Near-optimal Coresets For Least-Squares Regression

We study (constrained) least-squares regression as well as multiple response least-squares regression and ask the question of whether a subset of the data, a coreset, suffices to compute a good approximate solution to the regression. We give deterministic, low order polynomial-time algorithms to construct such coresets with approximation guarantees, together with lower bounds indicating that there is not much room for improvement upon our results.Comment: To appear in IEEE Transactions on Information Theor

Coreset Clustering on Small Quantum Computers

Many quantum algorithms for machine learning require access to classical data in superposition. However, for many natural data sets and algorithms, the overhead required to load the data set in superposition can erase any potential quantum speedup over classical algorithms. Recent work by Harrow introduces a new paradigm in hybrid quantum-classical computing to address this issue, relying on coresets to minimize the data loading overhead of quantum algorithms. We investigate using this paradigm to perform $k$-means clustering on near-term quantum computers, by casting it as a QAOA optimization instance over a small coreset. We compare the performance of this approach to classical $k$-means clustering both numerically and experimentally on IBM Q hardware. We are able to find data sets where coresets work well relative to random sampling and where QAOA could potentially outperform standard $k$-means on a coreset. However, finding data sets where both coresets and QAOA work well--which is necessary for a quantum advantage over $k$-means on the entire data set--appears to be challenging

Coresets-Methods and History: A Theoreticians Design Pattern for Approximation and Streaming Algorithms

We present a technical survey on the state of the art approaches in data reduction and the coreset framework. These include geometric decompositions, gradient methods, random sampling, sketching and random projections. We further outline their importance for the design of streaming algorithms and give a brief overview on lower bounding techniques

Coresets for Regressions with Panel Data

This paper introduces the problem of coresets for regression problems to panel data settings. We first define coresets for several variants of regression problems with panel data and then present efficient algorithms to construct coresets of size that depend polynomially on 1/$\varepsilon$ (where $\varepsilon$ is the error parameter) and the number of regression parameters - independent of the number of individuals in the panel data or the time units each individual is observed for. Our approach is based on the Feldman-Langberg framework in which a key step is to upper bound the "total sensitivity" that is roughly the sum of maximum influences of all individual-time pairs taken over all possible choices of regression parameters. Empirically, we assess our approach with synthetic and real-world datasets; the coreset sizes constructed using our approach are much smaller than the full dataset and coresets indeed accelerate the running time of computing the regression objective.Comment: This is a Full version of a paper to appear in NeurIPS 2020. The code can be found in https://github.com/huanglx12/Coresets-for-regressions-with-panel-dat