[edit]
Improving TensorSketch Using Complex Random Variables
Proceedings of the 42nd Conference on Uncertainty in Artificial Intelligence, PMLR 337:6178-6203, 2026.
Abstract
$\texttt{{TensorSketch}}$ by [Pham and Pagh, 2013, Kar and Karnick, 2012] provides efficient sketching algorithms for high-dimensional polynomial kernels $\mathbf{x}^{\otimes p} \in \mathbb{R}^{d^p}$. [Kar and Karnick, 2012] uses dense Johnson-Lindenstrauss (JL)-type projections with computational cost $O(pDd)$, whereas [Pham and Pagh, 2013] extends the sparse $\texttt{CountSketch}$ [Charikar et al., 2004] algorithm, yielding a faster algorithm for high-dimensional sparse inputs with running time $O\big(p(\operatorname{nnz}(\mathbf{x}) + D \log D)\big)$. However, the variance of both estimators grows exponentially with the polynomial degree $p$, scaling as $3^{p}/D$, where $D$ denotes the sketch dimension. Recent work by [Wacker et al., 2023] showed that using complex-valued distribution reduces this dependence to $2^{p}/D$ for the approach of [Kar and Karnick, 2012]. However, their method relies on dense JL-type projections with computational cost $O(pDd)$ and does not extend to the algorithm of [Pham and Pagh, 2013]. In this work, we introduce a simple variant of $\texttt{{TensorSketch}}$ [Pham and Pagh, 2013] that achieves the same variance bound as [Wacker et al., 2023], while retaining its advantage of the input-sparsity running time. We validate our results with supporting experiments on synthetic and real-world datasets.