1 code implementation • 3 Sep 2019 • Thomas D. Ahle, Michael Kapralov, Jakob B. T. Knudsen, Rasmus Pagh, Ameya Velingker, David Woodruff, Amir Zandieh
Oblivious sketching has emerged as a powerful approach to speeding up numerical linear algebra over the past decade, but our understanding of oblivious sketching solutions for kernel matrices has remained quite limited, suffering from the aforementioned exponential dependence on input parameters.
Data Structures and Algorithms
no code implementations • 3 Sep 2019 • Thomas D. Ahle, Jakob B. T. Knudsen
With another construction we get $\lambda$ times more rows $m=\tilde O(c\,\lambda^2\,\varepsilon^{-2}(\log1/\delta)^3)$, but the matrix can be applied to any vector $x^{(1)}\otimes\dots\otimes x^{(c)}\in R^{d^c}$ in just $\tilde O(c\, (d+m))$ time.
