Approximate Matrix Multiplication over Sliding Windows

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Large-scale streaming matrix multiplication is very common in various applications, sparking significant interest in develop efficient algorithms for approximate matrix multiplication (AMM) over streams. In addition, many practical scenarios require to process time-sensitive data and aim to compute matrix multiplication for most recent columns of the data matrices rather than the entire matrices, which motivated us to study efficient AMM algorithms over sliding windows. In this paper, we present two novel deterministic algorithms for this problem and provide corresponding error guarantees. We further reduce the space and time costs of our methods for sparse matrices by performing an approximate singular value decomposition which can utilize the sparsity of matrices. Extensive experimental results on both synthetic and real-world datasets validate our theoretical analysis and highlight the efficiency of our methods.

Original languageEnglish
Title of host publicationKDD 2024 - Proceedings of the 30th ACM SIGKDD Conference on Knowledge Discovery and Data Mining
PublisherAssociation for Computing Machinery
Pages3896-3906
Number of pages11
ISBN (Electronic)9798400704901
DOIs
StatePublished - 24 Aug 2024
Event30th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, KDD 2024 - Barcelona, Spain
Duration: 25 Aug 202429 Aug 2024

Publication series

NameProceedings of the ACM SIGKDD International Conference on Knowledge Discovery and Data Mining
ISSN (Print)2154-817X

Conference

Conference30th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, KDD 2024
Country/TerritorySpain
CityBarcelona
Period25/08/2429/08/24

Keywords

  • approximate matrix multiplication
  • sliding window
  • streaming data

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