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Jakob B. T. Knudsen

Publications and source records attributed to Jakob B. T. Knudsen.

5 recordsLinked to original sources

Fast Evaluation of Polynomials with Rational Preprocessing

Horner's rule evaluates a monic degree-$n$ polynomial using $n-1$ multiplications. We show that with rational preprocessing of the coefficients, any such polynomial can be evaluated using only $\lfloor n/2 \rfloor + 1$ multiplications over fields of characteristic zero or of characteristic $p>n$. This resolves the multiplication side of a conjecture of Rabin and Winograd (Comm. Pure Appl. Math 1972), who achieved $n/2 + 2\lceil\log_2 n\rceil$ multiplications and conjectured the logarithmic overhead was necessary. We show that this multiplication count can't be beaten in general, proving that three multiplications do not suffice for degree~$6$. This strengthens the lower bound of Pan (STOC 1978), who proved a tight bound for general, complex preprocessing. In characteristic~2, for every $n>1$ and every finite field of size at least $2n$, we prove that an $n$-multiplication chain cannot parametrize all value vectors at $2n$ distinct evaluation points, even with arbitrary preprocessing. We give $\lfloor n/2 \rfloor + 1$ multiplication schedules over characteristic~2, each with an explicit inverse, for every odd degree $n\le 25$ and conjecture that this is possible for all $n$. We also give an injective polynomial construction for universal hashing that uses $N$ multiplications to hash $2N$ values with a single random key. This improves the best previous construction by Daniel J. Bernstein (cryp.to).

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Oblivious Sketching of High-Degree Polynomial Kernels

Kernel methods are fundamental tools in machine learning that allow detection of non-linear dependencies between data without explicitly constructing feature vectors in high dimensional spaces. A major disadvantage of kernel methods is their poor scalability: primitives such as kernel PCA or kernel ridge regression generally take prohibitively large quadratic space and (at least) quadratic time, as kernel matrices are usually dense. Some methods for speeding up kernel linear algebra are known, but they all invariably take time exponential in either the dimension of the input point set (e.g., fast multipole methods suffer from the curse of dimensionality) or in the degree of the kernel function. Oblivious sketching has emerged as a powerful approach to speeding up numerical linear algebra over the past decade, but our understanding of oblivious sketching solutions for kernel matrices has remained quite limited, suffering from the aforementioned exponential dependence on input parameters. Our main contribution is a general method for applying sketching solutions developed in numerical linear algebra over the past decade to a tensoring of data points without forming the tensoring explicitly. This leads to the first oblivious sketch for the polynomial kernel with a target dimension that is only polynomially dependent on the degree of the kernel function, as well as the first oblivious sketch for the Gaussian kernel on bounded datasets that does not suffer from an exponential dependence on the dimensionality of input data points.

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Fast hashing with Strong Concentration Bounds

Previous work on tabulation hashing by Patrascu and Thorup from STOC'11 on simple tabulation and from SODA'13 on twisted tabulation offered Chernoff-style concentration bounds on hash based sums, e.g., the number of balls/keys hashing to a given bin, but under some quite severe restrictions on the expected values of these sums. The basic idea in tabulation hashing is to view a key as consisting of $c=O(1)$ characters, e.g., a 64-bit key as $c=8$ characters of 8-bits. The character domain $Σ$ should be small enough that character tables of size $|Σ|$ fit in fast cache. The schemes then use $O(1)$ tables of this size, so the space of tabulation hashing is $O(|Σ|)$. However, the concentration bounds by Patrascu and Thorup only apply if the expected sums are $\ll |Σ|$. To see the problem, consider the very simple case where we use tabulation hashing to throw $n$ balls into $m$ bins and want to analyse the number of balls in a given bin. With their concentration bounds, we are fine if $n=m$, for then the expected value is $1$. However, if $m=2$, as when tossing $n$ unbiased coins, the expected value $n/2$ is $\gg |Σ|$ for large data sets, e.g., data sets that do not fit in fast cache. To handle expectations that go beyond the limits of our small space, we need a much more advanced analysis of simple tabulation, plus a new tabulation technique that we call \emph{tabulation-permutation} hashing which is at most twice as slow as simple tabulation. No other hashing scheme of comparable speed offers similar Chernoff-style concentration bounds.

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No Repetition: Fast Streaming with Highly Concentrated Hashing

To get estimators that work within a certain error bound with high probability, a common strategy is to design one that works with constant probability, and then boost the probability using independent repetitions. Important examples of this approach are small space algorithms for estimating the number of distinct elements in a stream, or estimating the set similarity between large sets. Using standard strongly universal hashing to process each element, we get a sketch based estimator where the probability of a too large error is, say, 1/4. By performing $r$ independent repetitions and taking the median of the estimators, the error probability falls exponentially in $r$. However, running $r$ independent experiments increases the processing time by a factor $r$. Here we make the point that if we have a hash function with strong concentration bounds, then we get the same high probability bounds without any need for repetitions. Instead of $r$ independent sketches, we have a single sketch that is $r$ times bigger, so the total space is the same. However, we only apply a single hash function, so we save a factor $r$ in time, and the overall algorithms just get simpler. Fast practical hash functions with strong concentration bounds were recently proposed by Aamand em et al. (to appear in STOC 2020). Using their hashing schemes, the algorithms thus become very fast and practical, suitable for online processing of high volume data streams.

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Almost Optimal Tensor Sketch

We construct a matrix $M\in R^{m\otimes d^c}$ with just $m=O(c\,λ\,\varepsilon^{-2}\text{poly}\log1/\varepsilonδ)$ rows, which preserves the norm $\|Mx\|_2=(1\pm\varepsilon)\|x\|_2$ of all $x$ in any given $λ$ dimensional subspace of $ R^d$ with probability at least $1-δ$. This matrix can be applied to tensors $x^{(1)}\otimes\dots\otimes x^{(c)}\in R^{d^c}$ in $O(c\, m \min\{d,m\})$ time -- hence the name "Tensor Sketch". (Here $x\otimes y = \text{asvec}(xy^T) = [x_1y_1, x_1y_2,\dots,x_1y_m,x_2y_1,\dots,x_ny_m]\in R^{nm}$.) This improves upon earlier Tensor Sketch constructions by Pagh and Pham~[TOCT 2013, SIGKDD 2013] and Avron et al.~[NIPS 2014] which require $m=Ω(3^cλ^2δ^{-1})$ rows for the same guarantees. The factors of $λ$, $\varepsilon^{-2}$ and $\log1/δ$ can all be shown to be necessary making our sketch optimal up to log factors. With another construction we get $λ$ times more rows $m=\tilde O(c\,λ^2\,\varepsilon^{-2}(\log1/δ)^3)$, but the matrix can be applied to any vector $x^{(1)}\otimes\dots\otimes x^{(c)}\in R^{d^c}$ in just $\tilde O(c\, (d+m))$ time. This matches the application time of Tensor Sketch while still improving the exponential dependencies in $c$ and $\log1/δ$. Technically, we show two main lemmas: (1) For many Johnson Lindenstrauss (JL) constructions, if $Q,Q'\in R^{m\times d}$ are independent JL matrices, the element-wise product $Qx \circ Q'y$ equals $M(x\otimes y)$ for some $M\in R^{m\times d^2}$ which is itself a JL matrix. (2) If $M^{(i)}\in R^{m\times md}$ are independent JL matrices, then $M^{(1)}(x \otimes (M^{(2)}y \otimes \dots)) = M(x\otimes y\otimes \dots)$ for some $M\in R^{m\times d^c}$ which is itself a JL matrix. Combining these two results give an efficient sketch for tensors of any size.

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