We investigate the problem of learning a topic model - the well-known Latent Dirichlet Allocation - in a distributed manner, using a cluster of C processors and dividing the corpus to be learned equally among them. We propose a simple approximated method that can be tuned, trading speed for accuracy according to the task at hand. Our approach is asynchronous, and therefore suitable for clusters of heterogenous machines.
@cite_7 broke eq:z_sampling in three components and took leverage on the resulting sparsity in @math of some of them -- that, combined with an efficient storage scheme led to a speed up of the order of 20x.
@cite_7
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We introduce fast algorithms for selecting a random sample of n records without replacement from a pool of N records, where the value of N is unknown beforehand. The main result of the paper is the design and analysis of Algorithm Z; it does the sampling in one pass using constant space and in O ( n (1 + log( N n ))) expected time, which is optimum, up to a constant factor. Several optimizations are studied that collectively improve the speed of the naive version of the algorithm by an order of magnitude. We give an efficient Pascal-like implementation that incorporates these modifications and that is suitable for general use. Theoretical and empirical results indicate that Algorithm Z outperforms current methods by a significant margin. Abstract Irregular sampling and “stable sampling” of band-limited functions have been studied by H.J. Landau [H.J. Landau, Necessary density conditions for sampling and interpolation of certain entire functions, Acta Math. 117 (1967) 37–52]. We prove that quasicrystals are sets of stable sampling. To cite this article: B. Matei, Y. Meyer, C. R. Acad. Sci. Paris, Ser. I 346 (2008). Sparsity of representations of signals has been shown to be a key concept of fundamental importance in fields such as blind source separation, compression, sampling and signal analysis. The aim of this paper is to compare several commonly-used sparsity measures based on intuitive attributes. Intuitively, a sparse representation is one in which a small number of coefficients contain a large proportion of the energy. In this paper, six properties are discussed: (Robin Hood, Scaling, Rising Tide, Cloning, Bill Gates, and Babies), each of which a sparsity measure should have. The main contributions of this paper are the proofs and the associated summary table which classify commonly-used sparsity measures based on whether or not they satisfy these six propositions. Only two of these measures satisfy all six: the pq-mean with p les 1, q > 1 and the Gini index. Abstract In this paper, we consider the problem of recovering a compactly supported multivariate function from a collection of pointwise samples of its Fourier transform taken nonuniformly. We do this by using the concept of weighted Fourier frames. A seminal result of Beurling shows that sampling points give rise to a classical Fourier frame provided they are relatively separated and of sufficient density. However, this result does not allow for arbitrary clustering of sampling points, as is often the case in practice. Whilst keeping the density condition sharp and dimension independent, our first result removes the separation condition and shows that density alone suffices. However, this result does not lead to estimates for the frame bounds. A known result of Grochenig provides explicit estimates, but only subject to a density condition that deteriorates linearly with dimension. In our second result we improve these bounds by reducing the dimension dependence. In particular, we provide explicit frame bounds which are dimensionless for functions having compact support contained in a sphere. Next, we demonstrate how our two main results give new insight into a reconstruction algorithm—based on the existing generalized sampling framework—that allows for stable and quasi-optimal reconstruction in any particular basis from a finite collection of samples. Finally, we construct sufficiently dense sampling schemes that are often used in practice—jittered, radial and spiral sampling schemes—and provide several examples illustrating the effectiveness of our approach when tested on these schemes. We introduce efficient margin-based algorithms for selective sampling and filtering in binary classification tasks. Experiments on real-world textual data reveal that our algorithms perform significantly better than popular and similarly efficient competitors. Using the so-called Mammen-Tsybakov low noise condition to parametrize the instance distribution, and assuming linear label noise, we show bounds on the convergence rate to the Bayes risk of a weaker adaptive variant of our selective sampler. Our analysis reveals that, excluding logarithmic factors, the average risk of this adaptive sampler converges to the Bayes risk at rate N ?(1+?)(2+?) 2(3+?) where N denotes the number of queried labels, and ?>0 is the exponent in the low noise condition. For all @math this convergence rate is asymptotically faster than the rate N ?(1+?) (2+?) achieved by the fully supervised version of the base selective sampler, which queries all labels. Moreover, for ??? (hard margin condition) the gap between the semi- and fully-supervised rates becomes exponential. In high-dimensional magnetic resonance imaging applications, time-consuming, sequential acquisition of data samples in the spatial frequency domain ( @math -space) can often be accelerated by accounting for dependencies in linear reconstruction, at the cost of noise amplification that depends on the sampling pattern. Common examples are support-constrained, parallel, and dynamic MRI, and @math -space sampling strategies are primarily driven by image-domain metrics that are expensive to compute for arbitrary sampling patterns. It remains challenging to provide systematic and computationally efficient automatic designs of arbitrary multidimensional Cartesian sampling patterns that mitigate noise amplification, given the subspace to which the object is confined. To address this problem, this paper introduces a theoretical framework that describes local geometric properties of the sampling pattern and relates them to the spread in the eigenvalues of the information matrix described by its first two spectral moments. This new criterion is then used for very efficient optimization of complex multidimensional sampling patterns that does not require reconstructing images or explicitly mapping noise amplification. Experiments with in vivo data show strong agreement between this criterion and traditional, comprehensive image-domain- and @math -space-based metrics, indicating the potential of the approach for computationally efficient (on-the-fly), automatic, and adaptive design of sampling patterns. [17] proved that a small sample of rows of a given matrix A contains a low-rank approximation D that minimizes ||A - D||F to within small additive error, and the sampling can be done efficiently using just two passes over the matrix [12]. In this paper, we generalize this result in two ways. First, we prove that the additive error drops exponentially by iterating the sampling in an adaptive manner. Using this result, we give a pass-efficient algorithm for computing low-rank approximation with reduced additive error. Our second result is that using a natural distribution on subsets of rows (called volume sampling), there exists a subset of k rows whose span contains a factor (k + 1) relative approximation and a subset of k + k(k + 1) e rows whose span contains a 1+e relative approximation. The existence of such a small certificate for multiplicative low-rank approximation leads to a PTAS for the following projective clustering problem: Given a set of points P in Rd, and integers k, j, find a set of j subspaces F 1 , . . ., F j , each of dimension at most k, that minimize Σ p∈P min i d(p, F i )2. This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal x ∈ R from noisy quadratic measurements yj = (a ′ jx) 2 + j , j = 1, . . . ,m, with independent sub-exponential noise j . The goals are to understand the effect of the sparsity of x on the estimation precision and to construct a computationally feasible estimator to achieve the optimal rates adaptively. Inspired by the Wirtinger Flow [12] proposed for non-sparse and noiseless phase retrieval, a novel thresholded gradient descent algorithm is proposed and it is shown to adaptively achieve the minimax optimal rates of convergence over a wide range of sparsity levels when the aj ’s are independent standard Gaussian random vectors, provided that the sample size is sufficiently large compared to the sparsity of x. The recent years have witnessed the emerging of vector quantization (VQ) techniques for efficient similarity search. VQ partitions the feature space into a set of codewords and encodes data points as integer indices using the codewords. Then the distance between data points can be efficiently approximated by simple memory lookup operations. By the compact quantization, the storage cost, and searching complexity are significantly reduced, thereby facilitating efficient large-scale similarity search. However, the performance of several celebrated VQ approaches degrades significantly when dealing with noisy data. In addition, it can barely facilitate a wide range of applications as the distortion measurement only limits to @math norm . To address the shortcomings of the squared Euclidean ( @math norm) loss function employed by the VQ approaches, in this paper, we propose a novel robust and general VQ framework, named RGVQ, to enhance both robustness and generalization of VQ approaches. Specifically, a @math -norm loss function is proposed to conduct the @math -norm similarity search, rather than the @math norm search, and the @math -th order loss is used to enhance the robustness. Despite the fact that changing the loss function to @math norm makes VQ approaches more robust and generic, it brings us a challenge that a non-smooth and non-convex orthogonality constrained @math - norm function has to be minimized. To solve this problem, we propose a novel and efficient optimization scheme and specify it to VQ approaches and theoretically prove its convergence. Extensive experiments on benchmark data sets demonstrate that the proposed RGVQ is better than the original VQ for several approaches, especially when searching similarity in noisy data. Many data-fitting applications require the solution of an optimization problem involving a sum of large number of functions of high dimensional parameter. Here, we consider the problem of minimizing a sum of @math functions over a convex constraint set @math where both @math and @math are large. In such problems, sub-sampling as a way to reduce @math can offer great amount of computational efficiency. Within the context of second order methods, we first give quantitative local convergence results for variants of Newton's method where the Hessian is uniformly sub-sampled. Using random matrix concentration inequalities, one can sub-sample in a way that the curvature information is preserved. Using such sub-sampling strategy, we establish locally Q-linear and Q-superlinear convergence rates. We also give additional convergence results for when the sub-sampled Hessian is regularized by modifying its spectrum or Levenberg-type regularization. Finally, in addition to Hessian sub-sampling, we consider sub-sampling the gradient as way to further reduce the computational complexity per iteration. We use approximate matrix multiplication results from randomized numerical linear algebra (RandNLA) to obtain the proper sampling strategy and we establish locally R-linear convergence rates. In such a setting, we also show that a very aggressive sample size increase results in a R-superlinearly convergent algorithm. While the sample size depends on the condition number of the problem, our convergence rates are problem-independent, i.e., they do not depend on the quantities related to the problem. Hence, our analysis here can be used to complement the results of our basic framework from the companion paper, [38], by exploring algorithmic trade-offs that are important in practice. We give efficient algorithms for volume sampling, i.e., for picking @math -subsets of the rows of any given matrix with probabilities proportional to the squared volumes of the simplices defined by them and the origin (or the squared volumes of the parallelepipeds defined by these subsets of rows). In other words, we can efficiently sample @math -subsets of @math with probabilities proportional to the corresponding @math by @math principal minors of any given @math by @math positive semi definite matrix. This solves an open problem from the monograph on spectral algorithms by Kannan and Vempala (see Section @math of KV , also implicit in BDM, DRVW ). Our first algorithm for volume sampling @math -subsets of rows from an @math -by- @math matrix runs in @math arithmetic operations (where @math is the exponent of matrix multiplication) and a second variant of it for @math -approximate volume sampling runs in @math arithmetic operations, which is almost linear in the size of the input (i.e., the number of entries) for small @math . Our efficient volume sampling algorithms imply the following results for low-rank matrix approximation: (1) Given @math , in @math arithmetic operations we can find @math of its rows such that projecting onto their span gives a @math -approximation to the matrix of rank @math closest to @math under the Frobenius norm. This improves the @math -approximation of Boutsidis, Drineas and Mahoney BDM and matches the lower bound shown in DRVW . The method of conditional expectations gives a algorithm with the same complexity. The running time can be improved to @math at the cost of losing an extra @math in the approximation factor. (2) The same rows and projection as in the previous point give a @math -approximation to the matrix of rank @math closest to @math under the spectral norm. In this paper, we show an almost matching lower bound of @math , even for @math . Consider a Bernoulli-Gaussian complex n-vector whose components are Vi = XiBi, with Xi C N(0, Px) and binary Bi mutually independent and iid across i. This random q-sparse vector is multiplied by a square random matrix U, and a randomly chosen subset, of average size n p, p ∈ [0,1], of the resulting vector components is then observed in additive Gaussian noise. We extend the scope of conventional noisy compressive sampling models where U is typically a matrix with iid components, to allow U satisfying a certain freeness condition. This class of matrices encompasses Haar matrices and other unitarily invariant matrices. We use the replica method and the decoupling principle of Guo and Verdu, as well as a number of information-theoretic bounds, to study the input-output mutual information and the support recovery error rate in the limit of n → ∞. We also extend the scope of the large deviation approach of Rangan and characterize the performance of a class of estimators encompassing thresholded linear MMSE and l1 relaxation. A constructive solution of the irregular sampling problem for band- limited functions is given. We show how a band-limited function can be com- pletely reconstructed from any random sampling set whose density is higher than the Nyquist rate, and give precise estimates for the speed of convergence of this iteration method. Variations of this algorithm allow for irregular sampling with derivatives, reconstruction of band-limited functions from local averages, and irregular sampling of multivariate band-limited functions. In the irregular sampling problem one is asked whether and how a band- limited function can be completely reconstructed from its irregularly sam- pled values f(xi). This has many applications in signal and image processing, seismology, meteorology, medical imaging, etc. Finding constructive solutions of this problem has received considerable attention among mathematicians and engineers. The mathematical literature provides several uniqueness results (1, 2, 17, 18, 19). It is now part of the folklore that for stable sampling the sampling rate must be at least the Nyquist rate (18). These results, as deep as they are, have had little impact for the applied sciences, because they were not constructive. If the sampling set is just a perturbation of the regular oversampling, then a reconstruction method has been obtained in a seminal paper by Duffin and Schaeffer (6) (see also (29)): if for some L > 0, a > 0, and o > 0 the sampling points xk , k e Z , satisfy (a) - ok a, k ^ I, then the norm equivalence A iR (x) ) with w < n o. This norm equivalence implies that it is possible to reconstruct through an iterative procedure, the so-called frame method. Most of the later work on constructive methods consists of variations of this method (3, 21, 22, 26). The above conditions on the sampling set exclude random irregular sampling sets, e.g., sets with regions of higher sampling density. A partial, but undesirable remedy, to handle highly irregular sampling sets, would be to force the above conditions by throwing away information on part of the points and accept a very slow convergence of the iteration. Sorted lists of integers are commonly used in inverted indexes and database systems. They are often compressed in memory. We can use the single-instruction, multiple data SIMD instructions available in common processors to boost the speed of integer compression schemes. Our S4-BP128-D4 scheme uses as little as 0.7CPU cycles per decoded 32-bit integer while still providing state-of-the-art compression. However, if the subsequent processing of the integers is slow, the effort spent on optimizing decompression speed can be wasted. To show that it does not have to be so, we 1 vectorize and optimize the intersection of posting lists; 2 introduce the SIMD GALLOPING algorithm. We exploit the fact that one SIMD instruction can compare four pairs of 32-bit integers at once. We experiment with two Text REtrieval Conference TREC text collections, GOV2 and ClueWeb09 category B, using logs from the TREC million-query track. We show that using only the SIMD instructions ubiquitous in all modern CPUs, our techniques for conjunctive queries can double the speed of a state-of-the-art approach. Copyright © 2015 John Wiley & Sons, Ltd. This paper presents a novel method for efficiently generating a good sampling pattern given an importance density over a 2D domain. A Penrose tiling is hierarchically subdivided creating a sufficiently large number of sample points. These points are numbered using the Fibonacci number system, and these numbers are used to threshold the samples against the local value of the importance density. Pre-computed correction vectors, obtained using relaxation, are used to improve the spectral characteristics of the sampling pattern. The technique is deterministic and very fast; the sampling time grows linearly with the required number of samples. We illustrate our technique with importance-based environment mapping, but the technique is versatile enough to be used in a large variety of computer graphics applications, such as light transport calculations, digital halftoning, geometry processing, and various rendering techniques. We consider the solution of strongly monotone variational inequalities of the form @math F ( x ? ) ? ( x - x ? ) ? 0 , for all @math x ? X . We focus on special structures that lend themselves to sampling, such as when @math X is the intersection of a large number of sets, and or @math F is an expected value or is the sum of a large number of component functions. We propose new methods that combine elements of incremental constraint projection and stochastic gradient. These methods are suitable for problems involving large-scale data, as well as problems with certain online or distributed structures. We analyze the convergence and the rate of convergence of these methods with various types of sampling schemes, and we establish a substantial rate of convergence advantage for random sampling over cyclic sampling. Abstract Stochastic substitution, the Gibbs sampler, and the sampling-importance-resampling algorithm can be viewed as three alternative sampling- (or Monte Carlo-) based approaches to the calculation of numerical estimates of marginal probability distributions. The three approaches will be reviewed, compared, and contrasted in relation to various joint probability structures frequently encountered in applications. In particular, the relevance of the approaches to calculating Bayesian posterior densities for a variety of structured models will be discussed and illustrated. We present a new generic sequential importance sampling algorithm, called stochastic enumeration (SE) for counting #P-complete problems, such as the number of satisfiability assignments and the number of perfect matchings (permanent). We show that SE presents a natural generalization of the classic one-step-look-ahead algorithm in the sense that it: Runs in parallel multiple trajectories instead of a single one; Employs a polynomial time decision making oracle, which can be viewed as an n-step-look-ahead algorithm, where n is the size of the problem. Our simulation studies indicate good performance of SE as compared with the well-known splitting and SampleSearch methods. The fixed slope lossy algorithm derived from the kth-order adaptive arithmetic codeword length function is extended to finite-state decoders or trellis-structured decoders. When this algorithm is used to encode a stationary, ergodic source with a continuous alphabet, the Lagrangian performance converges with probability one to a quantity computable as the infimum of an information-theoretic functional over a set of auxiliary random variables and reproduction levels, where spl lambda >0 and - spl lambda are designated to be the slope of the rate distortion function R(D) of the source at some D; the quantity is close to R(D)+ spl lambda D when the order k used in the arithmetic coding or the number of states in the decoders is large enough, An alternating minimization algorithm for computing the quantity is presented; this algorithm is based on a training sequence and in turn gives rise to a design algorithm for variable-rate trellis source codes. The resulting variable-rate trellis source codes are very efficient in low-rate regions. With k=8, the mean-squared error encoding performance at the rate 1 2 bits sample for memoryless Gaussian sources is comparable to that afforded by trellis-coded quantizers; with k=8 and the number of states in the decoder=32, the mean-squared error encoding performance at the rate 1 2 bits sample for memoryless Laplacian sources is about 1 dB better than that afforded by the trellis-coded quantizers with 256 states, with k=8 and the number of states in the decoder=256, the mean-squared error encoding performance at the rates of a fraction of 1 bit sample for highly dependent Gauss-Markov sources with correlation coefficient 0.9 is within about 0.6 dB of the distortion rate function. When faced with high-dimensional data, one often uses principal component analysis (PCA) for dimension reduction. Classical PCA constructs a set of uncorrelated variables, which correspond to eigenvectors of the sample covariance matrix. However, it is well-known that this covariance matrix is strongly affected by anomalous observations. It is therefore necessary to apply robust methods that are resistant to possible outliers. Li and Chen [J. Am. Stat. Assoc. 80 (1985) 759] proposed a solution based on projection pursuit (PP). The idea is to search for the direction in which the projected observations have the largest robust scale. In subsequent steps, each new direction is constrained to be orthogonal to all previous directions. This method is very well suited for high-dimensional data, even when the number of variables p is higher than the number of observations n. However, the algorithm of Li and Chen has a high computational cost. In the references [C. Croux, A. Ruiz-Gazen, in COMPSTAT: Proceedings in Computational Statistics 1996, Physica-Verlag, Heidelberg, 1996, pp. 211–217; C. Croux and A. Ruiz-Gazen, High Breakdown Estimators for Principal Components: the Projection-Pursuit Approach Revisited, 2000, submitted for publication.], a computationally much more attractive method is presented, but in high dimensions (large p) it has a numerical accuracy problem and still consumes much computation time. In this paper, we construct a faster two-step algorithm that is more stable numerically. The new algorithm is illustrated on a data set with four dimensions and on two chemometrical data sets with 1200 and 600 dimensions.