arXiv Statistics ML

A Subsampled Davis-Kahan Bound for Large-Scale Eigenspace Estimation

arXiv Machine Learning
Aug 14

Fast Length-Squared Sampling for Positive-Semidefinite Matrices

arXiv:2608. 12503v1 Announce Type: cross Abstract: We describe a simple rejection-sampling-based algorithm to perform length-squared sampling on an $n \times n$ positive-semidefinite (psd) matrix: that is, to sample a column with probability proportional to its squared $\ell_2$-norm.

By Rajarshi Bhattacharjee, Ethan N. Epperly, Cameron Musco, Aaron Tian
arXiv Machine Learning
Sep 23

Gap-Free Streaming PCA Beyond Rank-One Updates: Near-Optimal Rates and Applications to Differential Privacy

The paper presents a new analysis of Oja's algorithm for streaming principal component analysis (PCA) that works without any eigengap assumptions, achieving near‑optimal rates and matching lower bounds. It extends the results to a Rayleigh quotient notion of approximate PCA, resolving an open question, and applies the findings to provide gap‑free differentially private PCA guarantees for sub‑Gaussian data. The analysis relies solely on a second‑moment bound of stochastic updates, avoiding the almost‑sure bounds used in previous work.

By Anming Gu, Syamantak Kumar, Kevin Tian, Chutong Yang
arXiv Machine Learning
Sep 16

Near-Optimal Nonconvex Matrix Completion

arXiv:2609. 17048v1 Announce Type: cross Abstract: We study nonconvex methods for matrix completion, the problem of recovering a low-rank matrix from a subset of its entries.

By Jian-Feng Cai, Xiliang Lu, Juntao You