Summary
This paper studied the learning-augmented frequent directions, which is a natural generalization of the frequency estimation problem in a stream of elements. The frequency estimation problem asks the following question: we are given a stream of $n$ items that below to at most $d$ distinct elements, what is the additive error we could get for the estimation with a limited memory $m\ll \min(n,d)$. Learning-augmented frequency estimation, which additionally assumes a (potentially erroneous) oracle that returns a predicted frequency of each element *and* the Zipfian distribution of the elements, has been extensively studied in recent years. The state-of-the-art error bound was given by ACNSV [NeurIPS’23] for frequency estimation.
This paper asked if we want to generalize the frequency estimation in high-dimensional applications. Here, a natural setup is to have multiple $d$-dimensional vectors $A_1$, $\cdots$, $A_n$. Furthermore, the following aspects are defined for the generalization.
- To generalize the notion of frequency estimation error, the paper used a notion of the error of vector projection to the singular vectors of the matrix formed by $A=[A^T_1, A^T_2, \cdots, A^T_n]^T$.
- To generalize the distribution assumption of Zipfian distributions, the paper used the notion of the square of the $i$-th largest singular values of the matrix $A$ being inversely proportional to $i$.
- To generalize the frequency prediction, the paper introduced an oracle that directly predicts orthogonal frequency directions, which are the ``right rows’’ an optimal algorithm should have used.
The paper showed that (learning-augmented) frequency estimation can be reduced to the (learning-augmented) frequent direction problem defined above. This justifies the claim that this problem is a *natural* extension of the frequency estimation counterpart.
The paper obtained a frequent direction algorithm with $O(\log{m}\cdot \frac{\log{d/m}}{\log^{2}{d}}\cdot \frac{\||A\||^2_{F}}{m})$ additive error for $m$-memory algorithms even without predictions (by taking advantage of the ‘Zipfian’ distribution of the matrix). For algorithms with predictions, the error bound becomes $O( \frac{1}{\log^{2}{d}}\cdot \frac{\||A\||^2_{F}}{m})$, assuming the prediction is at least accurate on a constant fraction of the predicted frequency directions. The paper further generalized their results to the frequency estimation problem, showing that it is possible to recover the best bound for the frequency estimation problems using the new algorithm.
Strengths
My overall opinion of this paper is quite positive: it is well-motivated and well-written, and it contains quite some results that could be interesting to a wide range of audiences both in machine learning and algorithms in general. Barring some lower-order exposition issues, the paper is generally easy to follow, and the technical idea, while simple, is quite neat. As such, the paper is a clear acceptance from my perspective.
Weaknesses
I do not see any major weakness in the paper. Some comments for expositions:
- The column indexing of the SVD in algorithm 1 is not as clear as it could be. I suggest having a notation section that lists all the notations you use in the paper.
- Calling the lemma statement of Liberty [Arxiv’22] a ‘fact’ is perhaps overly trivializing the significance of the lemma. I would say to call it a ‘proposition’ (I know it’s a one-line proof, but still :)).
- The discussion about the robustness in the main paper is perhaps too sketchy. I understand that you have a more detailed discussion in the appendix; however, I think it’d be helpful if you could expand the discussion.
Questions
In the experiment, you used SVD as a benchmark. Can you give the error bound for storing all vectors in $A$ and run SVD? In particular, does the error also scale with $\||A\||^2_{F}$?