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arXiv 2306.04489cs.LG
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公平列子集选择

Fair Column Subset Selection

Aalto University(阿尔托大学);Max Planck Institute for Software Systems(马克斯·普朗克软件系统研究所)

Antonis Matakos, Bruno Ordozgoiti, Suhas Thejaswi

AI总结:

本文研究两组行约束下的公平列子集选择,证明最小规模采样为NP难,并提出1.5倍近似算法及基于秩揭示QR的启发式方法。

摘要:

列子集选择问题要求从输入矩阵中选取一个列子集,使该矩阵能够在所选列张成的空间内尽可能准确地被重构。一个自然扩展是考虑这样一种设定:矩阵的行被划分为两组,目标是选择一个列子集,以相对于两组各自最佳秩-k近似,最小化两组的最大重构误差。将列子集选择的已知结果扩展到这一公平设定并不直接:在某些情形下,不可避免地要为每组分别选择列,从而导致预期列数翻倍。我们针对该公平设定提出一种确定性杠杆分数采样策略,并证明在存在两组时,采样最小规模的列子集变为NP难问题。尽管存在这些负面结果,我们给出一种近似算法,保证其解在最优解规模的1.5倍以内。我们还提出基于秩揭示QR分解的实用启发式算法。最后,我们通过使用真实数据的大量实验验证了这些方法。

英文摘要:

The problem of column subset selection asks for a subset of columns from an input matrix such that the matrix can be reconstructed as accurately as possible within the span of the selected columns. A natural extension is to consider a setting where the matrix rows are partitioned into two groups, and the goal is to choose a subset of columns that minimizes the maximum reconstruction error of both groups, relative to their respective best rank-k approximation. Extending the known results of column subset selection to this fair setting is not straightforward: in certain scenarios it is unavoidable to choose columns separately for each group, resulting in double the expected column count. We propose a deterministic leverage-score sampling strategy for the fair setting and show that sampling a column subset of minimum size becomes NP-hard in the presence of two groups. Despite these negative results, we give an approximation algorithm that guarantees a solution within 1.5 times the optimal solution size. We also present practical heuristic algorithms based on rank-revealing QR factorization. Finally, we validate our methods through an extensive set of experiments using real-world data.

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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