Learning the Positions in CountSketch
Fuente:
arXiv
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| Hauptverfasser: | , , , , |
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| Format: | Preprint |
| Veröffentlicht: |
2023
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| _version_ | 1866911835168440320 |
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| author | Li, Yi Lin, Honghao Liu, Simin Vakilian, Ali Woodruff, David P. |
| author_facet | Li, Yi Lin, Honghao Liu, Simin Vakilian, Ali Woodruff, David P. |
| contents | 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, e.g., low-rank approximation and regression. In the learning-based sketching paradigm proposed by~\cite{indyk2019learning}, the sketch matrix is found by choosing a random sparse matrix, e.g., CountSketch, and then the values of its non-zero entries are updated by running gradient descent on a training data set. Despite the growing body of work on this paradigm, a noticeable omission is that the locations of the non-zero entries of previous algorithms were fixed, and only their values were learned. In this work, we propose the first learning-based algorithms that also optimize the locations of the non-zero entries. Our first proposed algorithm is based on a greedy algorithm. However, one drawback of the greedy algorithm is its slower training time. We fix this issue and propose approaches for learning a sketching matrix for both low-rank approximation and Hessian approximation for second order optimization. The latter is helpful for a range of constrained optimization problems, such as LASSO and matrix estimation with a nuclear norm constraint. Both approaches achieve good accuracy with a fast running time. Moreover, our experiments suggest that our algorithm can still reduce the error significantly even if we only have a very limited number of training matrices. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2306_06611 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Learning the Positions in CountSketch Li, Yi Lin, Honghao Liu, Simin Vakilian, Ali Woodruff, David P. Machine Learning Data Structures and Algorithms 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, e.g., low-rank approximation and regression. In the learning-based sketching paradigm proposed by~\cite{indyk2019learning}, the sketch matrix is found by choosing a random sparse matrix, e.g., CountSketch, and then the values of its non-zero entries are updated by running gradient descent on a training data set. Despite the growing body of work on this paradigm, a noticeable omission is that the locations of the non-zero entries of previous algorithms were fixed, and only their values were learned. In this work, we propose the first learning-based algorithms that also optimize the locations of the non-zero entries. Our first proposed algorithm is based on a greedy algorithm. However, one drawback of the greedy algorithm is its slower training time. We fix this issue and propose approaches for learning a sketching matrix for both low-rank approximation and Hessian approximation for second order optimization. The latter is helpful for a range of constrained optimization problems, such as LASSO and matrix estimation with a nuclear norm constraint. Both approaches achieve good accuracy with a fast running time. Moreover, our experiments suggest that our algorithm can still reduce the error significantly even if we only have a very limited number of training matrices. |
| title | Learning the Positions in CountSketch |
| topic | Machine Learning Data Structures and Algorithms |
| url | https://arxiv.org/abs/2306.06611 |