arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2202.04515cs.LGcs.DS
收藏

Leverage Score Sampling for Tensor Product Matrices in Input Sparsity Time

Max-Planck-Institut für Informatik(马克斯·普朗克信息学研究所);Carnegie Mellon University(卡内基梅隆大学)

David P. Woodruff, Amir Zandieh

英文摘要:

We propose an input sparsity time sampling algorithm that can spectrally approximate the Gram matrix corresponding to the $q$-fold column-wise tensor product of $q$ matrices using a nearly optimal number of samples, improving upon all previously known methods by poly$(q)$ factors. Furthermore, for the important special case of the $q$-fold self-tensoring of a dataset, which is the feature matrix of the degree-$q$ polynomial kernel, the leading term of our method's runtime is proportional to the size of the input dataset and has no dependence on $q$. Previous techniques either incur poly$(q)$ slowdowns in their runtime or remove the dependence on $q$ at the expense of having sub-optimal target dimension, and depend quadratically on the number of data-points in their runtime. Our sampling technique relies on a collection of $q$ partially correlated random projections which can be simultaneously applied to a dataset $X$ in total time that only depends on the size of $X$, and at the same time their $q$-fold Kronecker product acts as a near-isometry for any fixed vector in the column span of $X^{\otimes q}$. We also show that our sampling methods generalize to other classes of kernels beyond polynomial, such as Gaussian and Neural Tangent kernels.

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。

↑