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Randomized Linear Algebra and Optimization: Matrix sketching algorithms and their application in the least-squares problem and Newton's method

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Matrix sketching algorithms and its application in MSD

Introduction

This repository contains documents and codes for Randomized Linear Algebra Algorithms for Very Over-constrained Least-squares Problem and its Application in Composed Year Prediction of Songs. It implements four matrix sketching algorithms, Gaussian Projection, Subsampled Randomized Hadamard Transform(SRHT), Count Sketch and Leverage Score Sampling and applies them to Million Song Dataset.

Data

The data required is YearPredictionMSD. The recommended way to fetch the dataset is downloading from here. If you are using Linux, it's easy to fetch the dataset via following commands.

wget http://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/regression/YearPredictionMSD.bz2
bzip2 -d YearPredictionMSD.bz2

Please move the dataset file to the directory ./data/ and run python processLibSVMData.py to convert the raw data to .npy document type.

Install and Usage

To run these codes, numpy and pandas are required and Python 3 is recommended.

It's easy to run these codes, just adjust the codes in your desired way and run

python sketch.py

Please wait patiently because it does take a long time to finish. If you are using Linux, it's recommended to run in the background:

nohup python -u sketch.py > log.txt &

Reference

The codes of dataset preprocessing are based on PyRLA.

Information

If you have any issues, please create a new issue of this repository or contact me via [email protected].

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Randomized Linear Algebra and Optimization: Matrix sketching algorithms and their application in the least-squares problem and Newton's method

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