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Carnegie Mellon University
Optimal Query Complexities for Dynamic Trace Estimation
David P. Woodruff, Carnegie Mellon University, dwoodruf@cs.cmu.edu "3026 Fred Zhang, UC Berkeley, z0@berkeley.edu, "3026 Qiuyi (Richard) Zhang, Google Brain, qiuyiz@google.com
We consider the problem of minimizing the number of matrix-vector queries needed for accurate trace estimation in the dynamic setting where our underlying matrix is changing slowly, such as during an optimization process.
Optimal Query Complexities for Dynamic Trace Estimation
David P. Woodruff, Carnegie Mellon University, dwoodruf@cs.cmu.edu "3026 Fred Zhang, UC Berkeley, z0@berkeley.edu, "3026 Qiuyi (Richard) Zhang, Google Brain, qiuyiz@google.com
We consider the problem of minimizing the number of matrix-vector queries needed for accurate trace estimation in the dynamic setting where our underlying matrix is changing slowly, such as during an optimization process.
Optimal Query Complexities for Dynamic Trace Estimation
David P. Woodruff, Carnegie Mellon University, dwoodruf@cs.cmu.edu "3026 Fred Zhang, UC Berkeley, z0@berkeley.edu, "3026 Qiuyi (Richard) Zhang, Google Brain, qiuyiz@google.com
We consider the problem of minimizing the number of matrix-vector queries needed for accurate trace estimation in the dynamic setting where our underlying matrix is changing slowly, such as during an optimization process.