Tight Bounds for the Subspace Sketch Problem with Applications

In the subspace sketch problem one is given an $n\times d$ matrix $A$ with $O(\log(nd))$ bit entries, and would like to compress it in an arbitrary way to build a small space data structure $Qp$, so that for any given $x \in \mathbb{R}^d$, with probability at least $2/3$, one has $Qp(x)=(1\pm\epsilon)|Ax|p$, where $p\geq 0$, and where the randomness is over the construction of $Qp$. The central question is: How many bits are necessary to store $Qp$? This problem has applications to the communication of approximating the number of non-zeros in a matrix product, the size of coresets in projective clustering, the memory of streaming algorithms for regression in the row-update model, and embedding subspaces of $Lp$ in functional analysis. A major open question is the dependence on the approximation factor $\epsilon$. We show if $p\geq 0$ is not a positive even integer and $d=\Omega(\log(1/\epsilon))$, then $\tilde{\Omega}(\epsilon^{-2}d)$ bits are necessary. On the other hand, if $p$ is a positive even integer, then there is an upper bound of $O(d^p\log(nd))$ bits independent of $\epsilon$. Our results are optimal up to logarithmic factors, and show in particular that one cannot compress $A$ to $O(d)$ "directions" $v1,\dots,v{O(d)}$, such that for any $x$, $|Ax|1$ can be well-approximated from $\langle v1,x\rangle,\dots,\langle v{O(d)},x\rangle$. Our lower bound rules out arbitrary functions of these inner products (and in fact arbitrary data structures built from $A$), and thus rules out the possibility of a singular value decomposition for $\ell1$ in a very strong sense. Indeed, as $\epsilon\to 0$, for $p = 1$ the space complexity becomes arbitrarily large, while for $p = 2$ it is at most $O(d² \log(nd))$. As corollaries of our main lower bound, we obtain new lower bounds for a wide range of applications, including the above, which in many cases are optimal.