Title: Optimal Oblivious Subspace Embeddings with Near-Optimal Sparsity
An oblivious subspace embedding is a random m× n matrix Π such that, for any d-dimensional subspace, with high probability Π preserves the norms of all vectors in that subspace within a 1±ε factor. In this work, we give an oblivious subspace embedding with the optimal dimension m = Θ(d/ε²) that has a near-optimal sparsity of Õ(1/ε) non-zero entries per column of Π. This is the first result to nearly match the conjecture of Nelson and Nguyen [FOCS 2013] in terms of the best sparsity attainable by an optimal oblivious subspace embedding, improving on a prior bound of Õ(1/ε⁶) non-zeros per column [Chenakkod et al., STOC 2024]. We further extend our approach to the non-oblivious setting, proposing a new family of Leverage Score Sparsified embeddings with Independent Columns, which yield faster runtimes for matrix approximation and regression tasks. In our analysis, we develop a new method which uses a decoupling argument together with the cumulant method for bounding the edge universality error of isotropic random matrices. To achieve near-optimal sparsity, we combine this general-purpose approach with new trace inequalities that leverage the specific structure of our subspace embedding construction.  more » « less
Award ID(s):
2338655
PAR ID:
10678245
Author(s) / Creator(s):
; ;
Editor(s):
Censor-Hillel, Keren; Grandoni, Fabrizio; Ouaknine, Joel; Puppis, Gabriele
Publisher / Repository:
Schloss Dagstuhl – Leibniz-Zentrum für Informatik
Date Published:
Volume:
334
ISSN:
1868-8969
ISBN:
978-3-95977-372-0
Page Range / eLocation ID:
55:1-55:20
Subject(s) / Keyword(s):
Randomized linear algebra matrix sketching subspace embeddings Theory of computation → Sketching and sampling Theory of computation → Random projections and metric embeddings
Format(s):
Medium: X Size: 20 pages; 987545 bytes Other: application/pdf
Size(s):
20 pages 987545 bytes
Sponsoring Org:
National Science Foundation
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