2018
ICML
ICML 2018
Leveraging Well-Conditioned Bases: Streaming and Distributed Summaries in Minkowski $p$-Norms
Abstract
Work on approximate linear algebra has led to efficient distributed and streaming algorithms for problems such as approximate matrix multiplication, low rank approximation, and regression, primarily for the Euclidean norm $\ell_2$. We study other $\ell_p$ norms, which are more robust for $p < 2$, and can be used to find outliers for $p > 2$. Unlike previous algorithms for such norms, we give algorithms that are (1) deterministic, (2) work simultaneously for every $p \geq 1$, including $p = \infty$, and (3) can be implemented in both distributed and streaming environments. We study $\ell_p$-regression, entrywise $\ell_p$-low rank approximation, and versions of approximate matrix multiplication.
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Keyword Pioneer
— entrywise norm
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Cross-Pollinator
— Artificial Intelligence, Computer Science, Data Science & Analytics, Machine Learning, Mathematics & Optimization, Natural Language Processing
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Interdisciplinary Bridge
— Machine Learning and Mathematics & Optimization
Authors
Topics
Machine Learning > Optimization & Theory > Optimization
Mathematics & Optimization > Mathematics > Linear Algebra
Mathematics & Optimization > Mathematics > Numerical Analysis
Mathematics & Optimization > Optimization > Continuous Optimization
Mathematics & Optimization > Optimization > Stochastic Methods
Mathematics & Optimization > Optimization > Discrete Optimization