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Richard Peng

5 accepted papers

2020

A Matrix Chernoff Bound for Markov Chains and Its Application to Co-occurrence Matrices

NeurIPS 2020poster

We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a regular (aperiodic and irreducible) finite Markov chain. Specially, consider a random walk on a regular Markov chain and a Hermitian matrix-valued function on its state space. Our result gives exponentially decre…

Cited by 10SourcePDFScholar
2020

Faster Graph Embeddings via Coarsening

ICML 2020poster

Graph embeddings are a ubiquitous tool for machine learning tasks, such as node classification and link prediction, on graph-structured data. However, computing the embeddings for large-scale graphs is prohibitively inefficient even if we are interested only in a small subset of relevant vertices. T…

Cited by 31SourcePDFScholar
2016

SPALS: Fast Alternating Least Squares via Implicit Leverage Scores Sampling

NeurIPS 2016poster

Tensor CANDECOMP/PARAFAC (CP) decomposition is a powerful but computationally challenging tool in modern data analytics. In this paper, we show ways of sampling intermediate steps of alternating minimization algorithms for computing low rank tensor CP decompositions, leading to the sparse alternatin…

2016

Simple and Scalable Constrained Clustering: a Generalized Spectral Method

AISTATS 2016poster

We present a simple spectral approach to the well-studied constrained clustering problem. It captures constrained clustering as a generalized eigenvalue problem with graph Laplacians. The algorithm works in nearly-linear time and provides concrete guarantees for the quality of the clusters, at least…

Cited by 64SourcePDFScholar