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Count Sketch
Count sketch is a type of dimensionality reduction that is particularly efficient in statistics, machine learning and algorithms. It was invented by Moses Charikar, Kevin Chen and Martin Farach-Colton in an effort to speed up the AMS Sketch by Alon, Matias and Szegedy for approximating the frequency moments of streams. The sketch is nearly identical to the Feature hashing algorithm by John Moody, but differs in its use of hash functions with low dependence, which makes it more practical. In order to still have a high probability of success, the median trick is used to aggregate multiple count sketches, rather than the mean. These properties allow use for explicit kernel methods, bilinear pooling in neural networks and is a cornerstone in many numerical linear algebra algorithms.Woodruff, David P. "Sketching as a Tool for Numerical Linear Algebra." Theoretical Computer Science 10.1-2 (2014): 1–157. Mathematical definition 1. For constants w and t (to be defined later) ind ...
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Dimensionality Reduction
Dimensionality reduction, or dimension reduction, is the transformation of data from a high-dimensional space into a low-dimensional space so that the low-dimensional representation retains some meaningful properties of the original data, ideally close to its intrinsic dimension. Working in high-dimensional spaces can be undesirable for many reasons; raw data are often sparse as a consequence of the curse of dimensionality, and analyzing the data is usually computationally intractable (hard to control or deal with). Dimensionality reduction is common in fields that deal with large numbers of observations and/or large numbers of variables, such as signal processing, speech recognition, neuroinformatics, and bioinformatics. Methods are commonly divided into linear and nonlinear approaches. Approaches can also be divided into feature selection and feature extraction. Dimensionality reduction can be used for noise reduction, data visualization, cluster analysis, or as an intermediat ...
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Neural Network
A neural network is a network or circuit of biological neurons, or, in a modern sense, an artificial neural network, composed of artificial neurons or nodes. Thus, a neural network is either a biological neural network, made up of biological neurons, or an artificial neural network, used for solving artificial intelligence (AI) problems. The connections of the biological neuron are modeled in artificial neural networks as weights between nodes. A positive weight reflects an excitatory connection, while negative values mean inhibitory connections. All inputs are modified by a weight and summed. This activity is referred to as a linear combination. Finally, an activation function controls the amplitude of the output. For example, an acceptable range of output is usually between 0 and 1, or it could be −1 and 1. These artificial networks may be used for predictive modeling, adaptive control and applications where they can be trained via a dataset. Self-learning resulting from e ...
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Count–min Sketch
In computing, the count–min sketch (CM sketch) is a probabilistic data structure that serves as a frequency table of events in a stream of data. It uses hash functions to map events to frequencies, but unlike a hash table uses only sub-linear space, at the expense of overcounting some events due to collisions. The count–min sketch was invented in 2003 by Graham Cormode and S. Muthu Muthukrishnan and described by them in a 2005 paper. Count–min sketch is an alternative to count sketch and AMS sketch and can be considered an implementation of a counting Bloom filter (Fan et al., 1998) or multistage-filter. However, they are used differently and therefore sized differently: a count–min sketch typically has a sublinear number of cells, related to the desired approximation quality of the sketch, while a counting Bloom filter is more typically sized to match the number of elements in the set. Data structure The goal of the basic version of the count–min sketch is to con ...
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Khatri–Rao Product
In mathematics, the Khatri–Rao product of matrices defined as : \mathbf \ast \mathbf = \left(\mathbf_ \otimes \mathbf_\right)_ in which the ''ij''-th block is the sized Kronecker product of the corresponding blocks of A and B, assuming the number of row and column partitions of both matrices is equal. The size of the product is then . For example, if A and B both are partitioned matrices e.g.: : \mathbf = \left \begin \mathbf_ & \mathbf_ \\ \hline \mathbf_ & \mathbf_ \end \right= \left \begin 1 & 2 & 3 \\ 4 & 5 & 6 \\ \hline 7 & 8 & 9 \end \right,\quad \mathbf = \left \begin \mathbf_ & \mathbf_ \\ \hline \mathbf_ & \mathbf_ \end \right= \left \begin 1 & 4 & 7 \\ \hline 2 & 5 & 8 \\ 3 & 6 & 9 \end \right, we obtain: : \mathbf \ast \mathbf = \left \begin \mathbf_ \otimes \mathbf_ & \mathbf_ \otimes \mathbf_ \\ \hline \mathbf_ \otimes \mathbf_ & \mathbf_ \otimes \mathbf_ \end \right= \left \begin 1 & 2 & 12 & 21 \\ 4 & 5 & 24 & 42 \\ \hline 14 & 16 & 45 & 72 \\ 21 & ...
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Fast Fourier Transform
A fast Fourier transform (FFT) is an algorithm that computes the discrete Fourier transform (DFT) of a sequence, or its inverse (IDFT). Fourier analysis converts a signal from its original domain (often time or space) to a representation in the frequency domain and vice versa. The DFT is obtained by decomposing a sequence of values into components of different frequencies. This operation is useful in many fields, but computing it directly from the definition is often too slow to be practical. An FFT rapidly computes such transformations by factorizing the DFT matrix into a product of sparse (mostly zero) factors. As a result, it manages to reduce the complexity of computing the DFT from O\left(N^2\right), which arises if one simply applies the definition of DFT, to O(N \log N), where N is the data size. The difference in speed can be enormous, especially for long data sets where ''N'' may be in the thousands or millions. In the presence of round-off error, many FFT algorithm ...
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Kronecker Product
In mathematics, the Kronecker product, sometimes denoted by ⊗, is an operation on two matrices of arbitrary size resulting in a block matrix. It is a generalization of the outer product (which is denoted by the same symbol) from vectors to matrices, and gives the matrix of the tensor product linear map with respect to a standard choice of basis. The Kronecker product is to be distinguished from the usual matrix multiplication, which is an entirely different operation. The Kronecker product is also sometimes called matrix direct product. The Kronecker product is named after the German mathematician Leopold Kronecker (1823–1891), even though there is little evidence that he was the first to define and use it. The Kronecker product has also been called the ''Zehfuss matrix'', and the ''Zehfuss product'', after , who in 1858 described this matrix operation, but Kronecker product is currently the most widely used. Definition If A is an matrix and B is a matrix, then the Kr ...
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Convolution
In mathematics (in particular, functional analysis), convolution is a operation (mathematics), mathematical operation on two function (mathematics), functions ( and ) that produces a third function (f*g) that expresses how the shape of one is modified by the other. The term ''convolution'' refers to both the result function and to the process of computing it. It is defined as the integral of the product of the two functions after one is reflected about the y-axis and shifted. The choice of which function is reflected and shifted before the integral does not change the integral result (see #Properties, commutativity). The integral is evaluated for all values of shift, producing the convolution function. Some features of convolution are similar to cross-correlation: for real-valued functions, of a continuous or discrete variable, convolution (f*g) differs from cross-correlation (f \star g) only in that either or is reflected about the y-axis in convolution; thus it is a cross-c ...
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Outer Product
In linear algebra, the outer product of two coordinate vector In linear algebra, a coordinate vector is a representation of a vector as an ordered list of numbers (a tuple) that describes the vector in terms of a particular ordered basis. An easy example may be a position such as (5, 2, 1) in a 3-dimensiona ...s is a Matrix (mathematics), matrix. If the two vectors have dimensions ''n'' and ''m'', then their outer product is an ''n'' × ''m'' matrix. More generally, given two tensors (multidimensional arrays of numbers), their outer product is a tensor. The outer product of tensors is also referred to as their tensor product, and can be used to define the tensor algebra. The outer product contrasts with: * The dot product (a special case of "inner product"), which takes a pair of coordinate vectors as input and produces a Scalar (mathematics), scalar * The Kronecker product, which takes a pair of matrices as input and produces a block matrix * Matrix multiplication, Standard mat ...
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Pool (computer Science)
In computer science, a pool is a collection of resources that are kept, in memory, ready to use, rather than the memory acquired on use and the memory released afterwards. In this context, ''resources'' can refer to system resources such as file handles, which are external to a process, or internal resources such as objects. A pool client requests a resource from the pool and performs desired operations on the returned resource. When the client finishes its use of the resource, it is returned to the pool rather than released and lost. The pooling of resources can offer a significant response-time boost in situations that have high cost associated with resource acquiring, high rate of the requests for resources, and a low overall count of simultaneously used resources. Pooling is also useful when the latency is a concern, because a pool offers predictable times required to obtain resources since they have already been acquired. These benefits are mostly true for system resource ...
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Statistics
Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of statistical survey, surveys and experimental design, experiments.Dodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', Oxford University Press. When census data cannot be collected, statisticians collect data by developing specific experiment designs and survey sample (statistics), samples. Representative sampling as ...
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Kernel Methods
In machine learning, kernel machines are a class of algorithms for pattern analysis, whose best known member is the support-vector machine (SVM). The general task of pattern analysis is to find and study general types of relations (for example clusters, rankings, principal components, correlations, classifications) in datasets. For many algorithms that solve these tasks, the data in raw representation have to be explicitly transformed into feature vector representations via a user-specified ''feature map'': in contrast, kernel methods require only a user-specified ''kernel'', i.e., a similarity function over all pairs of data points computed using Inner products. The feature map in kernel machines is infinite dimensional but only requires a finite dimensional matrix from user-input according to the Representer theorem. Kernel machines are slow to compute for datasets larger than a couple of thousand examples without parallel processing. Kernel methods owe their name to the ...
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Median Trick
The median trick is a generic approach that increases the chances of a probabilistic algorithm to succeed. Apparently first used in 1986 by Jerrum et al. for approximate counting algorithms, the technique was later applied to a broad selection of classification and regression problems. The idea of median trick is very simple: run the randomized algorithm with numeric output multiple times, and use the median of the obtained results as a final answer. For example, for sublinear in time algorithms the same algorithm can be run repeatedly (or in parallel) over random subsets of input data, and, per Chernoff inequality, the median of the results will converge to solution very fast. For the algorithms that are sublinear in space (e.g., counting the distinct elements of a stream), different randomizations of the algorithm (say, with different hash function A hash function is any function that can be used to map data of arbitrary size to fixed-size values. The values returned by a ...
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