License: Creative Commons Attribution 3.0 Unported license (CC BY 3.0)
When quoting this document, please refer to the following
DOI: 10.4230/LIPIcs.APPROX-RANDOM.2018.17
URN: urn:nbn:de:0030-drops-94210
URL: http://dagstuhl.sunsite.rwth-aachen.de/volltexte/2018/9421/
Levi, Amit ;
Yoshida, Yuichi
Sublinear-Time Quadratic Minimization via Spectral Decomposition of Matrices
Abstract
We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle the case where the minimization is done over a sphere. The analysis of our algorithms is obtained by combining results from graph limit theory, along with a novel spectral decomposition of matrices. Specifically, we prove that a matrix A can be decomposed into a structured part and a pseudorandom part, where the structured part is a block matrix with a polylogarithmic number of blocks, such that in each block all the entries are the same, and the pseudorandom part has a small spectral norm, achieving better error bound than the existing decomposition theorem of Frieze and Kannan (FOCS'96). As an additional application of the decomposition theorem, we give a sublinear-time approximation algorithm for computing the top singular values of a matrix.
BibTeX - Entry
@InProceedings{levi_et_al:LIPIcs:2018:9421,
author = {Amit Levi and Yuichi Yoshida},
title = {{Sublinear-Time Quadratic Minimization via Spectral Decomposition of Matrices}},
booktitle = {Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2018)},
pages = {17:1--17:19},
series = {Leibniz International Proceedings in Informatics (LIPIcs)},
ISBN = {978-3-95977-085-9},
ISSN = {1868-8969},
year = {2018},
volume = {116},
editor = {Eric Blais and Klaus Jansen and Jos{\'e} D. P. Rolim and David Steurer},
publisher = {Schloss Dagstuhl--Leibniz-Zentrum fuer Informatik},
address = {Dagstuhl, Germany},
URL = {http://drops.dagstuhl.de/opus/volltexte/2018/9421},
URN = {urn:nbn:de:0030-drops-94210},
doi = {10.4230/LIPIcs.APPROX-RANDOM.2018.17},
annote = {Keywords: Qudratic function minimization, Approximation Algorithms, Matrix spectral decomposition, Graph limits}
}
Keywords: |
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Qudratic function minimization, Approximation Algorithms, Matrix spectral decomposition, Graph limits |
Collection: |
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Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2018) |
Issue Date: |
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2018 |
Date of publication: |
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13.08.2018 |