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Related papers: A note on column subset selection

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The problem of extracting a well conditioned submatrix from any rectangular matrix (with normalized columns) has been studied for some time in functional and harmonic analysis; see…

Functional Analysis · Mathematics 2016-12-07 Stephane Chretien , Sebastien Darses

We consider the problem of matrix column subset selection, which selects a subset of columns from an input matrix such that the input can be well approximated by the span of the selected columns. Column subset selection has been applied to…

Machine Learning · Statistics 2018-01-26 Yining Wang , Aarti Singh

Given a fixed matrix, the problem of column subset selection requests a column submatrix that has favorable spectral properties. Most research from the algorithms and numerical linear algebra communities focuses on a variant called…

Numerical Analysis · Mathematics 2014-04-29 Joel A. Tropp

Column selection is an essential tool for structure-preserving low-rank approximation, with wide-ranging applications across many fields, such as data science, machine learning, and theoretical chemistry. In this work, we develop unified…

Numerical Analysis · Mathematics 2024-08-09 Mark Fornace , Michael Lindsey

The Restricted Invertibility problem is the problem of selecting the largest subset of columns of a given matrix $X$, while keeping the smallest singular value of the extracted submatrix above a certain threshold. In this paper, we address…

Probability · Mathematics 2015-12-07 Stephane Chretien

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…

Machine Learning · Computer Science 2024-08-13 Antonis Matakos , Bruno Ordozgoiti , Suhas Thejaswi

Selecting a good column (or row) subset of massive data matrices has found many applications in data analysis and machine learning. We propose a new adaptive sampling algorithm that can be used to improve any relative-error column selection…

Data Structures and Algorithms · Computer Science 2015-10-15 Saurabh Paul , Malik Magdon-Ismail , Petros Drineas

We propose a continuous optimization algorithm for the Column Subset Selection Problem (CSSP) and Nystr\"om approximation. The CSSP and Nystr\"om method construct low-rank approximations of matrices based on a predetermined subset of…

Methodology · Statistics 2023-04-20 Anant Mathur , Sarat Moka , Zdravko Botev

Given $U$ an $n\times m$ matrix of rank $n$ and $V$ block of columns inside $U$, we consider the problem of extracting a block of columns of rank $n$ which minimize the Hilbert-Schmidt norm of the inverse while preserving the block $V$.…

Functional Analysis · Mathematics 2015-11-16 Pierre Youssef

Subset selection for matrices is the task of extracting a column sub-matrix from a given matrix $B\in\mathbb{R}^{n\times m}$ with $m>n$ such that the pseudoinverse of the sampled matrix has as small Frobenius or spectral norm as possible.…

Data Structures and Algorithms · Computer Science 2020-03-04 Jiaxin Xie , Zhiqiang Xu

This paper investigates the spectral norm version of the column subset selection problem. Given a matrix $\mathbf{A}\in\mathbb{R}^{n\times d}$ and a positive integer $k\leq\text{rank}(\mathbf{A})$, the objective is to select exactly $k$…

Data Structures and Algorithms · Computer Science 2024-01-09 Jian-Feng Cai , Zhiqiang Xu , Zili Xu

We study the problem of exact completion for $m \times n$ sized matrix of rank $r$ with the adaptive sampling method. We introduce a relation of the exact completion problem with the sparsest vector of column and row spaces (which we call…

Machine Learning · Computer Science 2022-03-08 Ilqar Ramazanli , Barnabas Poczos

In this paper, we consider matrix completion from non-uniformly sampled entries including fully observed and partially observed columns. Specifically, we assume that a small number of columns are randomly selected and fully observed, and…

Machine Learning · Computer Science 2018-06-28 Yuanyu Wan , Jinfeng Yi , Lijun Zhang

Dimensionality reduction is a first step of many machine learning pipelines. Two popular approaches are principal component analysis, which projects onto a small number of well chosen but non-interpretable directions, and feature selection,…

Machine Learning · Statistics 2018-12-27 Ayoub Belhadji , Rémi Bardenet , Pierre Chainais

Motivated by complexity questions in integer programming, this paper aims to contribute to the understanding of combinatorial properties of integer matrices of row rank $r$ and with bounded subdeterminants. In particular, we study the…

Combinatorics · Mathematics 2023-09-08 Björn Kriepke , Gohar M. Kyureghyan , Matthias Schymura

We propose a randomized method for solving linear programs with a large number of columns but a relatively small number of constraints. Since enumerating all the columns is usually unrealistic, such linear programs are commonly solved by…

Optimization and Control · Mathematics 2023-11-29 Yi-Chun Akchen , Velibor V. Mišić

We study the problem of optimal subset selection from a set of correlated random variables. In particular, we consider the associated combinatorial optimization problem of maximizing the determinant of a symmetric positive definite matrix…

Computation · Statistics 2019-07-12 Yu Wang , Nhu D. Le , James V. Zidek

Determinant maximization problem gives a general framework that models problems arising in as diverse fields as statistics \cite{pukelsheim2006optimal}, convex geometry \cite{Khachiyan1996}, fair allocations\linebreak \cite{anari2016nash},…

Data Structures and Algorithms · Computer Science 2022-07-12 Adam Brown , Aditi Laddha , Madhusudhan Pittu , Mohit Singh , Prasad Tetali

We address the subset selection problem for matrices, where the goal is to select a subset of $k$ columns from a "short-and-fat" matrix $X \in \mathbb{R}^{m \times n}$, such that the pseudoinverse of the sampled submatrix has as small…

Numerical Analysis · Mathematics 2025-07-29 Ivan Kozyrev , Alexander Osinsky

A problem of paramount importance in both pure (Restricted Invertibility problem) and applied mathematics (Feature extraction) is the one of selecting a submatrix of a given matrix, such that this submatrix has its smallest singular value…

Machine Learning · Computer Science 2018-04-05 Stephane Chretien , Zhen-Wai Olivier Ho
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