论文标题

关于线性方程式损坏系统的分位数随机kaczmarz的块加速度

On Block Accelerations of Quantile Randomized Kaczmarz for Corrupted Systems of Linear Equations

论文作者

Cheng, Lu, Jarman, Benjamin, Needell, Deanna, Rebrova, Elizaveta

论文摘要

随着大数据的增长以及大规模的学习任务,对有效且稳健的线性系统求解器的需求比以往任何时候都更大。随机的Kaczmarz方法(RK)和类似的随机迭代方法由于其有效的实现和记忆足迹而受到了相当大的关注。这些方法可以忍受流数据,一次仅访问一部分数据,即使系统受噪声影响,也可以近似最小二乘解决方案。但是,当数据受到大型(可能是对抗性)损坏的影响时,这些方法不会收敛,因为损坏的数据点使迭代远非真正的解决方案。最近提出的解决方案是Quantilerk方法,该方法通过随着该方法的迭代方式仔细探索空间来避免有害数据。勘探组件需要从系统中计算大型样品的分位数,并且在计算上比随后的迭代更新重得多。 在本文中,我们提出了一种通过合并块kaczmarz方法的平均版本来更好地使用探索过程中获得的信息的方法。这大大加快了融合的速度,同时仍允许任意损坏方程的恒定部分。我们提供理论融合保证以及实验支持证据。我们还证明,基于经典的基于经典的块kaczmarz方法不能对稀疏的对抗性腐败是可靠的,但是必须通过平均一维预测来实现阻塞。

With the growth of large data as well as large-scale learning tasks, the need for efficient and robust linear system solvers is greater than ever. The randomized Kaczmarz method (RK) and similar stochastic iterative methods have received considerable recent attention due to their efficient implementation and memory footprint. These methods can tolerate streaming data, accessing only part of the data at a time, and can also approximate the least squares solution even if the system is affected by noise. However, when data is instead affected by large (possibly adversarial) corruptions, these methods fail to converge, as corrupted data points draw iterates far from the true solution. A recently proposed solution to this is the QuantileRK method, which avoids harmful corrupted data by exploring the space carefully as the method iterates. The exploration component requires the computation of quantiles of large samples from the system and is computationally much heavier than the subsequent iteration update. In this paper, we propose an approach that better uses the information obtained during exploration by incorporating an averaged version of the block Kaczmarz method. This significantly speeds up convergence, while still allowing for a constant fraction of the equations to be arbitrarily corrupted. We provide theoretical convergence guarantees as well as experimental supporting evidence. We also demonstrate that the classical projection-based block Kaczmarz method cannot be robust to sparse adversarial corruptions, but rather the blocking has to be carried out by averaging one-dimensional projections.

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