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arXiv 1801.04414cs.DS
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$\ell_p$不经意子空间嵌入的紧界

Tight Bounds for $\ell_p$ Oblivious Subspace Embeddings

Ruosong Wang, David P. Woodruff

摘要:

$\ell_p$不经意子空间嵌入是在$r \times n$矩阵$Π$上的分布,使得对于任何固定的$n \times d$矩阵$A$,$$\Pr_Π[\textrm{for all }x, \ \|Ax\|_p \leq \|ΠAx\|_p \leq κ\|Ax\|_p] \geq 9/10,$$,其中$r$是嵌入的维数,$κ$是嵌入的失真,并且对于$n$维向量$y$,$\|y\|_p$是$\ell_p$范数。另一个重要的属性是$Π$的稀疏性,即每列非零条目的最大数量,因为这决定了计算$Π\cdot A$的运行时间。虽然对于$p = 2$,在维度、失真和稀疏性方面存在接近最优的折衷,但是对于$1 \leq p < 2$的重要情况,所知要少得多。在本文中,我们获得了几乎最佳的权衡$\ell_p$不经意子空间嵌入的每一个$1 \leq p < 2$。我们证明了对于每个$1 \leq p < 2$,任何具有维度$r$的不经意子空间嵌入都有失真$κ= Ω\left(\frac{1}{\left(\frac{1}{d}\right)^{1 / p} \cdot \log^{2 / p}r + \left(\frac{r}{n}\right)^{1 / p - 1 / 2}}\right).$当$r = \mathrm{poly}(d)$在应用中时,这给出了$κ= Ω(d^{1/p}\log^{-2/p} d)$下界,并表明Sohler和Woodruff(STOC,2011)对$p = 1$的不经意子空间嵌入以及Meng和Mahoney(STOC,2013)对$1 < p < 2$的不经意子空间嵌入在$\mathrm{poly}(\log(d))$因子上是最优的。我们还给出了每个$1 \leq p < 2$的稀疏不经意子空间嵌入,它们在维数和失真上都是最优的,直到$\mathrm{poly}(\log d)$因子。不经意的子空间嵌入对于分布式和流媒体环境至关重要,以及逐项$\ell_p$低秩近似。我们的研究结果为这些应用程序提供了改进的算法。

英文摘要:

An $\ell_p$ oblivious subspace embedding is a distribution over $r \times n$ matrices $Π$ such that for any fixed $n \times d$ matrix $A$, $$\Pr_Π[\textrm{for all }x, \ \|Ax\|_p \leq \|ΠAx\|_p \leq κ\|Ax\|_p] \geq 9/10,$$ where $r$ is the dimension of the embedding, $κ$ is the distortion of the embedding, and for an $n$-dimensional vector $y$, $\|y\|_p$ is the $\ell_p$-norm. Another important property is the sparsity of $Π$, that is, the maximum number of non-zero entries per column, as this determines the running time of computing $Π\cdot A$. While for $p = 2$ there are nearly optimal tradeoffs in terms of the dimension, distortion, and sparisty, for the important case of $1 \leq p < 2$, much less was known. In this paper we obtain nearly optimal tradeoffs for $\ell_p$ oblivious subspace embeddings for every $1 \leq p < 2$. We show for every $1 \leq p < 2$, any oblivious subspace embedding with dimension $r$ has distortion $κ= Ω\left(\frac{1}{\left(\frac{1}{d}\right)^{1 / p} \cdot \log^{2 / p}r + \left(\frac{r}{n}\right)^{1 / p - 1 / 2}}\right).$ When $r = \mathrm{poly}(d)$ in applications, this gives a $κ= Ω(d^{1/p}\log^{-2/p} d)$ lower bound, and shows the oblivious subspace embedding of Sohler and Woodruff (STOC, 2011) for $p = 1$ and the oblivious subspace embedding of Meng and Mahoney (STOC, 2013) for $1 < p < 2$ are optimal up to $\mathrm{poly}(\log(d))$ factors. We also give sparse oblivious subspace embeddings for every $1 \leq p < 2$ which are optimal in dimension and distortion, up to $\mathrm{poly}(\log d)$ factors. Oblivious subspace embeddings are crucial for distributed and streaming environments, as well as entrywise $\ell_p$ low rank approximation. Our results give improved algorithms for these applications.

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