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arXiv 1201.0127cs.DScs.NAmath.NA
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矩阵的更快子集选择及其应用

Faster Subset Selection for Matrices and Applications

IBM T. J. Watson Research Center(IBM 沃森研究中心)

Haim Avron, Christos Boutsidis

AI总结:

研究矩阵子集选择问题,提出多种近似算法,在Frobenius和谱范数下达到最优近似比,并发现与图论中低伸展生成树问题的联系。

摘要:

我们研究如下定义的矩阵子集选择问题:给定矩阵 $\matX \in \R^{n \times m}$($m > n$)和过采样参数 $k$($n \le k \le m$),从 $\matX$ 中选择 $k$ 列的子集,使得子采样矩阵的伪逆具有尽可能小的范数。本文中,我们关注 Frobenius 范数和谱范数。我们描述了该问题的几种新颖的(确定性和随机化)近似算法,其近似界在常数因子内是最优的。此外,我们展示了无向图中寻找低伸展生成树的组合问题对应于子集选择,并讨论了这种归约的各种含义。

英文摘要:

We study subset selection for matrices defined as follows: given a matrix $\matX \in \R^{n \times m}$ ($m > n$) and an oversampling parameter $k$ ($n \le k \le m$), select a subset of $k$ columns from $\matX$ such that the pseudo-inverse of the subsampled matrix has as smallest 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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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