Matrix sketching for large datasets

Finding sketches or summaries of large datasets that are guaranteed to be good approximations to the original data is invaluable in big data applications. I developed an improved matrix sketching algorithm called βFD that has provable theoretical guarantees with respect to the accuracy of the sketch. The algorithm was also demonstrated to work better than the state-of-the-art when applied on many datasets.

• Dataset: ConnectUS, PeMS, Birds, MNIST, Spam, HAR, Usenet
• Implementation done in: C++, Python
• Software packages used: Eigen, Numpy
• Paper