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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

This paper defines a generalized column subset selection problem which is concerned with the selection of a few columns from a source matrix A that best approximate the span of a target matrix B. The paper then proposes a fast greedy…

Data Structures and Algorithms · Computer Science 2013-12-25 Ahmed K. Farahat , Ali Ghodsi , Mohamed S. Kamel

A novel matrix approximation problem is considered herein: observations based on a few fully sampled columns and quasi-polynomial structural side information are exploited. The framework is motivated by quantum chemistry problems wherein…

Signal Processing · Electrical Eng. & Systems 2023-05-23 Jeongmin Chae , Praneeth Narayanamurthy , Selin Bac , Shaama Mallikarjun Sharada , Urbashi Mitra

Matrix completion, i.e., the exact and provable recovery of a low-rank matrix from a small subset of its elements, is currently only known to be possible if the matrix satisfies a restrictive structural constraint---known as {\em…

Machine Learning · Statistics 2014-07-22 Yudong Chen , Srinadh Bhojanapalli , Sujay Sanghavi , Rachel Ward

This paper examines the problem of locating outlier columns in a large, otherwise low-rank matrix, in settings where {}{the data} are noisy, or where the overall matrix has missing elements. We propose a randomized two-step inference…

Information Theory · Computer Science 2016-12-12 Xingguo Li , Jarvis Haupt

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

The problem of column subset selection has recently attracted a large body of research, with feature selection serving as one obvious and important application. Among the techniques that have been applied to solve this problem, the greedy…

Data Structures and Algorithms · Computer Science 2021-11-16 Jason Altschuler , Aditya Bhaskara , Gang Fu , Vahab Mirrokni , Afshin Rostamizadeh , Morteza Zadimoghaddam

Let $M$ be a real $r\times c$ matrix and let $k$ be a positive integer. In the column subset selection problem (CSSP), we need to minimize the quantity $\|M-SA\|$, where $A$ can be an arbitrary $k\times c$ matrix, and $S$ runs over all…

Combinatorics · Mathematics 2017-01-12 Yaroslav Shitov

A bottleneck of sufficient dimension reduction (SDR) in the modern era is that, among numerous methods, only the sliced inverse regression (SIR) is generally applicable under the high-dimensional settings. The higher-order inverse…

Methodology · Statistics 2024-07-24 Yin Jin , Wei Luo

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

We study random matrices with independent subgaussian columns. Assuming each column has a fixed Euclidean norm, we establish conditions under which such matrices act as near-isometries when restricted to a given subset of their domain. We…

Probability · Mathematics 2025-09-05 Yaniv Plan , Roman Vershynin

We study three fundamental problems of Linear Algebra, lying in the heart of various Machine Learning applications, namely: 1)"Low-rank Column-based Matrix Approximation". We are given a matrix A and a target rank k. The goal is to select a…

Data Structures and Algorithms · Computer Science 2011-05-05 Christos Boutsidis

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…

Machine Learning · Statistics 2010-09-07 Mehryar Mohri , Ameet Talwalkar

We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…

Methodology · Statistics 2014-02-03 Frédéric Ferraty , Peter Hall

We study the low rank approximation problem of any given matrix $A$ over $\mathbb{R}^{n\times m}$ and $\mathbb{C}^{n\times m}$ in entry-wise $\ell_p$ loss, that is, finding a rank-$k$ matrix $X$ such that $\|A-X\|_p$ is minimized. Unlike…

Machine Learning · Computer Science 2019-10-31 Chen Dan , Hong Wang , Hongyang Zhang , Yuchen Zhou , Pradeep Ravikumar

We investigate the problem of recovering a partially observed high-rank matrix whose columns obey a nonlinear structure such as a union of subspaces, an algebraic variety or grouped in clusters. The recovery problem is formulated as the…

Machine Learning · Statistics 2022-12-12 Florentin Goyens , Coralia Cartis , Armin Eftekhari

The Column Subset Selection Problem provides a natural framework for unsupervised feature selection. Despite being a hard combinatorial optimization problem, there exist efficient algorithms that provide good approximations. The drawback of…

Machine Learning · Computer Science 2018-04-13 Bruno Ordozgoiti , Alberto Mozo , Jesús García López de Lacalle

The objective of the matrix selection problem is to select a submatrix $A_{S}\in \mathbb{R}^{n\times k}$ from $A\in \mathbb{R}^{n\times m}$ such that its minimum singular value is maximized. In this paper, we employ the interlacing…

Functional Analysis · Mathematics 2025-08-15 Zhiqiang Xu

This article studies how to form CUR decompositions of low-rank matrices via primarily random sampling, though deterministic methods due to previous works are illustrated as well. The primary problem is to determine when a column submatrix…

Numerical Analysis · Mathematics 2020-01-10 Keaton Hamm , Longxiu Huang

This paper studies the estimation of ranked-list discrete choice models with single and multiple purchases. In this setting, each consumer type is characterized by a ranking over a subset of products and a desired number of purchases, and…

Data Structures and Algorithms · Computer Science 2026-05-11 Luciano Costa , Gerardo Berbeglia , Claudio Contardo , Jean-François Cordeau