Column Selection via Adaptive Sampling

Part of Advances in Neural Information Processing Systems 28 (NIPS 2015)

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Authors

Saurabh Paul, Malik Magdon-Ismail, Petros Drineas

Abstract

<p>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 algorithm. Our algorithm delivers a tighter theoretical bound on the approximation error which we also demonstrate empirically using two well known relative-error column subset selection algorithms. Our experimental results on synthetic and real-world data show that our algorithm outperforms non-adaptive sampling as well as prior adaptive sampling approaches.</p>