Sketching Linear Classifiers over Data Streams

7 Nov 2017Kai Sheng TaiVatsal SharanPeter BailisGregory Valiant

We introduce a new sub-linear space sketch---the Weight-Median Sketch---for learning compressed linear classifiers over data streams while supporting the efficient recovery of large-magnitude weights in the model. This enables memory-limited execution of several statistical analyses over streams, including online feature selection, streaming data explanation, relative deltoid detection, and streaming estimation of pointwise mutual information... (read more)

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