The $\ell_p$-Subspace Sketch Problem in Small Dimensions with Applications to Support Vector Machines
Yi Li, Honghao Lin, David P. Woodruff
TL;DR
This work resolves the memory requirements for the ℓ_p-subspace sketch problem in constant dimension, establishing matching lower and upper bounds of $\Omega(\varepsilon^{-2(d-1)/(d+2p)})$ bits and $\tilde{O}(\varepsilon^{-2(d-1)/(d+2p)})$ words for fixed $d$ and $p$, and extending these results to streaming scenarios with polylogarithmic overhead. The authors develop both a hard-instance lower-bound construction via spherical harmonics and a practical upper-bound pipeline inspired by Matoušek’s coreset framework, augmented with John ellipsoid normalizations and tensor tricks to handle odd $p$, plus streaming adaptations using online sensitivities. They further connect the ℓ_p sketch to SVM point-query estimation, deriving tight bounds for the SVM setting in constant dimensions through an affine-embedding approach. Overall, the paper delivers near-optimal space complexity for the subspace sketch problem across a range of $p$ and demonstrates significant improvements for SVM point queries, underpinned by a novel synthesis of geometric functional analysis and core-sets in streaming. The results have potential implications for memory-limited data processing, large-scale linear classification, and streaming algorithm design in high-dimensional geometric contexts.
Abstract
In the $\ell_p$-subspace sketch problem, we are given an $n\times d$ matrix $A$ with $n>d$, and asked to build a small memory data structure $Q(A,ε)$ so that, for any query vector $x\in\mathbb{R}^d$, we can output a number in $(1\pmε)\|Ax\|_p^p$ given only $Q(A,ε)$. This problem is known to require $\tildeΩ(dε^{-2})$ bits of memory for $d=Ω(\log(1/ε))$. However, for $d=o(\log(1/ε))$, no data structure lower bounds were known. We resolve the memory required to solve the $\ell_p$-subspace sketch problem for any constant $d$ and integer $p$, showing that it is $Ω(ε^{-2(d-1)/(d+2p)})$ bits and $\tilde{O} (ε^{-2(d-1)/(d+2p)})$ words. This shows that one can beat the $Ω(ε^{-2})$ lower bound, which holds for $d = Ω(\log(1/ε))$, for any constant $d$. We also show how to implement the upper bound in a single pass stream, with an additional multiplicative $\operatorname{poly}(\log \log n)$ factor and an additive $\operatorname{poly}(\log n)$ cost in the memory. Our bounds can be applied to point queries for SVMs with additive error, yielding an optimal bound of $\tildeΘ(ε^{-2d/(d+3)})$ for every constant $d$. This is a near-quadratic improvement over the $Ω(ε^{-(d+1)/(d+3)})$ lower bound of (Andoni et al. 2020). Our techniques rely on a novel connection to low dimensional techniques from geometric functional analysis.
