, Chris Schwiegelshohn
- Abstract summary: The sparse Johnson-Lindenstrauss transform is one of the central techniques in dimensionality reduction.
We revisit sparse embeddings and identify a loophole in the lower bound.
We also improve the sparsity of the best oblivious subspace embeddings for optimal embedding dimensionality.
- Score: 13.170012290527017
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The sparse Johnson-Lindenstrauss transform is one of the central techniques
in dimensionality reduction. It supports embedding a set of $n$ points in
$\mathbb{R}^d$ into $m=O(\varepsilon^{-2} \lg n)$ dimensions while preserving
all pairwise distances to within $1 \pm \varepsilon$. Each input point $x$ is
embedded to $Ax$, where $A$ is an $m \times d$ matrix having $s$ non-zeros per
column, allowing for an embedding time of $O(s \|x\|_0)$.
Since the sparsity of $A$ governs the embedding time, much work has gone into
improving the sparsity $s$. The current state-of-the-art by Kane and Nelson
(JACM'14) shows that $s = O(\varepsilon ^{-1} \lg n)$ suffices. This is almost
matched by a lower bound of $s = \Omega(\varepsilon ^{-1} \lg
n/\lg(1/\varepsilon))$ by Nelson and Nguyen (STOC'13). Previous work thus
suggests that we have near-optimal embeddings.
In this work, we revisit sparse embeddings and identify a loophole in the
lower bound. Concretely, it requires $d \geq n$, which in many applications is
unrealistic. We exploit this loophole to give a sparser embedding when $d =
o(n)$, achieving $s = O(\varepsilon^{-1}(\lg n/\lg(1/\varepsilon)+\lg^{2/3}n
\lg^{1/3} d))$. We also complement our analysis by strengthening the lower
bound of Nelson and Nguyen to hold also when $d \ll n$, thereby matching the
first term in our new sparsity upper bound. Finally, we also improve the
sparsity of the best oblivious subspace embeddings for optimal embedding
dimensionality.
Related papers
- Sparsifying Suprema of Gaussian Processes [6.638504164134713]
We show that there is an $O_varepsilon(1)$-size subset $S subseteq T$ and a set of real values $c_s_s in S$.
We also use our sparsification result for suprema of centered Gaussian processes to give a sparsification lemma for convex sets of bounded geometric width.
arXiv Detail & Related papers (2024-11-22T01:43:58Z) - Coresets for Multiple $\ell_p$ Regression [47.790126028106734]
We construct coresets of size $tilde O(varepsilon-2d)$ for $p2$ and $tilde O(varepsilon-pdp/2)$ for $p>2$.
For $1p2$, every matrix has a subset of $tilde O(varepsilon-1k)$ rows which spans a $(varepsilon-1k)$-approximately optimal $k$-dimensional subspace for $ell_p$ subspace approximation
arXiv Detail & Related papers (2024-06-04T15:50:42Z) - Optimal Embedding Dimension for Sparse Subspace Embeddings [4.042707434058959]
A random $mtimes n$ matrix $S$ is an oblivious subspace embedding (OSE)
We show that an $mtimes n$ random matrix $S$ with $mgeq (1+theta)d$ is an oblivious subspace embedding with $epsilon = O_theta(1)$.
We use this to construct the first oblivious subspace embedding with $O(d)$ embedding dimension that can be applied faster than current matrix multiplication time.
arXiv Detail & Related papers (2023-11-17T18:01:58Z) - $\ell_p$-Regression in the Arbitrary Partition Model of Communication [59.89387020011663]
We consider the randomized communication complexity of the distributed $ell_p$-regression problem in the coordinator model.
For $p = 2$, i.e., least squares regression, we give the first optimal bound of $tildeTheta(sd2 + sd/epsilon)$ bits.
For $p in (1,2)$,we obtain an $tildeO(sd2/epsilon + sd/mathrmpoly(epsilon)$ upper bound.
arXiv Detail & Related papers (2023-07-11T08:51:53Z) - Fast $(1+\varepsilon)$-Approximation Algorithms for Binary Matrix
Factorization [54.29685789885059]
We introduce efficient $(1+varepsilon)$-approximation algorithms for the binary matrix factorization (BMF) problem.
The goal is to approximate $mathbfA$ as a product of low-rank factors.
Our techniques generalize to other common variants of the BMF problem.
arXiv Detail & Related papers (2023-06-02T18:55:27Z) - Optimal Sketching Bounds for Sparse Linear Regression [116.30196615349226]
We study oblivious sketching for $k$-sparse linear regression under various loss functions such as an $ell_p$ norm, or from a broad class of hinge-like loss functions.
We show that for sparse $ell$vareps regression, there is an oblivious distribution over sketches with $Theta(klog(d/k)/varepsilon2)$ rows, which is tight up to a constant factor.
We also show that sketching $O(mu2 klog(mu n d/varepsilon)/var
arXiv Detail & Related papers (2023-04-05T07:24:19Z) - Low-Rank Approximation with $1/\epsilon^{1/3}$ Matrix-Vector Products [58.05771390012827]
We study iterative methods based on Krylov subspaces for low-rank approximation under any Schatten-$p$ norm.
Our main result is an algorithm that uses only $tildeO(k/sqrtepsilon)$ matrix-vector products.
arXiv Detail & Related papers (2022-02-10T16:10:41Z) - Approximate Maximum Halfspace Discrepancy [6.35821487778241]
We consider the range space $(X, mathcalH_d)$ where $X subset mathbbRd$ and $mathcalH_d$ is the set of ranges defined by $d$ halfspaces.
For each halfspace $h in mathcalH_d$ define a function $Phi(h)$ that measures the "difference" between the fraction of red and fraction of blue points which fall in the range $h$.
arXiv Detail & Related papers (2021-06-25T19:14:45Z) - Optimal Regret Algorithm for Pseudo-1d Bandit Convex Optimization [51.23789922123412]
We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions admit a "pseudo-1d" structure.
We show a lower bound of $min(sqrtdT, T3/4)$ for the regret of any algorithm, where $T$ is the number of rounds.
We propose a new algorithm sbcalg that combines randomized online gradient descent with a kernelized exponential weights method to exploit the pseudo-1d structure effectively.
arXiv Detail & Related papers (2021-02-15T08:16:51Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.