arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2007.06744cs.LGcs.DSstat.ML
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WOR and $p$'s: Sketches for $\ell_p$-Sampling Without Replacement

Google Research(谷歌研究院);Tel Aviv University(特拉维夫大学);IT University of Copenhagen(哥本哈根信息技术大学);BARC(哥本哈根基础算法研究中心);CMU(卡内基梅隆大学)

Edith Cohen, Rasmus Pagh, David P. Woodruff

英文摘要:

Weighted sampling is a fundamental tool in data analysis and machine learning pipelines. Samples are used for efficient estimation of statistics or as sparse representations of the data. When weight distributions are skewed, as is often the case in practice, without-replacement (WOR) sampling is much more effective than with-replacement (WR) sampling: it provides a broader representation and higher accuracy for the same number of samples. We design novel composable sketches for WOR $\ell_p$ sampling, weighted sampling of keys according to a power $p\in[0,2]$ of their frequency (or for signed data, sum of updates). Our sketches have size that grows only linearly with the sample size. Our design is simple and practical, despite intricate analysis, and based on off-the-shelf use of widely implemented heavy hitters sketches such as CountSketch. Our method is the first to provide WOR sampling in the important regime of $p>1$ and the first to handle signed updates for $p>0$.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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