Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2311.10013 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866909327420293120 |
|---|---|
| author | Manoj, Naren Sarayu Ovsiankin, Max |
| author_facet | Manoj, Naren Sarayu Ovsiankin, Max |
| contents | Given a matrix $\mathbf{A} \in \mathbb{R}^{k \times n}$, a partitioning of $[k]$ into groups $S_1,\dots,S_m$, an outer norm $p$, and a collection of inner norms such that either $p \ge 1$ and $p_1,\dots,p_m \ge 2$ or $p_1=\dots=p_m=p \ge 1/\log n$, we prove that there is a sparse weight vector $\mathbfβ \in \mathbb{R}^{m}$ such that $\sum_{i=1}^m \mathbfβ_i \cdot \|\mathbf{A}_{S_i}\mathbf{x}\|_{p_i}^p \approx_{1\pm\varepsilon} \sum_{i=1}^m \|\mathbf{A}_{S_i}\mathbf{x}\|_{p_i}^p$, where the number of nonzero entries of $\mathbfβ$ is at most $O_{p,p_i}(\varepsilon^{-2}n^{\max(1,p/2)}(\log n)^2(\log(n/\varepsilon)))$. When $p_1\dots,p_m \ge 2$, this weight vector arises from an importance sampling procedure based on the \textit{block Lewis weights}, a recently proposed generalization of Lewis weights. Additionally, we prove that there exist efficient algorithms to find the sparse weight vector $\mathbfβ$ in several important regimes of $p$ and $p_1,\dots,p_m$. Our results imply a $\widetilde{O}(\varepsilon^{-1}\sqrt{n})$-linear system solve iteration complexity for the problem of minimizing sums of Euclidean norms, improving over the previously known $\widetilde{O}(\sqrt{m}\log({1/\varepsilon}))$ iteration complexity when $m \gg n$.
Our main technical contribution is a substantial generalization of the \textit{change-of-measure} method that Bourgain, Lindenstrauss, and Milman used to obtain the analogous result when every group has size $1$. Our generalization allows one to analyze change of measures beyond those implied by D. Lewis's original construction, including the measure implied by the block Lewis weights and natural approximations of this measure. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2311_10013 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | The Change-of-Measure Method, Block Lewis Weights, and Approximating Matrix Block Norms Manoj, Naren Sarayu Ovsiankin, Max Functional Analysis Data Structures and Algorithms Probability Given a matrix $\mathbf{A} \in \mathbb{R}^{k \times n}$, a partitioning of $[k]$ into groups $S_1,\dots,S_m$, an outer norm $p$, and a collection of inner norms such that either $p \ge 1$ and $p_1,\dots,p_m \ge 2$ or $p_1=\dots=p_m=p \ge 1/\log n$, we prove that there is a sparse weight vector $\mathbfβ \in \mathbb{R}^{m}$ such that $\sum_{i=1}^m \mathbfβ_i \cdot \|\mathbf{A}_{S_i}\mathbf{x}\|_{p_i}^p \approx_{1\pm\varepsilon} \sum_{i=1}^m \|\mathbf{A}_{S_i}\mathbf{x}\|_{p_i}^p$, where the number of nonzero entries of $\mathbfβ$ is at most $O_{p,p_i}(\varepsilon^{-2}n^{\max(1,p/2)}(\log n)^2(\log(n/\varepsilon)))$. When $p_1\dots,p_m \ge 2$, this weight vector arises from an importance sampling procedure based on the \textit{block Lewis weights}, a recently proposed generalization of Lewis weights. Additionally, we prove that there exist efficient algorithms to find the sparse weight vector $\mathbfβ$ in several important regimes of $p$ and $p_1,\dots,p_m$. Our results imply a $\widetilde{O}(\varepsilon^{-1}\sqrt{n})$-linear system solve iteration complexity for the problem of minimizing sums of Euclidean norms, improving over the previously known $\widetilde{O}(\sqrt{m}\log({1/\varepsilon}))$ iteration complexity when $m \gg n$. Our main technical contribution is a substantial generalization of the \textit{change-of-measure} method that Bourgain, Lindenstrauss, and Milman used to obtain the analogous result when every group has size $1$. Our generalization allows one to analyze change of measures beyond those implied by D. Lewis's original construction, including the measure implied by the block Lewis weights and natural approximations of this measure. |
| title | The Change-of-Measure Method, Block Lewis Weights, and Approximating Matrix Block Norms |
| topic | Functional Analysis Data Structures and Algorithms Probability |
| url | https://arxiv.org/abs/2311.10013 |