Optimal $\ell_1$ Column Subset Selection and a Fast PTAS for Low Rank Approximation
Abstract
We study the problem of entrywise low rank approximation. We give the first polynomial time column subset selection-based low rank approximation algorithm sampling columns and achieving an -approximation for any , improving upon the previous best -approximation and matching a prior lower bound for column subset selection-based -low rank approximation which holds for any number of columns. We extend our results to obtain tight upper and lower bounds for column subset selection-based low rank approximation for any , closing a long line of work on this problem. We next give a -approximation algorithm for entrywise low rank approximation, for , that is not a column subset selection algorithm. First, we obtain an algorithm which, given a matrix , returns a rank- matrix in running time such that: where . Using this algorithm, in the same running time we give an algorithm which obtains error at most and outputs a matrix of rank at most -- these algorithms significantly improve upon all previous - and -approximation algorithms for the low rank approximation problem, which required at least or running time, and either required strong bit complexity assumptions (our algorithms do not) or had bicriteria rank . Finally, we show hardness results which nearly match our running time and the above additive error guarantee.
Cite
@article{arxiv.2007.10307,
title = {Optimal $\ell_1$ Column Subset Selection and a Fast PTAS for Low Rank Approximation},
author = {Arvind V. Mahankali and David P. Woodruff},
journal= {arXiv preprint arXiv:2007.10307},
year = {2020}
}
Comments
To appear in SODA 2021. Changes: (1) Fixed errors in hardness proof for constrained $\ell_1$ low rank approximation. (2) Simplified analysis of column subset selection algorithm. (3) Improved runtime of $\text{poly}(k)$-approximation algorithm with output rank $k$ from $2^{O(k\log k)} + \text{poly}(nd)$ to $\text{poly}(nd)$. Results are unchanged aside from (3)