{"title":"pylspack:绘制、列子集选择、回归和杠杆分数的并行算法和数据结构","authors":"Aleksandros Sobczyk, Efstratios Gallopoulos","doi":"10.1145/3555370","DOIUrl":null,"url":null,"abstract":"We present parallel algorithms and data structures for three fundamental operations in Numerical Linear Algebra: (i) Gaussian and CountSketch random projections and their combination, (ii) computation of the Gram matrix, and (iii) computation of the squared row norms of the product of two matrices, with a special focus on “tall-and-skinny” matrices, which arise in many applications. We provide a detailed analysis of the ubiquitous CountSketch transform and its combination with Gaussian random projections, accounting for memory requirements, computational complexity and workload balancing. We also demonstrate how these results can be applied to column subset selection, least squares regression and leverage scores computation. These tools have been implemented in pylspack, a publicly available Python package1 whose core is written in C++ and parallelized with OpenMP and that is compatible with standard matrix data structures of SciPy and NumPy. Extensive numerical experiments indicate that the proposed algorithms scale well and significantly outperform existing libraries for tall-and-skinny matrices.","PeriodicalId":50935,"journal":{"name":"ACM Transactions on Mathematical Software","volume":"48 1","pages":"1 - 27"},"PeriodicalIF":2.7000,"publicationDate":"2022-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"pylspack: Parallel Algorithms and Data Structures for Sketching, Column Subset Selection, Regression, and Leverage Scores\",\"authors\":\"Aleksandros Sobczyk, Efstratios Gallopoulos\",\"doi\":\"10.1145/3555370\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We present parallel algorithms and data structures for three fundamental operations in Numerical Linear Algebra: (i) Gaussian and CountSketch random projections and their combination, (ii) computation of the Gram matrix, and (iii) computation of the squared row norms of the product of two matrices, with a special focus on “tall-and-skinny” matrices, which arise in many applications. We provide a detailed analysis of the ubiquitous CountSketch transform and its combination with Gaussian random projections, accounting for memory requirements, computational complexity and workload balancing. We also demonstrate how these results can be applied to column subset selection, least squares regression and leverage scores computation. These tools have been implemented in pylspack, a publicly available Python package1 whose core is written in C++ and parallelized with OpenMP and that is compatible with standard matrix data structures of SciPy and NumPy. Extensive numerical experiments indicate that the proposed algorithms scale well and significantly outperform existing libraries for tall-and-skinny matrices.\",\"PeriodicalId\":50935,\"journal\":{\"name\":\"ACM Transactions on Mathematical Software\",\"volume\":\"48 1\",\"pages\":\"1 - 27\"},\"PeriodicalIF\":2.7000,\"publicationDate\":\"2022-03-05\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ACM Transactions on Mathematical Software\",\"FirstCategoryId\":\"94\",\"ListUrlMain\":\"https://doi.org/10.1145/3555370\",\"RegionNum\":1,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"COMPUTER SCIENCE, SOFTWARE ENGINEERING\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ACM Transactions on Mathematical Software","FirstCategoryId":"94","ListUrlMain":"https://doi.org/10.1145/3555370","RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"COMPUTER SCIENCE, SOFTWARE ENGINEERING","Score":null,"Total":0}
pylspack: Parallel Algorithms and Data Structures for Sketching, Column Subset Selection, Regression, and Leverage Scores
We present parallel algorithms and data structures for three fundamental operations in Numerical Linear Algebra: (i) Gaussian and CountSketch random projections and their combination, (ii) computation of the Gram matrix, and (iii) computation of the squared row norms of the product of two matrices, with a special focus on “tall-and-skinny” matrices, which arise in many applications. We provide a detailed analysis of the ubiquitous CountSketch transform and its combination with Gaussian random projections, accounting for memory requirements, computational complexity and workload balancing. We also demonstrate how these results can be applied to column subset selection, least squares regression and leverage scores computation. These tools have been implemented in pylspack, a publicly available Python package1 whose core is written in C++ and parallelized with OpenMP and that is compatible with standard matrix data structures of SciPy and NumPy. Extensive numerical experiments indicate that the proposed algorithms scale well and significantly outperform existing libraries for tall-and-skinny matrices.
期刊介绍:
As a scientific journal, ACM Transactions on Mathematical Software (TOMS) documents the theoretical underpinnings of numeric, symbolic, algebraic, and geometric computing applications. It focuses on analysis and construction of algorithms and programs, and the interaction of programs and architecture. Algorithms documented in TOMS are available as the Collected Algorithms of the ACM at calgo.acm.org.