On Learned Sketches for Randomized Numerical Linear Algebra

Simin Liu
Simin Liu
Tianrui Liu
Tianrui Liu
Yulin Wan
Yulin Wan
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Abstract:

We study "learning-based" sketching approaches for diverse tasks in numerical linear algebra: least-squares regression, $\ell_p$ regression, Huber regression, low-rank approximation (LRA), and $k$-means clustering. Sketching methods are used to quickly and approximately compute properties of large matrices. Linear maps called "sketches"...More

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