Optimal $\ell_1$ Column Subset Selection and a Fast PTAS for Low Rank Approximation
July 20, 2020 Β· Declared Dead Β· π SODA 2021
"No code URL or promise found in abstract"
Evidence collected by the PWNC Scanner
Authors
Arvind V. Mahankali, David P. Woodruff
arXiv ID
2007.10307
Category
cs.DS: Data Structures & Algorithms
Cross-listed
cs.LG,
stat.ML
Citations
0
Venue
SODA 2021
Last Checked
5 months ago
Abstract
We study the problem of entrywise $\ell_1$ low rank approximation. We give the first polynomial time column subset selection-based $\ell_1$ low rank approximation algorithm sampling $\tilde{O}(k)$ columns and achieving an $\tilde{O}(k^{1/2})$-approximation for any $k$, improving upon the previous best $\tilde{O}(k)$-approximation and matching a prior lower bound for column subset selection-based $\ell_1$-low rank approximation which holds for any $\text{poly}(k)$ number of columns. We extend our results to obtain tight upper and lower bounds for column subset selection-based $\ell_p$ low rank approximation for any $1 < p < 2$, closing a long line of work on this problem. We next give a $(1 + \varepsilon)$-approximation algorithm for entrywise $\ell_p$ low rank approximation, for $1 \leq p < 2$, that is not a column subset selection algorithm. First, we obtain an algorithm which, given a matrix $A \in \mathbb{R}^{n \times d}$, returns a rank-$k$ matrix $\hat{A}$ in $2^{\text{poly}(k/\varepsilon)} + \text{poly}(nd)$ running time such that: $$\|A - \hat{A}\|_p \leq (1 + \varepsilon) \cdot OPT + \frac{\varepsilon}{\text{poly}(k)}\|A\|_p$$ where $OPT = \min_{A_k \text{ rank }k} \|A - A_k\|_p$. Using this algorithm, in the same running time we give an algorithm which obtains error at most $(1 + \varepsilon) \cdot OPT$ and outputs a matrix of rank at most $3k$ -- these algorithms significantly improve upon all previous $(1 + \varepsilon)$- and $O(1)$-approximation algorithms for the $\ell_p$ low rank approximation problem, which required at least $n^{\text{poly}(k/\varepsilon)}$ or $n^{\text{poly}(k)}$ running time, and either required strong bit complexity assumptions (our algorithms do not) or had bicriteria rank $3k$. Finally, we show hardness results which nearly match our $2^{\text{poly}(k)} + \text{poly}(nd)$ running time and the above additive error guarantee.
Community Contributions
Found the code? Know the venue? Think something is wrong? Let us know!
π Similar Papers
In the same crypt β Data Structures & Algorithms
π
π
The Cartographer
R.I.P.
π»
Ghosted
Route Planning in Transportation Networks
R.I.P.
π»
Ghosted
Near-linear time approximation algorithms for optimal transport via Sinkhorn iteration
R.I.P.
π»
Ghosted
Hierarchical Clustering: Objective Functions and Algorithms
R.I.P.
π»
Ghosted
Graph Isomorphism in Quasipolynomial Time
π
π
The Cartographer
Simulation optimization: A review of algorithms and applications
Died the same way β π» Ghosted
R.I.P.
π»
Ghosted
Federated Learning: Strategies for Improving Communication Efficiency
R.I.P.
π»
Ghosted
In-Datacenter Performance Analysis of a Tensor Processing Unit
R.I.P.
π»
Ghosted
Deep Convolutional Neural Networks for Computer-Aided Detection: CNN Architectures, Dataset Characteristics and Transfer Learning
R.I.P.
π»
Ghosted