Title
Matrix approximation and projective clustering via volume sampling
Abstract
Frieze et al. [17] proved that a small sample of rows of a given matrix A contains a low-rank approximation D that minimizes ||A - D||F to within small additive error, and the sampling can be done efficiently using just two passes over the matrix [12]. In this paper, we generalize this result in two ways. First, we prove that the additive error drops exponentially by iterating the sampling in an adaptive manner. Using this result, we give a pass-efficient algorithm for computing low-rank approximation with reduced additive error. Our second result is that using a natural distribution on subsets of rows (called volume sampling), there exists a subset of k rows whose span contains a factor (k + 1) relative approximation and a subset of k + k(k + 1)/ε rows whose span contains a 1+ε relative approximation. The existence of such a small certificate for multiplicative low-rank approximation leads to a PTAS for the following projective clustering problem: Given a set of points P in Rd, and integers k, j, find a set of j subspaces F1, . . ., Fj, each of dimension at most k, that minimize Σp∈Pminid(p, Fi)2.
Year
DOI
Venue
2006
10.1145/1109557.1109681
SODA: Symposium on Discrete Algorithms
Keywords
Field
DocType
small sample,reduced additive error,matrix approximation,relative approximation,small additive error,low-rank approximation,projective clustering.,k row,projective clustering,small certificate,additive error,algorithms,integers k,multiplicative low-rank approximation,volume sampling,polytope,vertex,cycle,linear inequalities,polyhedron,face,graph,facet
Integer,Discrete mathematics,Combinatorics,Multiplicative function,Vertex (geometry),Matrix (mathematics),Linear subspace,Polytope,Sampling (statistics),Linear inequality,Mathematics
Journal
Volume
Issue
ISBN
2
1
0-89871-605-5
Citations 
PageRank 
References 
103
7.21
30
Authors
4
Search Limit
100103
Name
Order
Citations
PageRank
Amit Deshpande167640.91
Luis Rademacher226921.60
Santosh Vempala33546523.21
Grant Wang434227.05