John Ellipsoids via Lazy Updates

Fuente: arXiv
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Autores principales: Woodruff, David P., Yasuda, Taisuke
Formato: Preprint
Publicado: 2025
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author Woodruff, David P.
Yasuda, Taisuke
author_facet Woodruff, David P.
Yasuda, Taisuke
contents We give a faster algorithm for computing an approximate John ellipsoid around $n$ points in $d$ dimensions. The best known prior algorithms are based on repeatedly computing the leverage scores of the points and reweighting them by these scores [CCLY19]. We show that this algorithm can be substantially sped up by delaying the computation of high accuracy leverage scores by using sampling, and then later computing multiple batches of high accuracy leverage scores via fast rectangular matrix multiplication. We also give low-space streaming algorithms for John ellipsoids using similar ideas.
format Preprint
id arxiv_https___arxiv_org_abs_2501_01801
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle John Ellipsoids via Lazy Updates
Woodruff, David P.
Yasuda, Taisuke
Data Structures and Algorithms
Machine Learning
We give a faster algorithm for computing an approximate John ellipsoid around $n$ points in $d$ dimensions. The best known prior algorithms are based on repeatedly computing the leverage scores of the points and reweighting them by these scores [CCLY19]. We show that this algorithm can be substantially sped up by delaying the computation of high accuracy leverage scores by using sampling, and then later computing multiple batches of high accuracy leverage scores via fast rectangular matrix multiplication. We also give low-space streaming algorithms for John ellipsoids using similar ideas.
title John Ellipsoids via Lazy Updates
topic Data Structures and Algorithms
Machine Learning
url https://arxiv.org/abs/2501.01801