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v1v2 (latest)

Optimal 1\ell_1 Column Subset Selection and a Fast PTAS for Low Rank Approximation

Abstract

We study the problem of entrywise 1\ell_1 low rank approximation. We give the first polynomial time column subset selection-based 1\ell_1 low rank approximation algorithm sampling O~(k)\tilde{O}(k) columns and achieving an O~(k1/2)\tilde{O}(k^{1/2})-approximation for any kk, improving upon the previous best O~(k)\tilde{O}(k)-approximation and matching a prior lower bound for column subset selection-based 1\ell_1-low rank approximation which holds for any poly(k)\text{poly}(k) number of columns. We extend our results to obtain tight upper and lower bounds for column subset selection-based p\ell_p low rank approximation for any 1<p<21 < p < 2, closing a long line of work on this problem. We next give a (1+ε)(1 + \varepsilon)-approximation algorithm for entrywise p\ell_p low rank approximation, for 1p<21 \leq p < 2, that is not a column subset selection algorithm. First, we obtain an algorithm which, given a matrix ARn×dA \in \mathbb{R}^{n \times d}, returns a rank-kk matrix A^\hat{A} in 2poly(k/ε)+poly(nd)2^{\text{poly}(k/\varepsilon)} + \text{poly}(nd) running time such that: AA^p(1+ε)OPT+εpoly(k)Ap\|A - \hat{A}\|_p \leq (1 + \varepsilon) \cdot OPT + \frac{\varepsilon}{\text{poly}(k)}\|A\|_p where OPT=minAk rank kAAkpOPT = \min_{A_k \text{ rank }k} \|A - A_k\|_p. Using this algorithm, in the same running time we give an algorithm which obtains error at most (1+ε)OPT(1 + \varepsilon) \cdot OPT and outputs a matrix of rank at most 3k3k -- these algorithms significantly improve upon all previous (1+ε)(1 + \varepsilon)- and O(1)O(1)-approximation algorithms for the p\ell_p low rank approximation problem, which required at least npoly(k/ε)n^{\text{poly}(k/\varepsilon)} or npoly(k)n^{\text{poly}(k)} running time, and either required strong bit complexity assumptions (our algorithms do not) or had bicriteria rank 3k3k. Finally, we show hardness results which nearly match our 2poly(k)+poly(nd)2^{\text{poly}(k)} + \text{poly}(nd) running time and the above additive error guarantee.

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