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Spotlight Poster

Approximating the Top Eigenvector in Random Order Streams

Praneeth Kacham · David Woodruff

East Exhibit Hall A-C #3203
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Fri 13 Dec 4:30 p.m. PST — 7:30 p.m. PST

Abstract: When rows of an n×d matrix A are given in a stream, we study algorithms for approximating the top eigenvector of ATA (equivalently, the top right singular vector of A). We consider worst case inputs A but assume that the rows are presented to the streaming algorithm in a uniformly random order. We show that when the gap parameter R=σ1(A)2/σ2(A)2=Ω(1), then there is a randomized algorithm that uses O(hdpolylog(d)) bits of space and outputs a unit vector v that has a correlation 1O(1/R) with the top eigenvector v1. Here h denotes the number of heavy rows'' in the matrix, defined as the rows with Euclidean norm at least AF/dpolylog(d). We also provide a lower bound showing that any algorithm using O(hd/R) bits of space can obtain at most 1Ω(1/R2) correlation with the top eigenvector. Thus, parameterizing the space complexity in terms of the number of heavy rows is necessary for high accuracy solutions.Our results improve upon the R=Ω(lognlogd) requirement in a recent work of Price. We note that Price's algorithm works for arbitrary order streams whereas our algorithm requires a stronger assumption that the rows are presented in a uniformly random order. We additionally show that the gap requirements in Price's analysis can be brought down to R=Ω(log2d) for arbitrary order streams and R=Ω(logd) for random order streams. The requirement of R=Ω(logd) for random order streams is nearly tight for Price's analysis as we obtain a simple instance with R=Ω(logd/loglogd) for which Price's algorithm, with any fixed learning rate, cannot output a vector approximating the top eigenvector v1.

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