Title
Faster Subset Selection for Matrices and Applications.
Abstract
We study the following problem of subset selection for matrices: given a matrix X is an element of R-nxm (m > n) and a sampling parameter k (n <= k <= m), select a subset of k columns from X such that the pseudoinverse of the sampled matrix has as small a norm as possible. In this work, we focus on the Frobenius and the spectral matrix norms. We describe several novel (deterministic and randomized) approximation algorithms for this problem with approximation bounds that are optimal up to constant factors. Additionally, we show that the combinatorial problem of finding a low-stretch spanning tree in an undirected graph corresponds to subset selection, and discuss various implications of this reduction.
Year
DOI
Venue
2012
10.1137/120867287
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
Keywords
DocType
Volume
subset selection,low-stretch spanning trees,volume sampling,low-rank approximations,k-means clustering,feature selection,sparse approximation
Journal
34
Issue
ISSN
Citations 
4
0895-4798
17
PageRank 
References 
Authors
0.81
28
2
Name
Order
Citations
PageRank
Avron, Haim131628.52
Christos Boutsidis261033.37