Learning-Augmented Frequent Directions
- URL: http://arxiv.org/abs/2503.00937v1
- Date: Sun, 02 Mar 2025 15:20:56 GMT
- Title: Learning-Augmented Frequent Directions
- Authors: Anders Aamand, Justin Y. Chen, Siddharth Gollapudi, Sandeep Silwal, Hao Wu,
- Abstract summary: A fundamental problem in the streaming literature is to approximate the number of occurrences of items appearing in a long stream of data using only a small amount of memory.<n>We develop a framework to combine the worst-case guarantees of popular solutions such as CountMin and CountSketch with learned predictions of high frequency elements.<n>We analyze a learning-augmented variant of the Frequent Directions algorithm, extending the theoretical and empirical understanding of learned predictions to matrix streaming.
- Score: 13.827632579682795
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: An influential paper of Hsu et al. (ICLR'19) introduced the study of learning-augmented streaming algorithms in the context of frequency estimation. A fundamental problem in the streaming literature, the goal of frequency estimation is to approximate the number of occurrences of items appearing in a long stream of data using only a small amount of memory. Hsu et al. develop a natural framework to combine the worst-case guarantees of popular solutions such as CountMin and CountSketch with learned predictions of high frequency elements. They demonstrate that learning the underlying structure of data can be used to yield better streaming algorithms, both in theory and practice. We simplify and generalize past work on learning-augmented frequency estimation. Our first contribution is a learning-augmented variant of the Misra-Gries algorithm which improves upon the error of learned CountMin and learned CountSketch and achieves the state-of-the-art performance of randomized algorithms (Aamand et al., NeurIPS'23) with a simpler, deterministic algorithm. Our second contribution is to adapt learning-augmentation to a high-dimensional generalization of frequency estimation corresponding to finding important directions (top singular vectors) of a matrix given its rows one-by-one in a stream. We analyze a learning-augmented variant of the Frequent Directions algorithm, extending the theoretical and empirical understanding of learned predictions to matrix streaming.
Related papers
- Learning-Based Heavy Hitters and Flow Frequency Estimation in Streams [9.22255012731159]
We present the first learned competing-counter-based algorithm, called LSS, for identifying heavy hitters, top k, and flow frequency estimation.
Our evaluation demonstrates that LSS can enhance the accuracy and efficiency of Space Saving in identifying heavy hitters, top k, and estimating flow frequencies.
arXiv Detail & Related papers (2024-06-24T02:31:00Z) - Improved Frequency Estimation Algorithms with and without Predictions [22.382900492405938]
Estimating frequencies of elements appearing in a data stream is a key task in large-scale data analysis.
We give a novel algorithm, which theoretically outperforms the learning based algorithm of Hsu et al. without the use of any predictions.
arXiv Detail & Related papers (2023-12-12T18:59:06Z) - An Efficient Algorithm for Clustered Multi-Task Compressive Sensing [60.70532293880842]
Clustered multi-task compressive sensing is a hierarchical model that solves multiple compressive sensing tasks.
The existing inference algorithm for this model is computationally expensive and does not scale well in high dimensions.
We propose a new algorithm that substantially accelerates model inference by avoiding the need to explicitly compute these covariance matrices.
arXiv Detail & Related papers (2023-09-30T15:57:14Z) - Learning the Positions in CountSketch [49.57951567374372]
We consider sketching algorithms which first compress data by multiplication with a random sketch matrix, and then apply the sketch to quickly solve an optimization problem.
In this work, we propose the first learning-based algorithms that also optimize the locations of the non-zero entries.
arXiv Detail & Related papers (2023-06-11T07:28:35Z) - Generalization Bounds for Data-Driven Numerical Linear Algebra [24.961270871124217]
Data-driven algorithms can adapt their internal structure or parameters to inputs from unknown application-specific distributions, by learning from a training sample of inputs.
Several recent works have applied this approach to problems in numerical linear algebra, obtaining significant empirical gains in performance.
In this work we prove generalization bounds for those algorithms, within the PAC-learning framework for data-driven algorithm selection proposed by Gupta and Roughgarden.
arXiv Detail & Related papers (2022-06-16T02:23:45Z) - Information-Theoretic Generalization Bounds for Iterative
Semi-Supervised Learning [81.1071978288003]
In particular, we seek to understand the behaviour of the em generalization error of iterative SSL algorithms using information-theoretic principles.
Our theoretical results suggest that when the class conditional variances are not too large, the upper bound on the generalization error decreases monotonically with the number of iterations, but quickly saturates.
arXiv Detail & Related papers (2021-10-03T05:38:49Z) - SreaMRAK a Streaming Multi-Resolution Adaptive Kernel Algorithm [60.61943386819384]
Existing implementations of KRR require that all the data is stored in the main memory.
We propose StreaMRAK - a streaming version of KRR.
We present a showcase study on two synthetic problems and the prediction of the trajectory of a double pendulum.
arXiv Detail & Related papers (2021-08-23T21:03:09Z) - Estimating leverage scores via rank revealing methods and randomization [50.591267188664666]
We study algorithms for estimating the statistical leverage scores of rectangular dense or sparse matrices of arbitrary rank.
Our approach is based on combining rank revealing methods with compositions of dense and sparse randomized dimensionality reduction transforms.
arXiv Detail & Related papers (2021-05-23T19:21:55Z) - Quantum-Inspired Classical Algorithm for Principal Component Regression [1.9105479266011323]
We develop an algorithm for principal component regression that runs in time polylogarithmic to the number of data points.
This exponential speed up allows for potential applications in much larger data sets.
arXiv Detail & Related papers (2020-10-16T20:50:48Z) - Frequency Estimation in Data Streams: Learning the Optimal Hashing
Scheme [3.7565501074323224]
We present a novel approach for the problem of frequency estimation in data streams that is based on optimization and machine learning.
The proposed approach exploits an observed stream prefix to near-optimally hash elements and compress the target frequency distribution.
We show that the proposed approach outperforms existing approaches by one to two orders of magnitude in terms of its average (per element) estimation error and by 45-90% in terms of its expected magnitude of estimation error.
arXiv Detail & Related papers (2020-07-17T22:15:22Z) - Meta-learning with Stochastic Linear Bandits [120.43000970418939]
We consider a class of bandit algorithms that implement a regularized version of the well-known OFUL algorithm, where the regularization is a square euclidean distance to a bias vector.
We show both theoretically and experimentally, that when the number of tasks grows and the variance of the task-distribution is small, our strategies have a significant advantage over learning the tasks in isolation.
arXiv Detail & Related papers (2020-05-18T08:41:39Z)
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.