Optimal Sketching for Trace Estimation

Authors: Shuli Jiang, Hai Pham, David Woodruff, Richard Zhang

NeurIPS 2021 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental Finally, our experiments demonstrate the superior performance of our sketch over the adaptive Hutch++ algorithm, which is less parallelizable, as well as over the non-adaptive Hutchinson s method.
Researcher Affiliation Collaboration Shuli Jiang Robotics Institute Carnegie Mellon University shulij@andrew.cmu.edu Hai Pham Language Technologies Institute Carnegie Mellon University htpham@cs.cmu.edu David P. Woodruff Computer Science Department Carnegie Mellon University dwoodruf@cs.cmu.edu Qiuyi (Richard) Zhang Google Brain qiuyiz@google.com
Pseudocode Yes Algorithm 1 Hutch++: Stochastic trace estimation with adaptive matrix-vector queries ... Algorithm 2 NA-Hutch++: Stochastic trace estimation with non-adaptive matrix-vector queries
Open Source Code Yes All the code is included in the supplementary material and will be publicly released. Our code is available at: https://github.com/11hifish/OptSketchTraceEst
Open Datasets Yes All datasets used in the experiments are public. The links to the datasets are provided in the footnote in Section 5.
Dataset Splits No The paper mentions conducting '100 random runs' but does not specify how the datasets were split into training, validation, or test sets.
Hardware Specification Yes All experiments are conducted on machines with 40 CPU cores.
Software Dependencies No The paper mentions 'Python multiprocessing package' and 'sparse_dot_mkl' but does not provide specific version numbers for these or other key software dependencies like Python itself or any machine learning frameworks.
Experiment Setup Yes We set c1 = c3 = 1/4 and c2 = 1/2 as [16] suggests. For all of our experiments, we fix the error parameter ϵ = 0.01 and measure the performance of each algorithm with {10, 30, 50, . . . , 130, 150} queries on synthetic, roget and precipitation, and with {100, 200, . . . , 700, 800} queries on arxiv_cm... with varying max moments {10, 15, . . . , 30} and 30 matrix-vector queries.