← 研踪 PaperTrailarXiv:2611.02808 · v1
Sketching in Regression: Sketchy in Practice?
首次提交 2026-11-02 17:16
版本更新 2026-11-02 17:16
雷达观测 2026-11-04 23:42
摘要
The Johnson-Lindenstrauss (JL) lemma and its extensions provide tools for solving the $L_2$ regression problem in high-dimensional settings with $n>d$, by transforming a subspace of $\mathbb{R}^{n}$ to a subspace of $\mathbb{R}^{m}$, (where $m<n$) while approximately preserving the norms of elements of the subspace. In this paper, we study the theoretical guarantees made by various JL-based subspace embeddings critically and concretely to gauge their practical applicability. We derive concrete versions of results on subspace embeddings in the literature to establish lower bounds on the reduced dimension as well as to concretely analyze the complexity of the Fast JL, OSNAP Transforms among other embeddings. These analyses suggest that guaranteeing substantial computational savings while maintaining the accuracy of the sketched solution requires data dimensions larger than those typically encountered in practice. We also see that, for practically necessary accuracy requirements or for sparsity requirements for computational gain, existing theoretical guarantees lead to substantially large reduced dimensions. This leads to very stringent data requirements for establishing guarantees of any kind.
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v1 · 2026-11-02 17:16 · 最新观测版本
Sketching in Regression: Sketchy in Practice?
The Johnson-Lindenstrauss (JL) lemma and its extensions provide tools for solving the $L_2$ regression problem in high-dimensional settings with $n>d$, by transforming a subspace of $\mathbb{R}^{n}$ to a subspace of $\mathbb{R}^{m}$, (where $m<n$) while approximately preserving the norms of elements of the subspace. In this paper, we study the theoretical guarantees made by various JL-based subspace embeddings critically and concretely to gauge their practical applicability. We derive concrete versions of results on subspace embeddings in the literature to establish lower bounds on the reduced dimension as well as to concretely analyze the complexity of the Fast JL, OSNAP Transforms among other embeddings. These analyses suggest that guaranteeing substantial computational savings while maintaining the accuracy of the sketched solution requires data dimensions larger than those typically encountered in practice. We also see that, for practically necessary accuracy requirements or for sparsity requirements for computational gain, existing theoretical guarantees lead to substantially large reduced dimensions. This leads to very stringent data requirements for establishing guarantees of any kind.
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