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• W2892340305 abstract "Let Ƥ = {p1, p2, . . .pn} and Q = {q1, q2 . . . qm} be two point sets in an arbitrary metric space. Let A represent the m × n pairwise distance matrix with Ai.j = d(pi, qj). Such distance matrices are commonly computed in software packages and have applications to learning image manifolds, handwriting recognition, and multi-dimensional unfolding, among other things. In an attempt to reduce their description size, we study low rank approximation of such matrices. Our main result is to show that for any underlying distance metric d, it is possible to achieve an additive error low rank approximation in sublinear time. We note that it is provably impossible to achieve such a guarantee in sublinear time for arbitrary matrices A, and our proof exploits special properties of distance matrices. We develop a recursive algorithm based on additive projection-cost preserving sampling. We then show that in general, relative error approximation in sublinear time is impossible for distance matrices, even if one allows for bicriteria solutions. Additionally, we show that if Ƥ = Q and d is the squared Euclidean distance, which is not a metric but rather the square of a metric, then a relative error bicriteria solution can be found in sublinear time. Finally, we empirically compare our algorithm with the singular value decomposition (SVD) and input sparsity time algorithms. Our algorithm is several hundred times faster than the SVD, and about 8-20 times faster than input sparsity methods on real-world and and synthetic datasets of size 108. Accuracy-wise, our algorithm is only slightly worse than that of the SVD (optimal) and input-sparsity time algorithms." @default.
• W2892340305 created "2018-09-27" @default.
• W2892340305 creator A5024805876 @default.
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• W2892340305 date "2018-12-03" @default.
• W2892340305 modified "2023-09-24" @default.
• W2892340305 title "Sublinear time low-rank approximation of distance matrices" @default.
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