This repo was created by Edo Liberty and Mina Ghashami. It contains the simplest version of the frequent directions algorithm for matrix sketching in Python. It is developed for academic use only and for reproducibility of the results in the following papers:
- Simple and Deterministic Matrix Sketches Edo Liberty
- Relative Errors for Deterministic Low-Rank Matrix Approximations Mina Ghashami, and Jeff M. Phillips
- Frequent Directions: Simple and Deterministic Matrix Sketching Mina Ghashami, Edo Liberty, Jeff M. Phillips, and David P. Woodruff
Creating an example matrix
Run this command to create a matrix to work with
$ ./syntheticDataMaker.py -n=1000 -d=50 > matrix.csv
This will create a csv file containing a matrix with n rows and d columns.
You can use the file created above or any other csv file containing a matrix
cat matrix.csv | ./frequentDirections.py -d=50 -ell=15 > sketch.csv
The main in
frequentDirections.py will only use rows in
matrix.csv that contain exactly
-d=50 comma separated floats.
sketch.csv will contain a sketch matrix in csv format.
It will consist of
-ell=15 rows of dimension
-d=50 as comma separated floats.
You can also look at
exampleUsage.py for an example on how to import and use frequent directions.