Dimensionality Reduction for k-Means Clustering and Low Rank Approximation

We show how to approximate a data matrix $\mathbf{A}$ with a much smaller sketch $\mathbf{\tilde A}$ that can be used to solve a general class of constrained k-rank approximation problems to within $(1+\epsilon)$ error. Importantly, this class of problems includes $k$-means clustering and unconstrained low rank approximation (i.e. principal component analysis). By reducing data points to just $O(k)$ dimensions, our methods generically accelerate any exact, approximate, or heuristic algorithm for these ubiquitous problems. For $k$-means dimensionality reduction, we provide $(1+\epsilon)$ relative error results for many common sketching techniques, including random row projection, column selection, and approximate SVD. For approximate principal component analysis, we give a simple alternative to known algorithms that has applications in the streaming setting. Additionally, we extend recent work on column-based matrix reconstruction, giving column subsets that not only `cover' a good subspace for \bv{A}, but can be used directly to compute this subspace. Finally, for $k$-means clustering, we show how to achieve a $(9+\epsilon)$ approximation by Johnson-Lindenstrauss projecting data points to just $O(\log k/\epsilon^2)$ dimensions. This gives the first result that leverages the specific structure of $k$-means to achieve dimension independent of input size and sublinear in $k$

Randomized Dimension Reduction on Massive Data

Scalability of statistical estimators is of increasing importance in modern applications and dimension reduction is often used to extract relevant information from data. A variety of popular dimension reduction approaches can be framed as symmetric generalized eigendecomposition problems. In this paper we outline how taking into account the low rank structure assumption implicit in these dimension reduction approaches provides both computational and statistical advantages. We adapt recent randomized low-rank approximation algorithms to provide efficient solutions to three dimension reduction methods: Principal Component Analysis (PCA), Sliced Inverse Regression (SIR), and Localized Sliced Inverse Regression (LSIR). A key observation in this paper is that randomization serves a dual role, improving both computational and statistical performance. This point is highlighted in our experiments on real and simulated data.Comment: 31 pages, 6 figures, Key Words:dimension reduction, generalized eigendecompositon, low-rank, supervised, inverse regression, random projections, randomized algorithms, Krylov subspace method

Learning Edge Representations via Low-Rank Asymmetric Projections

We propose a new method for embedding graphs while preserving directed edge information. Learning such continuous-space vector representations (or embeddings) of nodes in a graph is an important first step for using network information (from social networks, user-item graphs, knowledge bases, etc.) in many machine learning tasks. Unlike previous work, we (1) explicitly model an edge as a function of node embeddings, and we (2) propose a novel objective, the "graph likelihood", which contrasts information from sampled random walks with non-existent edges. Individually, both of these contributions improve the learned representations, especially when there are memory constraints on the total size of the embeddings. When combined, our contributions enable us to significantly improve the state-of-the-art by learning more concise representations that better preserve the graph structure. We evaluate our method on a variety of link-prediction task including social networks, collaboration networks, and protein interactions, showing that our proposed method learn representations with error reductions of up to 76% and 55%, on directed and undirected graphs. In addition, we show that the representations learned by our method are quite space efficient, producing embeddings which have higher structure-preserving accuracy but are 10 times smaller