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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

In subset selection we search for the best linear predictor that involves a small subset of variables. From a computational complexity viewpoint, subset selection is NP-hard and few classes are known to be solvable in polynomial time. Using…

Optimization and Control · Mathematics 2020-02-07 Alberto Del Pia , Santanu S. Dey , Robert Weismantel

We consider the following problem: Given a matrix A, find minimal subsets of columns of A with cardinality no larger than a given bound that are linear dependent or nearly so. This problem arises in various forms in optimization, electrical…

Numerical Analysis · Mathematics 2008-04-23 Hans Engler

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

We consider the problem of selecting a small subset of representative variables from a large dataset. In the computer science literature, this dimensionality reduction problem is typically formalized as Column Subset Selection (CSS).…

Methodology · Statistics 2025-05-20 Anav Sood , Trevor Hastie

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

Matrix completion is a classical problem in data science wherein one attempts to reconstruct a low-rank matrix while only observing some subset of the entries. Previous authors have phrased this problem as a nuclear norm minimization…

Machine Learning · Computer Science 2019-04-19 Christian Parkinson , Kevin Huynh , Deanna Needell

We present a novel method for matrix completion, specifically designed for matrices where one dimension is significantly larger than the other. Our Columns Selected Matrix Completion (CSMC) method combines Column Subset Selection with…

Machine Learning · Computer Science 2026-04-14 Antonina Krajewska , Ewa Niewiadomska-Szynkiewicz

We convert, within polynomial-time and sequential processing, NP-Complete Problems into a problem of deciding feasibility of a given system S of linear equations with constants and coefficients of binary-variables that are 0, 1, or -1. S is…

Computational Complexity · Computer Science 2012-10-23 Deepak Ponvel Chermakani

We consider the problem of selecting the best subset of exactly $k$ columns from an $m \times n$ matrix $A$. We present and analyze a novel two-stage algorithm that runs in $O(\min\{mn^2,m^2n\})$ time and returns as output an $m \times k$…

Data Structures and Algorithms · Computer Science 2015-03-13 Christos Boutsidis , Michael W. Mahoney , Petros Drineas

A symmetric matrix $C$ is completely positive (CP) if there exists an entrywise nonnegative matrix $B$ such that $C=BB^T$. The CP-completion problem is to study whether we can assign values to the missing entries of a partial matrix (i.e.,…

Optimization and Control · Mathematics 2013-11-21 Anwa Zhou , Jinyan Fan

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

We consider a variety of criteria for selecting k representative columns from a real mxn matrix A, when sufficiently few columns are required, i.e., 1<= k<= min{rank(A), m/3}. The criteria include the following optimization problems:…

Numerical Analysis · Mathematics 2026-04-13 Ilse C. F. Ipsen , Arvind K. Saibaba

This paper studies the problem of, given the structure of a linear-time invariant system and a set of possible inputs, finding the smallest subset of input vectors that ensures system's structural controllability. We refer to this problem…

Optimization and Control · Mathematics 2014-11-04 Sergio Pequito , Soummya Kar , A. Pedro Aguiar

Reducing the conditions under which a given set satisfies the stipulations of the subset sum proposition to a set of linear relationships, the question of whether a set satisfies subset sum may be answered in a polynomial number of steps by…

Data Structures and Algorithms · Computer Science 2017-05-16 Aubrey Alston

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

Sparse component analysis (SCA), also known as complete dictionary learning, is the following problem: Given an input matrix $M$ and an integer $r$, find a dictionary $D$ with $r$ columns and a matrix $B$ with $k$-sparse columns (that is,…

Machine Learning · Statistics 2019-09-20 Jérémy E. Cohen , Nicolas Gillis

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

The Column Subset Selection Problem (CSSP) and the Nystr\"om method are among the leading tools for constructing small low-rank approximations of large datasets in machine learning and scientific computing. A fundamental question in this…

Machine Learning · Computer Science 2020-12-22 Michał Dereziński , Rajiv Khanna , Michael W. Mahoney

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
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