Cameron Musco

Cameron Musco
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Cameron Musco
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Computer Science - Data Structures and Algorithms (13)
 
Computer Science - Learning (10)
 
Mathematics - Numerical Analysis (4)
 
Statistics - Machine Learning (3)
 
Computer Science - Distributed; Parallel; and Cluster Computing (3)
 
Mathematics - Optimization and Control (2)
 
Computer Science - Numerical Analysis (1)
 
Computer Science - Neural and Evolutionary Computing (1)
 
Quantitative Biology - Neurons and Cognition (1)

Publications Authored By Cameron Musco

Understanding the singular value spectrum of a matrix $A \in \mathbb{R}^{n \times n}$ is a fundamental task in countless applications. In matrix multiplication time, it is possible to perform a full SVD and directly compute the singular values $\sigma_1,.. Read More

We show how to compute a relative-error low-rank approximation to any positive semidefinite (PSD) matrix in sublinear time, i.e., for any $n \times n$ PSD matrix $A$, in $\tilde O(n \cdot poly(k/\epsilon))$ time we output a rank-$k$ matrix $B$, in factored form, for which $\|A-B\|_F^2 \leq (1+\epsilon)\|A-A_k\|_F^2$, where $A_k$ is the best rank-$k$ approximation to $A$. Read More

We initiate a line of investigation into biological neural networks from an algorithmic perspective. We develop a simplified but biologically plausible model for distributed computation in stochastic spiking neural networks and study tradeoffs between computation time and network complexity in this model. Our aim is to abstract real neural networks in a way that, while not capturing all interesting features, preserves high-level behavior and allows us to make biologically relevant conclusions. Read More

We give faster algorithms and improved sample complexities for estimating the top eigenvector of a matrix $\Sigma$ -- i.e. computing a unit vector $x$ such that $x^T \Sigma x \ge (1-\epsilon)\lambda_1(\Sigma)$: Offline Eigenvector Estimation: Given an explicit $A \in \mathbb{R}^{n \times d}$ with $\Sigma = A^TA$, we show how to compute an $\epsilon$ approximate top eigenvector in time $\tilde O([nnz(A) + \frac{d*sr(A)}{gap^2} ]* \log 1/\epsilon )$ and $\tilde O([\frac{nnz(A)^{3/4} (d*sr(A))^{1/4}}{\sqrt{gap}} ] * \log 1/\epsilon )$. Read More

We give the first algorithm for kernel Nystr\"om approximation that runs in linear time in the number of training points and is provably accurate for all kernel matrices, without dependence on regularity or incoherence conditions. The algorithm projects the kernel onto a set of $s$ landmark points sampled by their *ridge leverage scores*, requiring just $O(ns)$ kernel evaluations and $O(ns^2)$ additional runtime. While leverage score sampling has long been known to give strong theoretical guarantees for Nystr\"om approximation, by employing a fast recursive sampling scheme, our algorithm is the first to make the approach scalable. Read More

Finding a small spectral approximation for a tall $n \times d$ matrix $A$ is a fundamental numerical primitive. For a number of reasons, one often seeks an approximation whose rows are sampled from those of $A$. Row sampling improves interpretability, saves space when $A$ is sparse, and preserves row structure, which is especially important, for example, when $A$ represents a graph. Read More

Many ant species employ distributed population density estimation in applications ranging from quorum sensing [Pra05], to task allocation [Gor99], to appraisal of enemy colony strength [Ada90]. It has been shown that ants estimate density by tracking encounter rates -- the higher the population density, the more often the ants bump into each other [Pra05,GPT93]. We study distributed density estimation from a theoretical perspective. Read More

We show how to efficiently project a vector onto the top principal components of a matrix, without explicitly computing these components. Specifically, we introduce an iterative algorithm that provably computes the projection using few calls to any black-box routine for ridge regression. By avoiding explicit principal component analysis (PCA), our algorithm is the first with no runtime dependence on the number of top principal components. Read More

We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used to find a low-rank approximation. This approach differs substantially from prior $O(nnz(A))$ time algorithms, which are all based on fast Johnson-Lindenstrauss random projections. Read More

We provide faster algorithms and improved sample complexities for approximating the top eigenvector of a matrix. Offline Setting: Given an $n \times d$ matrix $A$, we show how to compute an $\epsilon$ approximate top eigenvector in time $\tilde O ( [nnz(A) + \frac{d \cdot sr(A)}{gap^2}]\cdot \log 1/\epsilon )$ and $\tilde O([\frac{nnz(A)^{3/4} (d \cdot sr(A))^{1/4}}{\sqrt{gap}}]\cdot \log1/\epsilon )$. Here $sr(A)$ is the stable rank and $gap$ is the multiplicative eigenvalue gap. Read More

We introduce the study of the ant colony house-hunting problem from a distributed computing perspective. When an ant colony's nest becomes unsuitable due to size constraints or damage, the colony must relocate to a new nest. The task of identifying and evaluating the quality of potential new nests is distributed among all ants. Read More

Since being analyzed by Rokhlin, Szlam, and Tygert and popularized by Halko, Martinsson, and Tropp, randomized Simultaneous Power Iteration has become the method of choice for approximate singular value decomposition. It is more accurate than simpler sketching algorithms, yet still converges quickly for any matrix, independently of singular value gaps. After $\tilde{O}(1/\epsilon)$ iterations, it gives a low-rank approximation within $(1+\epsilon)$ of optimal for spectral norm error. Read More

We show how to approximate a data matrix $\mathbf{A}$ with a much smaller sketch $\mathbf{\tilde A}$ that can be used to solve a general class of constrained k-rank approximation problems to within $(1+\epsilon)$ error. Importantly, this class of problems includes $k$-means clustering and unconstrained low rank approximation (i.e. Read More

Random sampling has become a critical tool in solving massive matrix problems. For linear regression, a small, manageable set of data rows can be randomly selected to approximate a tall, skinny data matrix, improving processing time significantly. For theoretical performance guarantees, each row must be sampled with probability proportional to its statistical leverage score. Read More

We present the first single pass algorithm for computing spectral sparsifiers of graphs in the dynamic semi-streaming model. Given a single pass over a stream containing insertions and deletions of edges to a graph G, our algorithm maintains a randomized linear sketch of the incidence matrix of G into dimension O((1/epsilon^2) n polylog(n)). Using this sketch, at any point, the algorithm can output a (1 +/- epsilon) spectral sparsifier for G with high probability. Read More