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Fast Sampling-Based Sketches for Tensors

ICML 2024 · Learning theory and algorithms › Matrix and tensor methods · approach: Randomized tensor decomposition algorithms · 0 citations (OpenAlex)

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Introduces p-samples built from random permutations and FFT-based fast convolution so that ℓ0 samplers and ℓ1 embeddings can be applied to rank-one 2- and 3-mode tensors in near-linear time in d.

Problem

Fast application of sampling-based linear sketches (ℓ0 sampling and ℓ1 embeddings) to low-rank (rank-one) tensors, where naive application requires expanding to d^2 or d^3 entries.

Approach

Construct pairwise-near-independent subsets ("p-samples") of tensor entries that admit fast summation via convolution (FFT) and Toeplitz-like multiplication, after randomly permuting indices per mode; combine with random sign flips per mode to get ℓ0 samplers and ℓ1 embeddings for rank-one 2- and 3-mode tensors.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the proposed p-sample construction with fast summationRank-one 2-mode tensors · ℓ0 samplingapplication time: O(m n)Helped
Use the proposed p-sample construction with fast summationRank-one 3-mode tensors · ℓ0 samplingapplication time: O(m n\log^2 n)Helped
Use the proposed p-sample construction with fast summationRank-one 2-mode tensors · ℓ1 embeddingapplication time: O(m k)Helped
Use the proposed p-sample construction with fast summationRank-one 3-mode tensors · ℓ1 embeddingapplication time: O(m k\log^2 k)Helped
Use the proposed ℓ0 sampler3-mode tensors with disjoint-rectangle support · ℓ0 sampling, disjoint rectanglesfraction sampled from first rectangle: 0.9650 vs 0.9524No clear effect
Use the proposed ℓ0 sampler3-mode tensors with a rectangle plus an equal-size random support · ℓ0 sampling, rectangle (1, 1, 1)fraction sampled from rectangle: 0.47No clear effect

Surprising findings

Limitations

Experimental setup

Datasets: synthetic tensors (40x40x40 with rectangle and random supports)

Benchmarks: synthetic 40x40x40 tensor supports

Metrics: fraction of samples in first rectangle vs expected uniform f failure counts

Baselines: dense Gaussian sketch Kronecker-structured sketches rectangle sampling

Builds on: CountSketch tensor sketching Indyk l1 embedding / Cauchy sketches l0 sampling standard recipe

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