Tracking the l_2 Norm with Constant Update Time

The l_2 tracking problem is the task of obtaining a streaming algorithm that, given access to a stream of items a_1,a_2,a_3,... from a universe [n], outputs at each time t an estimate to the l_2 norm of the frequency vector f^{(t)}in R^n (where f^{(t)}_i is the number of occurrences of item i in the stream up to time t). The previous work [Braverman-Chestnut-Ivkin-Nelson-Wang-Woodruff, PODS 2017] gave a streaming algorithm with (the optimal) space using O(epsilon^{-2}log(1/delta)) words and O(epsilon^{-2}log(1/delta)) update time to obtain an epsilon-accurate estimate with probability at least 1-delta. We give the first algorithm that achieves update time of O(log 1/delta) which is independent of the accuracy parameter epsilon, together with the nearly optimal space using O(epsilon^{-2}log(1/delta)) words. Our algorithm is obtained using the Count Sketch of [Charilkar-Chen-Farach-Colton, ICALP 2002]

Opt: A Domain Specific Language for Non-linear Least Squares Optimization in Graphics and Imaging

Many graphics and vision problems can be expressed as non-linear least squares optimizations of objective functions over visual data, such as images and meshes. The mathematical descriptions of these functions are extremely concise, but their implementation in real code is tedious, especially when optimized for real-time performance on modern GPUs in interactive applications. In this work, we propose a new language, Opt (available under http://optlang.org), for writing these objective functions over image- or graph-structured unknowns concisely and at a high level. Our compiler automatically transforms these specifications into state-of-the-art GPU solvers based on Gauss-Newton or Levenberg-Marquardt methods. Opt can generate different variations of the solver, so users can easily explore tradeoffs in numerical precision, matrix-free methods, and solver approaches. In our results, we implement a variety of real-world graphics and vision applications. Their energy functions are expressible in tens of lines of code, and produce highly-optimized GPU solver implementations. These solver have performance competitive with the best published hand-tuned, application-specific GPU solvers, and orders of magnitude beyond a general-purpose auto-generated solver

An improved Newton iteration for the generalized inverse of a matrix, with applications

The purpose here is to clarify and illustrate the potential for the use of variants of Newton's method of solving problems of practical interest on highly personal computers. The authors show how to accelerate the method substantially and how to modify it successfully to cope with ill-conditioned matrices. The authors conclude that Newton's method can be of value for some interesting computations, especially in parallel and other computing environments in which matrix products are especially easy to work with

New Characterizations in Turnstile Streams with Applications

Recently, [Li, Nguyen, Woodruff, STOC 2014] showed any 1-pass constant probability streaming algorithm for computing a relation f on a vector x in {-m, -(m-1), ..., m}^n presented in the turnstile data stream model can be implemented by maintaining a linear sketch Ax mod q, where A is an r times n integer matrix and q = (q_1, ..., q_r) is a vector of positive integers. The space complexity of maintaining Ax mod q, not including the random bits used for sampling A and q, matches the space of the optimal algorithm. We give multiple strengthenings of this reduction, together with new applications. In particular, we show how to remove the following shortcomings of their reduction: 1. The Box Constraint. Their reduction applies only to algorithms that must be correct even if x_{infinity} = max_{i in [n]} |x_i| is allowed to be much larger than m at intermediate points in the stream, provided that x is in {-m, -(m-1), ..., m}^n at the end of the stream. We give a condition under which the optimal algorithm is a linear sketch even if it works only when promised that x is in {-m, -(m-1), ..., m}^n at all points in the stream. Using this, we show the first super-constant Omega(log m) bits lower bound for the problem of maintaining a counter up to an additive epsilon*m error in a turnstile stream, where epsilon is any constant in (0, 1/2). Previous lower bounds are based on communication complexity and are only for relative error approximation; interestingly, we do not know how to prove our result using communication complexity. More generally, we show the first super-constant Omega(log(m)) lower bound for additive approximation of l_p-norms; this bound is tight for p in [1, 2]. 2. Negative Coordinates. Their reduction allows x_i to be negative while processing the stream. We show an equivalence between 1-pass algorithms and linear sketches Ax mod q in dynamic graph streams, or more generally, the strict turnstile model, in which for all i in [n], x_i is nonnegative at all points in the stream. Combined with [Assadi, Khanna, Li, Yaroslavtsev, SODA 2016], this resolves the 1-pass space complexity of approximating the maximum matching in a dynamic graph stream, answering a question in that work. 3. 1-Pass Restriction. Their reduction only applies to 1-pass data stream algorithms in the turnstile model, while there exist algorithms for heavy hitters and for low rank approximation which provably do better with multiple passes. We extend the reduction to algorithms which make any number of passes, showing the optimal algorithm is to choose a new linear sketch at the beginning of each pass, based on the output of previous passes