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A PTAS for p\ell_p-Low Rank Approximation

ACM-SIAM Symposium on Discrete Algorithms (SODA), 2018
Abstract

A number of recent works have studied algorithms for entrywise p\ell_p-low rank approximation, namely, algorithms which given an n×dn \times d matrix AA (with ndn \geq d), output a rank-kk matrix BB minimizing ABpp=i,jAi,jBi,jp\|A-B\|_p^p=\sum_{i,j}|A_{i,j}-B_{i,j}|^p when p>0p > 0; and AB0=i,j[Ai,jBi,j]\|A-B\|_0=\sum_{i,j}[A_{i,j}\neq B_{i,j}] for p=0p=0. On the algorithmic side, for p(0,2)p \in (0,2), we give the first (1+ϵ)(1+\epsilon)-approximation algorithm running in time npoly(k/ϵ)n^{\text{poly}(k/\epsilon)}. Further, for p=0p = 0, we give the first almost-linear time approximation scheme for what we call the Generalized Binary 0\ell_0-Rank-kk problem. Our algorithm computes (1+ϵ)(1+\epsilon)-approximation in time (1/ϵ)2O(k)/ϵ2nd1+o(1)(1/\epsilon)^{2^{O(k)}/\epsilon^{2}} \cdot nd^{1+o(1)}. On the hardness of approximation side, for p(1,2)p \in (1,2), assuming the Small Set Expansion Hypothesis and the Exponential Time Hypothesis (ETH), we show that there exists δ:=δ(α)>0\delta := \delta(\alpha) > 0 such that the entrywise p\ell_p-Rank-kk problem has no α\alpha-approximation algorithm running in time 2kδ2^{k^{\delta}}.

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