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Laura Grigori

2 accepted papers

2023

Block Subsampled Randomized Hadamard Transform for Nyström Approximation on Distributed Architectures

ICML 2023poster

This article introduces a novel structured random matrix composed blockwise from subsampled randomized Hadamard transforms (SRHTs). The block SRHT is expected to outperform well-known dimension reduction maps, including SRHT and Gaussian matrices on distributed architectures. We prove that a block S…

Cited by 4SourcePDFScholar
2023

Fast Exact Leverage Score Sampling from Khatri-Rao Products with Applications to Tensor Decomposition

NeurIPS 2023poster

We present a data structure to randomly sample rows from the Khatri-Rao product of several matrices according to the exact distribution of its leverage scores. Our proposed sampler draws each row in time logarithmic in the height of the Khatri-Rao product and quadratic in its column count, with pers…