投影成本保持草图:证明策略和构造
Projection-Cost-Preserving Sketches: Proof Strategies and Constructions
摘要:
在本文中,我们将说明常见的矩阵近似方法,如随机投影和随机采样,如何产生投影成本保持草图,如[FSS 13,CEM+15]中所介绍的。投影成本保持草图是一种矩阵近似,对于给定的参数$k$,它近似地保持目标矩阵到所有$k$维子空间的距离。这样的草图可以应用于线性代数、数据科学和机器学习的可扩展算法。我们的目标是简化在[CEM+15]和[CMM17]中介绍的证明技术,以便它们可以作为未来工作的指南。我们也请读者参考[CYD19],它对第2节中的证明给出了类似的简化说明。
英文摘要:
In this note we illustrate how common matrix approximation methods, such as random projection and random sampling, yield projection-cost-preserving sketches, as introduced in [FSS13, CEM+15]. A projection-cost-preserving sketch is a matrix approximation which, for a given parameter $k$, approximately preserves the distance of the target matrix to all $k$-dimensional subspaces. Such sketches have applications to scalable algorithms for linear algebra, data science, and machine learning. Our goal is to simplify the presentation of proof techniques introduced in [CEM+15] and [CMM17] so that they can serve as a guide for future work. We also refer the reader to [CYD19], which gives a similar simplified exposition of the proof covered in Section 2.
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