Theory and Big Data
summary
Argues that linear algebra + randomness actually gives provable wins: computing the best-fit k-subspace via SVD and projecting reduces dimension and often acts as a denoiser, so mixtures of k spherical Gaussians whose means separate by a constant number of standard deviations become learnable from polynomial samples; projection followed by an approximate k-means recovers centers within a few standard deviations. Extends to Max-R-CSPs via low-rank approximations and to tensors by decomposing into 1/epsilon^2 rank‑1 tensors (algorithms randomized and exponential in 1/epsilon); asks for better analyses of row sampling without replacement.
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chapters (14)
- 0:00Intro
- 1:44What Makes an Algorithm Great - Richard Karp
- 2:36Theme
- 4:14Data as Vectors
- 5:53Orthogonality, Volume Sampling
- 9:05Randomness: Algorithm or Data can toss coins
- 10:47Bootcamp: Singular Value Decomposition
- 14:36Applications of SVD- Gaussian Mixtures
- 19:18Clustering, k-means
- 21:50Variance of a Clustering
- 24:38Proiect and Cluster
- 31:39SVD and Constraint Satisfaction
- 46:52Norm Maximization for tensors
- 55:10Teaching Chernoff bounds
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34mDimensionally reducing data squeezing out the good stuff
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