Optimal bounds for $\ell_p$ sensitivity sampling via $\ell_2$ augmentation
<|reference_start|>Optimal bounds for $\ell_p$ sensitivity sampling via $\ell_2$ augmentation: Data subsampling is one of the most natural methods to approximate a massively large data set by a small representative proxy. In particular, sensitivity sampling received a lot of attention, which samples points proportional to an individual importance measure called sensitivity. This framework reduces in very general settings the size of data to roughly the VC dimension $d$ times the total sensitivity $\mathfrak S$ while providing strong $(1\pm\varepsilon)$ guarantees on the quality of approximation. The recent work of Woodruff & Yasuda (2023c) improved substantially over the general $\tilde O(\varepsilon^{-2}\mathfrak Sd)$ bound for the important problem of $\ell_p$ subspace embeddings to $\tilde O(\varepsilon^{-2}\mathfrak S^{2/p})$ for $p\in[1,2]$. Their result was subsumed by an earlier $\tilde O(\varepsilon^{-2}\mathfrak Sd^{1-p/2})$ bound which was implicitly given in the work of Chen & Derezinski (2021). We show that their result is tight when sampling according to plain $\ell_p$ sensitivities. We observe that by augmenting the $\ell_p$ sensitivities by $\ell_2$ sensitivities, we obtain better bounds improving over the aforementioned results to optimal linear $\tilde O(\varepsilon^{-2}(\mathfrak S+d)) = \tilde O(\varepsilon^{-2}d)$ sampling complexity for all $p \in [1,2]$. In particular, this resolves an open question of Woodruff & Yasuda (2023c) in the affirmative for $p \in [1,2]$ and brings sensitivity subsampling into the regime that was previously only known to be possible using Lewis weights (Cohen & Peng, 2015). As an application of our main result, we also obtain an $\tilde O(\varepsilon^{-2}\mu d)$ sensitivity sampling bound for logistic regression, where $\mu$ is a natural complexity measure for this problem. This improves over the previous $\tilde O(\varepsilon^{-2}\mu^2 d)$ bound of Mai et al. (2021) which was based on Lewis weights subsampling.<|reference_end|>
@article{munteanu2024optimal,
    title={Optimal bounds for $\ell_p$ sensitivity sampling via $\ell_2$
  augmentation},
    author={Alexander Munteanu and Simon Omlor},
    journal={arXiv preprint arXiv:2406.00328},
    year={2024},
    archivePrefix={arXiv},
    eprint={2406.00328},
    primaryClass={cs.DS cs.LG stat.ML}
}