Papers › Exact sampling of determinantal point processes with sublinear time preprocessing
Exact sampling of determinantal point processes with sublinear time preprocessing
Michał Dereziński, Daniele Calandriello, Michal Valko
We study the complexity of sampling from a distribution over all index subsets of the set {1,...,n} with the probability of a subset S proportional to the determinant of the submatrix 𝐋_S of some n×n p.s.d. matrix 𝐋, where 𝐋_S corresponds to the entries of 𝐋 indexed by S. Known as a determinantal point process, this distribution is used in machine learning to induce diversity in subset selection. In practice, we often wish to sample multiple subsets S with small expected size k = E[|S|] ≪n from a very large matrix 𝐋, so it is important to minimize the preprocessing cost of the procedure (performed once) as well as the sampling cost (performed repeatedly). For this purpose, we propose a new algorithm which, given access to 𝐋, samples exactly from a determinantal point process while satisfying the following two properties: (1) its preprocessing cost is n ·poly(k), i.e., sublinear in the size of 𝐋, and (2) its sampling cost is poly(k), i.e., independent of the size of 𝐋. Prior to our results, state-of-the-art exact samplers required O(n³) preprocessing time and sampling time linear in n or dependent on the spectral properties of 𝐋. We also give a reduction which allows using our algorithm for exact sampling from cardinality constrained determinantal point processes with n·poly(k) time preprocessing.
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