Count sketch

Count sketch is a type of dimensionality reduction that is particularly efficient in statistics, machine learning and algorithms. It was invented by Moses Charikar, Kevin Chen and Martin Farach-Colton in an effort to speed up the AMS Sketch by Alon, Matias and Szegedy for approximating the frequency moments of streams.

The sketch is nearly identical to the Feature hashing algorithm by John Moody, but differs in its use of hash functions with low dependence, which makes it more practical. In order to still have a high probability of success, the median trick is used to aggregate multiple count sketches, rather than the mean.

These properties allow use for explicit kernel methods, bilinear pooling in neural networks and is a cornerstone in many numerical linear algebra algorithms.

Mathematical definition

1. For constants $w$ and $d$ (to be defined later) independently choose $2d$ random hash functions $h_{1},\dots ,h_{d}$ and $s_{1},\dots ,s_{d}$ such that $h_{i}:[n]\to [w]$ and $s_{i}:[n]\to \{\pm 1\}$. It is necessary that the hash families from which $h_{i}$ and $s_{i}$ are chosen be pairwise independent.

2. For each item $q_{i}$ in the stream, add $s_{j}(q_{i})$ to the $h_{j}(q_{i})$th bucket of the $j$th hash.

At the end of this process, one has $wd$ sums $(C_{ij})$ where

$C_{ij}=\sum _{h_{i}(k)=j}s_{i}(k).$

To estimate the count of $q$s one computes the following value:

${\text{median}}_{i}\,s_{i}(q)\cdot C_{i,h_{i}(q)}.$

Relation to Tensor sketch

The count sketch projection of the outer product of two vectors is equivalent to the convolution of two component count sketches.

The count sketch computes a vector convolution

$C^{(1)}x\ast C^{(2)}x^{T}$, where $C^{(1)}$ and $C^{(2)}$ are independent count sketch matrices.

Pham and Pagh show that this equals $C(x\otimes x^{T})$ – a count sketch $C$ of the outer product of vectors, where $\otimes$ denotes Kronecker product.

To do fast convolution of count sketches can be used the fast Fourier transform. By using the face-splitting product such structure computed much faster than normal matrices.

See also

• Count–min sketch
• Tensorsketch

Further reading

• Faisal M. Algashaam; Kien Nguyen; Mohamed Alkanhal; Vinod Chandran; Wageeh Boles. "Multispectral Periocular Classification WithMultimodal Compact Multi-Linear Pooling" [1]. IEEE Access, Vol. 5. 2017.
• Ahle, Thomas; Knudsen, Jakob (2019-09-03). "Almost Optimal Tensor Sketch". Researchgate. Retrieved 2020-07-11.