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arXiv 2206.08054cs.LGcs.DS
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广义杠杆分数:几何解释及其应用

Generalized Leverage Scores: Geometric Interpretation and Applications

Queen Mary University of London(伦敦玛丽女王大学);Aalto University(阿尔托大学);KTH Royal Institute of Technology(瑞典皇家理工学院)

Bruno Ordozgoiti, Antonis Matakos, Aristides Gionis

摘要:

在涉及矩阵计算的问题中,杠杆的概念有大量的应用。特别是,杠杆分数,它将矩阵的列与其前导奇异向量所跨越的子空间相关联,有助于揭示列子集以近似分解具有质量保证的矩阵。因此,它们为各种机器学习方法提供了坚实的基础。在本文中,我们扩展了杠杆分数的定义,将矩阵的列与奇异向量的任意子集相关联。我们建立了一个精确的列和奇异向量子集之间的连接,通过关联的杠杆分数和子空间之间的主要角度的概念。我们采用这个结果来设计近似算法与可证明的保证两个著名的问题:广义列子集选择和稀疏典型相关分析。我们运行数值实验,以提供进一步的见解所提出的方法。新的界限,我们得到提高我们的理解矩阵近似的基本概念。此外,我们的见解可以作为进一步贡献的基石。

英文摘要:

In problems involving matrix computations, the concept of leverage has found a large number of applications. In particular, leverage scores, which relate the columns of a matrix to the subspaces spanned by its leading singular vectors, are helpful in revealing column subsets to approximately factorize a matrix with quality guarantees. As such, they provide a solid foundation for a variety of machine-learning methods. In this paper we extend the definition of leverage scores to relate the columns of a matrix to arbitrary subsets of singular vectors. We establish a precise connection between column and singular-vector subsets, by relating the concepts of leverage scores and principal angles between subspaces. We employ this result to design approximation algorithms with provable guarantees for two well-known problems: generalized column subset selection and sparse canonical correlation analysis. We run numerical experiments to provide further insight on the proposed methods. The novel bounds we derive improve our understanding of fundamental concepts in matrix approximations. In addition, our insights may serve as building blocks for further contributions.

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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